RSI and Moving-Average Momentum Trend Strategy

Summary

This trend strategy scores three conditions: RSI above 45, an EMA of RSI above its SMA, and an EMA of price above its SMA. The source uses a 50-period RSI smoothed over 24 periods, and 50-period averages for price. The described rule buys when at least two conditions hold and otherwise sells; an always-buy mode is available as a benchmark. The document also lists leverage, compounding, risk-per-trade, and take-profit settings, and shows a daily BTC/USDT futures backtest configuration spanning about a year.

The document offers a rule set, not evidence of effectiveness: it provides no reported returns or comparison with the benchmark. The source sets the sell condition to false, so it does not implement the narrative’s sell-when-no-conditions-hold rule; it also uses a stop and take-profit exit. The text acknowledges parameter sensitivity, sharp moves around major news, and difficulty identifying reversals. These differences between description and implementation should be resolved before interpreting any backtest.

Key ideas

• The strategy evaluates RSI level, RSI momentum, and price trend as three conditions.
• The narrative calls for buying when at least two of the three conditions are met.
• An always-buy mode is provided as a comparison setting.
• The source’s sell condition is disabled and its exits instead use stop and target levels.
• No performance results are supplied, and parameter and reversal risks remain.

Tags

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