Triple-Smoothed Moving Average Trend Strategy with RSI and ATR Filters
Summary
This trend-following strategy smooths a selected price series three times, then compares that line with a slower signal line for crossover entries. It filters long and short trades using price relative to a 200-period EMA, RSI relative to a threshold of 50, and ATR relative to its moving average. The described setup uses a one-hour chart and places stop and target orders at distances based on ATR, with defaults of 1.5 ATR for the stop and 2 ATR for the target.
The document lists configurable moving-average types and filter switches, and includes a BTC/USDT futures backtest configuration covering about a month. It supplies no outcome statistics, so claims about signal reliability or risk-reward are not demonstrated by reported results. Its own caveats include delayed entries, missed opportunities from multiple filters, small repeated losses in range-bound markets, and the possibility that stops react poorly to extreme moves. The prose also describes non-repainting behavior, but provides no evidence for that claim.
Key ideas
- Triple smoothing defines a trend line, with a separate signal line used to identify crossovers.
- A 200-period EMA, RSI threshold, and ATR activity condition can each filter entries.
- ATR-based stop and target distances are configurable, with stated defaults of 1.5 and 2 ATR.
- The published backtest setup contains no performance results, and the stated benefits are therefore unverified.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.