Momentum & Trend Following Strategies

RSI Momentum Long Only

Tags: momentum, rsi, oversold, spot, simple Functions: rsi Description: Basic RSI strategy that buys when RSI drops below 30 (oversold) and sells when it rises above 70 (overbought). Code:

ticker = context['ticker']
rsi_val = rsi(close, 14)

long_cond = rsi_val < 30
exit_cond = rsi_val > 70

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

RSI with Trend Filter

Tags: momentum, rsi, trend, sma, filter Functions: rsi, sma Description: Enters long only when RSI is oversold and price is above the 200-day MA, preventing counter-trend entries. Code:

ticker = context['ticker']
rsi_val = rsi(close, 14)
ma200 = sma(close, 200)

# Trend filter: only long above MA200
trend_up = close > ma200
long_cond = (rsi_val < 30) & (trend_up)
exit_cond = rsi_val > 70

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

Dual RSI Strategy

Tags: momentum, rsi, multi_period, confirmation Functions: rsi Description: Enters only when both short-period RSI(7) and mid-period RSI(14) are oversold simultaneously, improving signal reliability. Code:

ticker = context['ticker']
rsi_short = rsi(close, 7)
rsi_mid = rsi(close, 14)

# Both RSIs must be oversold
long_cond = (rsi_short < 30) & (rsi_mid < 35)
exit_cond = (rsi_short > 70) | (rsi_mid > 65)

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

MACD Crossover

Tags: momentum, macd, crossover, trend Functions: macd_all Description: Buys when the MACD line crosses above the signal line and sells when it crosses below. Code:

ticker = context['ticker']
macd_line, signal_line, histogram = macd(close, 12, 26, 9)

# MACD crosses above signal
long_cond = (macd_line > signal_line) & (macd_line.shift(1) <= signal_line.shift(1))
# MACD crosses below signal
exit_cond = (macd_line < signal_line) & (macd_line.shift(1) >= signal_line.shift(1))

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

MACD Histogram Reversal

Tags: momentum, macd, histogram, reversal Functions: macd_all Description: Buys when the MACD histogram turns positive from negative, capturing momentum reversals. Code:

ticker = context['ticker']
_, _, histogram = macd(close, 12, 26, 9)

# Histogram turns positive from negative
long_cond = (histogram > 0) & (histogram.shift(1) <= 0)
# Histogram turns negative
exit_cond = (histogram < 0) & (histogram.shift(1) >= 0)

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

Stochastic Oversold Bounce

Tags: momentum, stochastic, oversold, bounce Functions: stoch Description: Buys when Stochastic %K crosses above %D while below the 20 oversold level. Code:

ticker = context['ticker']
slowk, slowd = stoch(high, low, close, 14, 3, 3)

# Oversold + K crosses above D
oversold = slowk < 20
k_cross_d = (slowk > slowd) & (slowk.shift(1) <= slowd.shift(1))
long_cond = (oversold) & (k_cross_d)

# Overbought
exit_cond = slowk > 80

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

Triple EMA Trend

Tags: trend, ema, alignment, multi_ma Functions: ema Description: Enters when 8/21/55 EMAs are in bullish alignment and the short EMA is rising; exits on misalignment. Code:

ticker = context['ticker']
ema8 = ema(close, 8)
ema21 = ema(close, 21)
ema55 = ema(close, 55)

# EMA alignment: 8 > 21 > 55
aligned = (ema8 > ema21) & (ema21 > ema55)
ema8_rising = ema8 > ema8.shift(1)

long_cond = (aligned) & (ema8_rising)
exit_cond = ema8 < ema21

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

ADX Strong Trend Entry

Tags: trend, adx, strength, filter Functions: adx, sma Description: Enters on MA crossover only when ADX is above 25, avoiding choppy sideways markets. Code:

ticker = context['ticker']
trend_strength = adx(high, low, close, 14)
ma20 = sma(close, 20)
ma50 = sma(close, 50)

# Strong trend + MA crossover
strong_trend = trend_strength > 25
ma_cross_up = (ma20 > ma50) & (ma20.shift(1) <= ma50.shift(1))

long_cond = (strong_trend) & (ma_cross_up)
exit_cond = ma20 < ma50

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

Momentum Breakout with Volume

Tags: momentum, breakout, volume, confirmation Functions: ts_mean, ts_std_dev Description: Buys when price breaks above the 20-day high with a volume spike over 2x the average, filtering false breakouts. Code:

ticker = context['ticker']

# 20-day high breakout
high_20 = ts_mean(high, 20) + ts_std_dev(high, 20)
breakout = close > high_20

# Volume spike (> 2x average)
vol_avg = ts_mean(volume, 20)
vol_spike = volume > vol_avg * 2

long_cond = breakout & vol_spike
exit_cond = close < sma(close, 20)

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(exit_cond, exit_position(ticker))

Perpetual RSI Long/Short

Tags: momentum, rsi, perpetual, long_short, futures Functions: rsi Description: Bidirectional RSI trading on futures: goes long on oversold and short on overbought conditions. Code:

ticker = context['ticker']  # e.g., BINANCEFUTURES:BTC/USDT:USDT
rsi_val = rsi(close, 14)

long_cond = rsi_val < 30
short_cond = rsi_val > 70
exit_long = rsi_val > 50
exit_short = rsi_val < 50

emit(long_cond, entry(ticker, 'LONG', Weight(1.0)))
emit(short_cond, entry(ticker, 'SHORT', Weight(1.0)))
emit((exit_long) & (close > close.shift(1)), exit_position(ticker))
emit((exit_short) & (close < close.shift(1)), exit_position(ticker))