RSI Moving Average Crossovers with a Price EMA Filter

Summary

This long-only trend strategy compares an exponential and a simple moving average of RSI. It opens a position when the RSI EMA is above the RSI SMA and the market close is above a separate price EMA; it closes when the RSI EMA falls below the RSI SMA. The published defaults specify the RSI and averaging periods, along with a BTC/USDT futures backtest configuration. Although the description discusses RSI’s traditional overbought and oversold readings, the stated trade rules rely on the moving-average relationship rather than explicit threshold crossings.

The document frames the EMA/SMA combination as confirmation and the price EMA as an uptrend filter. It gives no performance statistics or evidence that these filters improve results. It also acknowledges lag, false RSI signals, and risk while averages move sideways, and suggests parameter testing and adding a stop. The described strategy has no explicit stop-loss rule, and robustness across assets and timeframes is proposed for future evaluation rather than demonstrated.

Key ideas

• The long entry requires RSI EMA above RSI SMA and price above its EMA.
• The position closes when RSI EMA moves below RSI SMA.
• Overbought and oversold thresholds are discussed but are not part of the stated entry rules.
• The document identifies lag and false signals as risks and reports no performance evidence.

Tags

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