RSI Pullback Entries with Moving Average Crossovers

Summary

This crypto strategy combines RSI conditions with moving average crossovers to open and close long positions. It looks for RSI below 40 and falling by more than three points, alongside a bearish crossover of the 50- and 100-period simple moving averages. It exits when RSI exceeds 65 and the 9-period average crosses above the 50-period average. The script begins trading from April 1, 2022, allocates 30% of equity per order, and includes a 0.1% commission assumption.

The page lists example returns for several crypto assets and timeframes, but gives no fuller performance report, test methodology, or comparison benchmark. There is also a discrepancy: the prose describes the entry crossover as the 100-period average crossing above the 50-period average, while the code detects the 50-period average crossing below the 100-period average. Results therefore depend on which description is followed; the examples alone do not establish robustness or future performance.

Key ideas

• The entry requires RSI below 40 and a decline of more than three points from its prior reading.
• The code also requires the 50-period simple moving average to cross below the 100-period average.
• A long position closes when RSI exceeds 65 and the 9-period average crosses above the 50-period average.
• The backtest settings allocate 30% of equity per order and assume a 0.1% commission.
• The page reports selected asset and timeframe returns but provides limited evidence about general performance.

Tags

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