Triple EMA Trend Filter with Crossover Entries and Fixed Exits

Summary

This document describes a long-only trend-following system using 9- and 15-period EMA crossovers for timing and a 50-period EMA as a trend filter. A bullish crossover while price is above the long EMA opens a position; a bearish crossover below it closes the position. The strategy also specifies stop-loss and take-profit levels and provides alerts. Its listed inputs include EMA lengths and exit distances.

The document gives no performance results, despite publishing daily Bitcoin futures backtest dates. Its description calls the stops dynamic, but the source uses fixed point distances, and the stated default stop value differs between the parameter list and source. The crossover rules may lag and can produce repeated false signals in sideways markets. The text suggests volatility-based stops, added filters, and parameter tuning, but does not test these changes; evaluation on specific instruments and timeframes is still needed.

Key ideas

• The 9- and 15-period EMA crossover supplies entry and exit timing.
• The 50-period EMA filters signals according to the price's position relative to the longer trend.
• The source applies fixed stop-loss and take-profit distances to long entries.
• Moving-average lag and choppy markets can lead to late or false signals.
• The published description and source disagree on whether stops are dynamic and on the default stop value.

Tags

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