RSI, MACD, and Stochastic Signals with Z-Score Thresholds

Summary

This daily crypto futures strategy combines RSI, MACD, and the Stochastic Oscillator with a price Z-score filter. RSI and Stochastic extreme readings, and MACD line versus signal-line position, each contribute a possible directional condition. The code joins these conditions with OR logic, then requires the closing-price Z-score to exceed a configurable positive threshold for a long entry or fall below a negative threshold for a short entry. Each indicator can be enabled or disabled. The published BTC/USDT setup spans a stated one-year period, but includes no reported performance metrics.

The document frames the approach as momentum and trend following, although its RSI and Stochastic rules use conventional overbought and oversold levels. The Z-score is a standardized distance from a recent mean, not itself a calibrated probability; its interaction with reversal-style indicator signals merits scrutiny. The source also leaves key strategy behavior, such as explicit exits and position sizing, unspecified. The stated risks include delayed signals, unreliable historical normalization during sharp moves, overfitting, and frequent trades in ranges.

Key ideas

• RSI, MACD, and Stochastic conditions can be switched on or off in the signal logic.
• Any enabled indicator condition can trigger a directional candidate because the code combines them with OR logic.
• A closing-price Z-score threshold must also be met before an entry signal is issued.
• The threshold is described in probability terms, but the code calculates a standardized price distance.
• The published daily BTC/USDT setup provides no performance results, and exit and sizing rules are not specified.

Tags

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