RSI Signals with UTC Time Filters and Risk-Based Sizing
Summary
The described system combines a 14-period RSI, a UTC trading window, fixed-distance stop and profit orders, and position sizing based on a fixed share of account equity. It calls for long entries when RSI crosses above 43 and short entries when RSI crosses below 75, with trading restricted to UTC hours 2 through 23. The stated stop and target distances are 9 and 16.5 units, respectively, and the write-up characterizes this as a favorable reward-to-risk setup.
The document notes that fixed stops may not fit changing volatility, RSI reversals can struggle in strong trends, and a single time window may not suit every market. It proposes volatility-based stops, trend filters, and market-state adjustments. A one-week DOGE/USDT futures backtest configuration is provided, but no results are included. The implementation labels its distances as gold units and assumes a tick value for gold despite the DOGE market setting; its risk-sizing assumptions and execution behavior therefore need verification before the stated sizing can be relied upon.
Key ideas
- RSI crossings at asymmetric thresholds generate the described long and short signals.
- Trading is limited to a UTC-hour window.
- Position size is calculated from account equity and a fixed per-trade risk percentage.
- Fixed stop and target distances may not adapt to volatility or market conditions.
- The instrument and tick-value assumptions in the source do not align clearly with the backtest market.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.