Three EMA and MACD Cross Strategy for BTC Perpetual Futures

Summary

This two-sided perpetual futures strategy combines crossovers of fast and medium EMAs with MACD confirmation. A long setup requires the fast EMA to cross above the medium EMA and the MACD histogram to turn positive, with the MACD difference at or above zero; a short setup uses the corresponding bearish conditions. The slow EMA is calculated, but the supplied code does not use it to filter entries. Signals must occur within four hourly bars of each other.

The code closes open positions at a 1% price loss or a profit target five times that distance, and uses a configurable contract quantity. Published backtests cover BTC/USDT futures on an hourly period, including an April-to-July 2021 run with a stated balance of 300 and a 0.04 BTC order size. No performance metrics are included in the text. The author advises testing position size before live use; the settings are presented as hourly, while minute-level use requires manual parameter changes.

Key ideas

• The strategy enters long when the fast EMA crosses above the medium EMA and MACD confirms bullish momentum within the allowed window.
• It enters short on the corresponding bearish EMA and MACD conditions.
• The code calculates a slow EMA but does not use it to qualify entries.
• Exits use a 1% stop and a profit target set at five times that distance.
• The published backtests use hourly BTC/USDT futures data, and the document provides no performance statistics.

Tags

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