MACross Strategy Templates

Strategy Overview

1. Crossover + ADX Trend Filter — Only trade crossovers in trending markets
2. Crossover + RSI Pullback — Crossover for direction, RSI for entry timing
3. Multi-Crossover Confirmation — Multiple MA types must agree

---

Strategy 1: Crossover + ADX Trend Filter

Overview

Trade MA crossovers only when ADX confirms a trending market. Works with any crossover variant.

When This Works Best

• Trending markets
• 4H to 1D

Algorithm Configuration

Setting	Value
Type	BOTH
Position Size	45% of equity (REL)
Order Type	MARKET
Timeout	COOLDOWN_ONLY, 3 bars

Long Entry Conditions

Group	Indicator	Signal	Threshold
Required	EMACross (or any)	bullish_cross	—
Required	ADX	adx_above_threshold	25

Long Exit Conditions

Setting	Value
Required	EMACross · bearish_cross
Stop Loss	5% (REL), trailing
Take Profit	10% (REL)

Short Entry Conditions

Group	Indicator	Signal	Threshold
Required	EMACross (or any)	bearish_cross	—
Required	ADX	adx_above_threshold	25

Short Exit Conditions

Setting	Value
Required	EMACross · bullish_cross
Stop Loss	5% (REL), trailing
Take Profit	10% (REL)

Recommended Parameters

Indicator	Parameter	Value	Notes
Crossover	Fast	10 bars	Fast MA
Crossover	Slow	20 bars	Slow MA
ADX	Threshold	25	Trend filter

---

Strategy 2: Crossover Direction + RSI Entry

Overview

Use crossover for trend direction bias, RSI oversold/overbought for entry timing.

When This Works Best

• Trending markets with pullbacks
• 1H to 4H

Algorithm Configuration

Setting	Value
Type	BOTH
Position Size	35% of equity (REL)
Order Type	MARKET
Timeout	REGULAR, 2 bars

Long Entry Conditions

Group	Indicator	Signal	Threshold
Required	EMACross	bullish_cross	—
Required	RSI	rsi_below_threshold	35

Long Exit Conditions

Setting	Value
Required	RSI · rsi_above_threshold · 60
Stop Loss	4% (REL)
Take Profit	8% (REL)

Short Entry Conditions

Group	Indicator	Signal	Threshold
Required	EMACross	bearish_cross	—
Required	RSI	rsi_above_threshold	65

Short Exit Conditions

Setting	Value
Required	RSI · rsi_below_threshold · 40
Stop Loss	4% (REL)
Take Profit	8% (REL)

Recommended Parameters

Indicator	Parameter	Value	Notes
Crossover	Fast/Slow	10/20	Direction
RSI	Period	14	Entry timing

---

Strategy 3: Multi-Crossover Confirmation

Overview

Require multiple crossover types to agree before entering. E.g., both EMACross and VWEMACross must be bullish.

When This Works Best

• High-conviction setups
• 4H to 1D

Algorithm Configuration

Setting	Value
Type	BOTH
Position Size	40% of equity (REL)
Order Type	MARKET
Timeout	COOLDOWN_ONLY, 5 bars

Long Entry Conditions

Group	Indicator	Signal	Threshold
Required	EMACross	bullish_cross	—
Required	VWEMACross	bullish_cross	—

Long Exit Conditions

Setting	Value
Required	EMACross · bearish_cross
Stop Loss	5% (REL)
Take Profit	10% (REL)

Short Entry Conditions

Group	Indicator	Signal	Threshold
Required	EMACross	bearish_cross	—
Required	VWEMACross	bearish_cross	—

Short Exit Conditions

Setting	Value
Required	EMACross · bullish_cross
Stop Loss	5% (REL)
Take Profit	10% (REL)

Recommended Parameters

Indicator	Parameter	Value	Notes
EMACross	Fast/Slow	10/20	Price-only
VWEMACross	Fast/Slow	10/20	Volume-weighted

---

Backtesting Recommendations

• Test all 11 variants: Find which MA type works best for your asset
• Optimize fast/slow ratio: Common ratios: 10/20, 12/26, 9/21
• Compare with and without ADX filter: Quantify ranging-market improvement
• Test VW vs non-VW: See if volume weighting improves signal quality

---

Note

Pro Tip: When building strategies in Reversion, put your primary signal in the Required group and confirmation signals in Optional. This ensures the core signal must always be present while allowing flexibility in confirmation. Always backtest parameters per asset — crypto often benefits from adjusted settings due to higher volatility.