Trend Entries with EMA, RSI, MACD, Fibonacci Levels and ATR Exits

Summary

This multi-indicator system combines EMA direction, RSI and MACD momentum checks, and Fibonacci levels derived from a rolling price range to identify long and short entries. It also calculates Bollinger Bands as a volatility reference. ATR is used to set dynamic stop and target distances, with the described rules using different multiples for exits. The stated intended chart interval is 15 minutes, while the published sample configuration uses BTC/USDT futures and an hourly interval.

The document explains the indicator rules and provides source logic and a backtest date range, but reports no measured returns, drawdowns, or other results. Bollinger Bands are calculated and plotted, though they do not appear in the listed entry conditions. The entry logic therefore depends on RSI, MACD, EMA alignment, and Fibonacci zones. The author notes that optimizing many parameters may overfit, that strict conditions can miss trades, and that fixed ATR multipliers and trading costs may limit performance. Volume and regime filters are proposed as possible extensions.

Key ideas

• EMA crossovers are used to define directional bias, with RSI and MACD providing momentum checks.
• Fibonacci zones from a rolling high and low range constrain potential entries.
• ATR multiples define the strategy’s stop and target distances.
• Bollinger Bands are included as a volatility reference but are not part of the described entry conditions.
• The sample configuration and rules do not establish profitability, and parameter overfitting is a stated risk.

Tags

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