Triple EMA Trend Filter with MACD Signal Crossings

Summary

This strategy pairs a three-EMA trend filter with MACD momentum signals. It plots EMAs with default periods of 50, 150, and 200, and permits the second and third lines to be hidden. For entries, the code compares the 50-period EMA with the 200-period EMA: a MACD histogram crossing above zero opens a long when the shorter EMA is higher, while a crossing below zero opens a short when it is lower. The MACD uses default fast, slow, and signal lengths of 26, 49, and 2.

The document includes settings for a BTC/USDT futures backtest over a brief period but gives no results or risk analysis. The 150-period EMA is displayed but does not participate in the entry conditions, and the code does not specify a distinct exit or position-sizing method. This leaves important implementation and evaluation questions, including trade reversal behavior, transaction costs, and performance across different market regimes.

Key ideas

• The strategy uses MACD histogram zero crossings as directional entry triggers.
• A 50-period versus 200-period EMA comparison filters long and short signals.
• The 150-period EMA is displayed but is not part of the stated entry rules.
• The document reports backtest settings but no performance evidence.
• It does not define a separate exit rule or detailed risk controls.

Tags

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