RSI Entries and Exits Filtered by the 200-Day Moving Average

Summary

This strategy uses a 200-day simple moving average to define the broad trend and RSI thresholds to time trades within that trend. It enters long when RSI is below 45 while price is above the average, and exits the long position when RSI exceeds 75 under the same trend condition. It enters short when RSI exceeds 65 while price is below the average, and exits when RSI falls below 25. A stop-loss input is included.

The document gives a short BTC/USDT Binance futures backtest window on a two-hour chart, with 15-minute base data, but supplies no results or comparisons. It therefore does not substantiate its general claims of good performance or broad applicability. The stated caveats include lag in both indicators, potential losses during abrupt market moves, and trading costs from frequent signals. Position sizing and stop management are suggested areas for further development; the source includes a stop-loss setting but does not explain a full sizing method.

Key ideas

• The 200-day SMA determines whether the strategy considers the market bullish or bearish.
• RSI thresholds trigger long entries and exits above the SMA and short entries and exits below it.
• The strategy combines a trend filter with RSI timing and includes a stop-loss input.
• The document warns that indicator lag, sudden market moves, and frequent trading costs can hurt performance.
• The published futures test has no results, so profitability is not established.

Tags

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