SMA and EMA Crossover Strategy with RSI Filter and Fixed Exits

Summary

This system combines a 44-period simple moving average and a 9-period exponential moving average with candle confirmation and a 14-period RSI filter. A long signal requires the SMA to cross above the EMA, the close to sit above both averages, a bullish candle, and RSI below 70. The reverse crossover, a close below both averages, a bearish candle, and RSI above 30 define a short signal. The description specifies a 35-point profit target and stop loss.

The document explains the rationale for multiple confirmations and identifies moving-average lag, false signals in sideways markets, fixed exit levels, and parameter sensitivity as risks. It proposes volatility-adjusted exits, volume or trend-strength filters, and multi-timeframe checks as possible refinements. The published test settings cover BTC/USDT Binance futures on a one-minute chart for one week, but no results are reported. In the source, the entry order uses stop and limit parameters, so the stated exit behavior should be evaluated against the actual order semantics before drawing conclusions about risk control.

Key ideas

• Long and short signals combine a 44-period SMA and 9-period EMA crossover with price and candle confirmation.
• The RSI filter requires readings below 70 for longs and above 30 for shorts.
• The described fixed profit target and stop loss are each 35 points.
• The published one-minute BTC/USDT futures test spans one week and reports no performance results.
• Fixed exits and lagging averages may behave poorly in volatile or range-bound conditions.

Tags

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