TRADING STRATEGIES DEEP DIVE Scalping • Swing Trading • Options • Crypto Futures • Live Results • Strategy Breakdown
STRATEGY LAB: Weekly deep dive into specific trading strategies. We break down the methodology, entry/exit rules, risk management, and present live results from the past week's trading. All strategies are backtested and forward-tested before publication.THIS WEEK: THE "MA CROSS + VOLUME" STRATEGY
Code:
Strategy overview:
A trend-following strategy combining moving average crossovers with volume confirmation.
Works on: 1H-4H timeframes (crypto), 30M-1H (forex), 1D (stocks)
Setup:
Indicators:
- EMA 20 (fast)
- EMA 50 (medium)
- SMA 200 (trend filter)
- Volume (bar chart)
- RSI (14) — for divergence confirmation
Entry rules — LONG:
1. Price above SMA 200 (uptrend)
2. EMA 20 crosses ABOVE EMA 50 (golden cross)
3. Volume at least 1.5x the 20-period average
4. RSI between 40-70 (not overbought or oversold)
5. Entry: at close of the crossover candle + 1 tick
Entry rules — SHORT:
1. Price below SMA 200 (downtrend)
2. EMA 20 crosses BELOW EMA 50 (death cross)
3. Volume at least 1.5x the 20-period average
4. RSI between 30-60 (not oversold)
5. Entry: at close of the crossover candle - 1 tick
Exit rules:
TP1: 2x risk (close 50% position)
TP2: 3x risk (close 25%)
TP3: 5x risk (close 25%)
SL: 1x risk (below nearest swing low for long, above for short)
Trailing stop: after TP1 hits, move SL to breakeven + 0.5x risk
Filtering:
- Skip trades within 30 minutes of major news
- Skip if ATR is more than 3x the 20-period average ATR
- Skip if spread > 0.05% of entry price
- Skip if volume spike is caused by a single large transactionLIVE RESULTS — JULY 2026
| Date | Pair | Direction | Entry | Exit | P/L % | Held | Result |
| Jul 7 | BTC/USD | LONG | $62,450 | $64,100 | +2.6% | 8h |  TP1+TP2 |
| Jul 9 | ETH/USD | LONG | $3,120 | $3,280 | +5.1% | 14h | TP3 |
| Jul 12 | EUR/USD | SHORT | 1.0875 | 1.0840 | +0.3% | 6h | TP1 |
| Jul 15 | SOL/USD | LONG | $132 | $138 | +4.5% | 22h | TP2 |
| Jul 18 | GBP/USD | SHORT | 1.2980 | 1.2995 | -0.1% | 4h |  SL hit (1 tick) |
| Jul 20 | XAU/USD | LONG | $2,365 | $2,390 | +1.1% | 12h | TP1 |
| Jul 23 | BTC/USD | SHORT | $68,200 | $66,800 | +2.1% | 10h | TP2 |
| Jul 25 | ETH/USD | LONG | $3,350 | $3,380 | +0.9% | 6h | TP1 |
| Jul 28 | SOL/USD | SHORT | $150 | $147 | +2.0% | 8h | TP2 |
| Jul 29 | NVDA | LONG | $118 | $124 | +5.1% | 36h | TP3 |
PERFORMANCE STATS
Code:
July totals:
Total trades: 10
Wins: 9
Losses: 1
Win rate: 90%
Avg win: +2.64%
Avg loss: -0.12%
Profit factor: 19.8
Total return: +23.5%
Max drawdown: -0.12%
Sharpe ratio: 4.2
Average hold time: 12.6 hours
Backtest results (Jan-Jun 2026):
Backtested on: 12 pairs across crypto, forex, stocks
Total trades: 847
Win rate: 68.5%
Avg return: +1.8%
Profit factor: 3.2
Max drawdown: -8.5%
Notes:
Strategy performs best in trending markets
Consolidation/range-bound markets reduce win rate to 45%
Add filter: only trade when ADX > 25 (trending)BACKTEST SCRIPT
Code:
Python backtest script included:
features:
- Fetch historical data via CCXT or Yahoo Finance
- Run the MA Cross + Volume strategy
- Output: trade log, equity curve, performance metrics
- Parameter optimization (grid search for best EMA periods)
- Walk-forward analysis
Usage:
pip install ccxt pandas numpy matplotlib
python backtest.py --pair BTC/USDT --timeframe 4h --start 2025-01-01 --end 2026-07-01
Download: Attached to this thread (backtest_strategy.py)