Short-Only EMA Crossover Strategy with RSI Confirmation

Summary

This short-only strategy combines a fast and slow EMA crossover with an RSI condition. The stated examples use 9- and 26-period averages for entry, and slower averages for exit. However, the prose says to short when RSI is below a threshold, while the published source triggers a short when RSI is above 40. The source closes the short when the 100-period EMA crosses above the 55-period EMA; this differs from the prose description of price crossing above either slower average.

The document provides configurable periods and a BTC-USDT futures test window but no performance results. It characterizes RSI as a signal filter and the slower averages as exit references, while noting that parameter selection needs evaluation. The rules only take short positions, so they do not participate in long opportunities. The discrepancy between the described RSI condition and the source makes the intended entry rule uncertain, and the short test configuration cannot establish robustness or profitability.

Key ideas

• The strategy opens short positions after a fast EMA crosses below a slower EMA, subject to an RSI condition.
• The prose describes an RSI-below-threshold filter, but the published code uses RSI above 40.
• The source exits when the 100-period EMA crosses above the 55-period EMA.
• The strategy is short-only and can miss opportunities during rising markets.
• No performance results are supplied, and parameter choices require evaluation.

Tags

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