SMA-RSI Crossovers with Momentum Confirmation and Signal Tracking

Summary

This strategy combines a 20-period simple moving average crossover with an eight-period RSI filter. A close crossing above the average while RSI exceeds the stated upper threshold creates a buy signal; a close crossing below it with RSI below the lower threshold creates a sell signal. The document also describes counters that track buy signals, subsequent gains beyond a fixed threshold, and breaks below the signal candle's low within a limited number of bars.

The example is set on SOL/USDT spot data at an hourly interval, but no performance results are provided. The tracking counters are descriptive rather than a complete risk-management system: they do not implement a dynamic stop, and the success and failure events use fixed definitions. The document itself flags risks from false crossovers in sideways markets, parameter sensitivity, and the lack of position sizing. It suggests regime filters, adaptive parameters, multi-timeframe confirmation, and more robust evaluation metrics as possible extensions.

Key ideas

• A close crossing above the 20-period SMA with RSI above 60 triggers a buy signal.
• A close crossing below the SMA with RSI below 40 triggers a sell signal.
• Performance counters track gains above 2% and breaks below the entry candle's low within seven bars.
• The monitoring rules do not themselves provide dynamic stop-loss or position-sizing controls.
• The SOL/USDT hourly example reports no strategy performance results.

Tags

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