Daily Trend Filter + 4H RSI Entry
Multi-timeframe: only takes 4H RSI(14) oversold entries while price holds above the daily EMA(50) trend filter.
By STLab · Published 2026-06-11 · CC-BY-SA-4.0
Reliability
Read with caution — from 10 trades, fewer than the 30 a result needs to mean much.
Backtest result
| Return | +17.2% |
|---|---|
| Sharpe | 0.54 |
| Max drawdown | 3.0% |
| Profit factor | 3.97 |
| Win rate | 80.0% |
| Trades | 10 |
Run on ETH/USDT 1h · 6m · 4320 bars · data from deepcoin. Frozen at publish time, captured 2026-07-15.
Strategy code
import stlab
# Daily trend filter — computed on native 1d bars, auto-aligned to base.
ema_50_d = stlab.indicators.ema(stlab.candles_1d.close, period=50)
trend_up = stlab.candles_1d.close > ema_50_d
# 4h entries
rsi = stlab.indicators.rsi(stlab.candles.close, period=14)
stlab.signal.long_when((rsi < 35) & trend_up)
stlab.signal.exit_when(rsi > 65)
stlab.position.size(percent=100)
stlab.position.stop_loss(percent=2.5)
stlab.position.take_profit(percent=7)