StockSharp.Strategies.0421_Ema_Sma_Rsi
5.0.0
Prefix Reserved
dotnet add package StockSharp.Strategies.0421_Ema_Sma_Rsi --version 5.0.0
NuGet\Install-Package StockSharp.Strategies.0421_Ema_Sma_Rsi -Version 5.0.0
<PackageReference Include="StockSharp.Strategies.0421_Ema_Sma_Rsi" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0421_Ema_Sma_Rsi" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0421_Ema_Sma_Rsi" />
paket add StockSharp.Strategies.0421_Ema_Sma_Rsi --version 5.0.0
#r "nuget: StockSharp.Strategies.0421_Ema_Sma_Rsi, 5.0.0"
#:package StockSharp.Strategies.0421_Ema_Sma_Rsi@5.0.0
#addin nuget:?package=StockSharp.Strategies.0421_Ema_Sma_Rsi&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0421_Ema_Sma_Rsi&version=5.0.0
EMA/SMA + RSI Crossover Strategy (C# Version)
This strategy tracks three exponential moving averages (fast, medium, and slow) along with an RSI filter to participate in emerging trends. A trade is triggered when the fast average crosses the medium one in the direction of the prevailing slow average, indicating that momentum is accelerating. Only candles that close in the direction of the crossover are considered to avoid whipsaws.
A protective exit can optionally close positions after a user-defined number of bars if they remain profitable. The RSI acts as an overbought/oversold guard to exit when momentum becomes stretched.
Backtests show the technique works best on liquid crypto pairs during trending phases where moving averages offer clear separation.
Details
- Entry Criteria:
- Long:
EMA_fast > EMA_medium
andEMA_fast(t-1) <= EMA_medium(t-1)
andClose > EMA_slow
andClose > Open
- Short:
EMA_fast < EMA_medium
andEMA_fast(t-1) >= EMA_medium(t-1)
andClose < EMA_slow
andClose < Open
- Long:
- Long/Short: Both sides.
- Exit Criteria:
- Long:
RSI > 70
orX bars in profit and Close > entry
- Short:
RSI < 30
orX bars in profit and Close < entry
- Long:
- Stops: None.
- Default Values:
EMA_fast
= 10EMA_medium
= 20EMA_slow
= 100RSI_length
= 14X bars
= 24
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: EMA, RSI
- Stops: Optional time-based
- Complexity: Medium
- Timeframe: Short-term
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
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Version | Downloads | Last Updated |
---|---|---|
5.0.0 | 224 | 8/7/2025 |
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