SMA and EMA Signals with a Rolling Support-Resistance Trail

Summary

This strategy plots several simple moving averages and an exponential moving average, then generates directional signals from a trailing level derived from recent highs and lows. The level tracks recent support while the state is bullish and recent resistance while bearish. A close crossing above it triggers a long entry and closes a short; a cross below triggers a short entry and exits a long.

The document describes the approach and provides source code, parameters, and a BTC-USDT futures backtest configuration for a brief three-minute sample. It gives no backtest performance results, and the sample settings alone do not support claims about accuracy or profitability. The strategy relies on lagging price-derived signals and includes no explicit protective stop distance. The accompanying discussion flags the limited testing, potential losses without stops, and exposure to unexpected events; it proposes broader testing and added risk controls as future work.

Key ideas

• The strategy calculates three simple moving averages and one exponential moving average, though its entries are driven by a trailing support-resistance level.
• Recent highs and lows define a state-dependent trail that switches between support and resistance.
• A close crossing the trail triggers a position in the crossing direction and exits the opposite side.
• The document supplies a short futures backtest configuration but reports no results.
• The described risks include signal lag, missing stop-loss protection, and inadequate testing.

Tags

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