Triple SMA Trend Strategy with Long and Short Filters

Summary

This Bitcoin strategy combines three simple moving averages to trade in both directions. It enters long when the fast average is above the slow average and price is above the longer trend average; it enters short when both relationships are reversed. Positions close when the fast and slow averages switch order. The displayed defaults are periods of 3, 48, and 168, with 99% of equity allocated and a stated commission of 0.05%. The averages and a background regime color provide chart context.

The document describes rules and configuration, but gives no backtest results or performance evidence. The source checks whether averages are above or below one another rather than requiring a fresh crossover event, despite the accompanying prose describing crosses. Entries can therefore be repeatedly submitted while conditions remain true. Results may depend on timeframe, asset, execution assumptions, and parameter choices; the author encourages adjustment, but supplies no validation for other markets.

Key ideas

• Long entries require the fast average to exceed the slow average while price is above the trend average.
• Short entries use the opposite average alignment and require price below the trend average.
• Positions close when the fast and slow averages move into the opposing order.
• The stated default periods are 3, 48, and 168, with 99% equity sizing and 0.05% commission.
• The document provides no measured performance results or evidence that the defaults generalize.

Tags

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