Short-Term SMA Breakout Trading with RSI Filters

Summary

This short-term strategy combines 9-, 50-, and 100-period simple moving averages with a 14-period RSI. It enters long when price crosses above the fast average while the middle average is above the slow average and RSI is above 50. The overview also describes short entries on a downward cross, though the supplied source implements long entries only. Exits in the source occur when RSI falls below a lower threshold or rises above an upper threshold.

The document provides parameter settings and a BTC/USDT futures backtest window, but reports no performance results. Its risk discussion flags false signals, poorly chosen exit thresholds, trading costs, slippage, and changing market conditions. The source’s entry and exit logic does not fully match the overview’s description of RSI divergence, and its stated date-window function does not apply the configured dates. Treat the strategy description as a starting point that requires implementation checks and testing.

Key ideas

• The source enters long when price crosses the 9-period SMA, the 50-period SMA exceeds the 100-period SMA, and RSI is above 50.
• The overview describes short entries on a downward price cross, but the supplied source contains only long entries.
• The source closes a long position when RSI falls below 30 or rises above 70.
• The document warns that whipsaws, slippage, costs, and parameter choices can undermine results.
• The published backtest setup names BTC/USDT futures but gives no performance evidence.

Tags

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