Timeframe-Adaptive RSI-SMA Crossovers with Breakout and Volume Filters

Summary

This long-only system uses an RSI crossing above its own SMA as its main entry signal. It adds a rising EMA trend filter, above-average volume, a bullish candle, and a close above the recent five-bar high. Exit signals occur when RSI crosses below its SMA or price falls below the recent five-bar low. Indicator periods, volume thresholds, ATR stop distance, and profit targets are assigned according to chart timeframe, spanning minute charts through monthly charts.

The document explains that higher timeframes use longer indicator settings, wider ATR stops, and larger percentage targets. It also identifies risks from historically tuned parameters, rapid reversals, abnormal volume, and fixed profit targets that may cut trends short. Although it recommends testing across markets and regimes, it supplies no backtest results or evidence that the mapped settings work consistently across timeframes. The code's rules and the narrative's claims should therefore be distinguished: the adaptive mapping is described, while stable performance remains unverified.

Key ideas

• The core entry signal is RSI crossing above its own moving average, with trend, volume, candle, and price-breakout filters.
• The described exits use a bearish RSI crossover or a break below the recent low.
• Indicator and risk settings change according to the selected chart timeframe.
• ATR-based stops and percentage profit targets are intended to scale with timeframe and volatility.
• Parameter overfitting, volume anomalies, and abrupt reversals remain stated risks.
• No reported results establish consistent performance across the listed timeframes.

Tags

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