Trend Entries with SMA Crossovers, ADX, and Stochastic RSI

Summary

This strategy combines a fast and slow simple moving average crossover with an ADX trend-strength filter and Stochastic RSI entry timing. Long and short signals require the relevant moving-average crossover, ADX above its threshold, and a Stochastic RSI crossover in the corresponding oversold or overbought zone. It is designed for short-interval trading and includes position reversals, a trailing stop, and a delay before re-entry.

The document describes configurable indicator periods and stop settings, and publishes a backtest configuration for BTC/USDT futures over roughly one year using two-hour bars. It provides no performance results, so claims of reliable or stable returns are not substantiated. The source also describes the strategy as five-minute while the published backtest uses two-hour data, and the code's Stochastic RSI calculation and crossover conditions may not implement the prose description exactly. The stated risks include whipsaws, fees, slippage, lag, and sensitivity to parameter choices.

Key ideas

• SMA crossovers set the intended trade direction, while ADX filters for trend strength.
• Stochastic RSI crossovers in specified zones are used to time entries.
• The rules include trailing exits, reversals on opposing signals, and a re-entry delay.
• The document reports a BTC/USDT futures backtest setup but no resulting performance data.
• The timeframe descriptions differ, and the source implementation may not match the written strategy fully.

Tags

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