RSI and MACD Signals Filtered by Rolling Support and Resistance

Summary

This strategy combines RSI thresholds, MACD crossovers, and rolling price extremes to generate entries. It calculates RSI over 14 periods, with oversold and overbought levels set at 30 and 70, and uses the standard 12, 26, and 9 MACD settings. The lowest low and highest high over 100 periods serve as support and resistance references. A bullish MACD cross with oversold RSI can trigger a long entry near support; a bearish cross with overbought RSI can trigger a short near resistance.

The document describes the support and resistance estimates as simple and warns that they may not reflect meaningful market levels. It also notes that the strategy has no stop-loss mechanism and may miss profits during strong trends. The published configuration covers BTC/USDT futures on one-minute bars for about a week, but includes no performance results. The suggested improvements—such as adaptive indicators, better level detection, and explicit stops—are proposals rather than tested findings.

Key ideas

• A MACD bullish crossover and oversold RSI condition can trigger a long entry near the rolling low.
• A bearish MACD crossover and overbought RSI condition can trigger a short entry near the rolling high.
• The rolling 100-period extremes provide a simple proximity filter, not a validated measure of support or resistance.
• The described strategy lacks a stop loss, and its short test window provides no evidence of performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.