Three Moving Average Crossovers for Long-Only Trading

Summary

This strategy generates long entries and exits from crossovers among three configurable moving averages. Traders can select each average’s type, lookback period, price source, and timeframe, and can enable or disable trading for each pair of averages. Upward crosses open long positions and downward crosses close them. The implementation uses market orders and assigns each trade 100% of account equity by default; it also includes forecast and ribbon display options.

The document describes configurable mechanics and a short published BTC/USDT futures backtest window, but reports no performance statistics or evidence that the settings generalize. Multiple signal pairs can conflict or trade frequently, while market orders expose entries to slippage. The article itself flags parameter overfitting and differences between simulated and live results. Walk-forward analysis, transaction costs, and realistic execution assumptions are suggested as ways to assess robustness.

Key ideas

• Upward crosses between selected moving averages trigger long entries, while downward crosses close positions.
• Each of three averages can use a different type, period, price source, or timeframe.
• Trading can be enabled independently for each pair of averages.
• The default position size is 100% of account equity, and orders are market orders.
• The published example gives no performance statistics and highlights overfitting, costs, and execution risks.

Tags

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