Simple High Winrate Tradíng Strategy using EMA & RSI
Loses money
No edge after realistic trading costs
- trades tested
- 1,979
- per trade after costs
- -4.18bp
- winners
- 32%
- years of data
- 14.5
Multi-timeframe trend-following strategy using 10 and 20 EMAs along with RSI on a 4-hour HTF for bias and a 15-minute LTF for entries, using previous swing lows/highs for stops.
The exact rules we tested
- 01Instrument: GBPUSD | Signal timeframe: 15m | Direction: both
- 02Session: 00:00-23:59 (exchange tz), positions may hold overnight
- 03LONG when: (close crosses above ema10) AND (rsi14 > 50)
- 04SHORT when: (close crosses below ema10) AND (rsi14 < 50)
- 05Higher-timeframe inputs (closed-bar values only, no repaint): htf_ema10 on 4h, htf_ema20 on 4h, htf_rsi on 4h
- 06Long filter: (htf_ema10 > htf_ema20) AND (htf_rsi > 50)
- 07Short filter: (htf_ema10 < htf_ema20) AND (htf_rsi < 50)
- 08Entry: market at next bar open
- 09Stop: last swing (strength 3) +/- 5bp
- 10Target: 2.0R (risk-multiple of stop)