Trend Pullback Entries with EMA, MACD, RSI, and SuperTrend
Summary
This long-entry strategy looks for a small pullback within an established uptrend. Its written description combines a 21, 50, and 200-period EMA alignment with MACD strength and an RSI move above 50, then uses a SuperTrend flip from bearish to bullish as the entry trigger. ATR sets a take-profit target at three times ATR and a stop at 1.5 times ATR from the entry price.
The supplied settings describe a BTC/USDT Binance futures backtest over roughly one year, using daily strategy bars and a 15-minute base period. No performance statistics or trade results are reported, so the description does not establish profitability or the claimed high win rate. The code also adds a stochastic RSI condition that is absent from the prose: it looks for a recent K-over-D cross below 20 and rejects entries when both values exceed 80. The prose’s simple RSI and MACD crossover explanations therefore do not fully capture the implemented entry rules. Parameter sensitivity and losses during prolonged pullbacks remain stated concerns.
Key ideas
- The strategy requires bullish alignment among three EMAs when its EMA filter is enabled.
- A SuperTrend reversal to an uptrend supplies the long-entry trigger.
- RSI, MACD, and stochastic RSI conditions further filter entries in the supplied implementation.
- ATR-based exits use a target three times ATR above entry and a stop 1.5 times ATR below entry.
- The published backtest settings do not include performance results, so they provide no evidence of profitability.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.