Triple RMA Trend Strategy with Market-Specific Thresholds

Summary

This strategy combines fast, medium, and slow running moving averages (RMAs) with RSI and a prior-candle breakout condition. The stated defaults are 9, 21, and 50 periods. A bullish or bearish ordering of the three RMAs sets direction; entries also require price to cross the medium RMA, RSI to be on the corresponding side of 50, and the close to exceed the previous candle’s high or low. A threshold based on the percentage gap between the fast and medium RMAs is intended to identify sufficiently strong trends, with preset levels for forex, gold, and crypto.

The document describes a one-hour TRX futures test window but provides no results. There is also a mismatch between the described role of the threshold and the supplied logic: the threshold determines trend status for display, but is not included in the entry conditions. The source uses the slow RMA as a target and a fixed-point stop. The text flags lag, parameter sensitivity, and false signals in volatile or ranging markets, and proposes adaptive volatility filters and improved stop management.

Key ideas

• The 9/21/50 RMA ordering defines bullish and bearish trend structure.
• Entries require a medium-RMA cross, RSI confirmation, and a break of the prior candle’s high or low.
• Market-specific thresholds measure the fast-to-medium RMA gap, but the supplied entry logic does not use that threshold.
• The slow RMA is used as a target, while the stop is set at a user-defined point distance.
• The published TRX futures test window includes no reported performance statistics.

Tags

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