SMA Crossover Signals Filtered by a Long-Term EMA
Summary
This trend-following system uses a 9-period and 15-period simple moving average crossover for direction, filtered by a 200-period exponential moving average. The stated entry rules allow longs after a bullish crossover when price is above the long-term EMA, and shorts after a bearish crossover when price is below it. Opposite short-term crosses close existing positions. The source also includes re-entry conditions intended to allow renewed exposure while price remains on the appropriate side of the EMA.
The document highlights the filter and re-entry logic as ways to participate in sustained trends, while warning that moving averages lag, sideways markets can generate false signals, and repeated entries can build excessive exposure. Although it describes integrated risk control, the source does not specify explicit stop-loss or position limits. Further volatility filters, trailing stops, and position sizing are suggestions, not tested results. Published settings cover BTC/USDT futures from February 2024 to February 2025, but include no performance statistics. In the source, re-entry conditions can remain true across multiple bars after a crossover, rather than requiring a distinct EMA crossing.
Key ideas
- A 9/15 SMA crossover supplies direction, with a 200-period EMA filtering entries by trend context.
- Opposite short-term crossovers close positions.
- Re-entry rules can repeatedly qualify while price remains on the chosen side of the long-term EMA.
- Sideways conditions, lag, reversals, and accumulating exposure are key risks.
- Published backtest settings do not include performance results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.