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NotAnotherSMAOffsetStrategyX1 Strategy Analysis

1. Strategy Overview​

1.1 Positioning​

NotAnotherSMAOffsetStrategyX1 is a quantitative trading strategy based on SMA Offset, specifically designed for crypto markets. It combines EMA, HMA, RSI, and EWO into a complete trend-following + mean reversion system.

The "NotAnother" name signals a departure from conventional MA strategies — it uses offset coefficients rather than simple MA crossover signals.

1.2 Core Design​

  • Primary timeframe: 5 minutes
  • Auxiliary timeframe: 1 hour
  • Buy logic: EMA offset-based mean reversion with trend confirmation
  • Sell logic: Dynamic tiered selling based on profit level
  • Stop-loss: -35%
  • Trailing stop: 1% distance, activates at 3% profit

1.3 Architecture​

  • Entry: 69 conditions (ewo1, ewolow primarily; ewo2 commented out)
  • Exit: Tiered selling system (~12 tiers based on profit level)
  • Risk: Multi-layer (hard stop, trailing, custom stop, protections)

2. Technical Indicator System​

2.1 MA System​

  • EMA: base_nb_candles_buy=14, base_nb_candles_sell=24
  • SMA_9: Short-term trend
  • HMA_50: Mid-term trend, low lag
  • EMA_100: Long-term trend

2.2 EWO​

EWO = (EMA_fast - EMA_slow) / Close × 100

fast=50, slow=200. Thresholds: ewo_high=2.327, ewo_low=-19.988

2.3 RSI​

  • RSI(4): Fast entry confirmation
  • RSI(14): Standard overbought/oversold
  • RSI(20): Slow exit confirmation

3. Entry Signals​

3.1 ewo1 (Primary)​

RSI_fast < 35 AND Close < EMA_buy × 0.975 AND EWO > 2.327
AND RSI < 69 AND Volume > 0 AND Close < EMA_sell × 0.991

3.2 ewolow (Reversal)​

RSI_fast < 35 AND Close < EMA_buy × 0.975 AND EWO < -19.988
AND Volume > 0 AND Close < EMA_sell × 0.991

4. Exit Signals​

4.1 Price > HMA 50​

Close > SMA_9 AND Close > EMA_sell × 0.997 AND RSI > 50
AND Volume > 0 AND RSI_fast > RSI_slow

4.2 Price < HMA 50​

Close < HMA_50 AND Close > EMA_sell × 0.991 AND Volume > 0
AND RSI_fast > RSI_slow

4.3 Exit Confirmation​

if (HMA_50 × 1.149 > EMA_100) and (Close < EMA_100 × 0.951):
    return False  # Reject exit if trend still intact

5. Risk Management​

5.1 Hard Stop-Loss​

stoploss = -0.35  # -35%

5.2 Trailing Stop​

trailing_stop = True
trailing_stop_positive = 0.005  # 0.5%
trailing_stop_positive_offset = 0.03  # 3% activation

5.3 Custom Stop-Loss (Segmented)​

Based on profit zones:

  • Profit < 2.2%: Hard stop
  • Profit 2.2%-8%: Linear interpolation
  • Profit > 8%: Stop tightens with profit

5.4 ROI​

minimal_roi = {
    "0": 0.215,   # 21.5%
    "40": 0.032,  # 3.2%
    "87": 0.016,   # 1.6%
    "201": 0       # Break-even
}

5.5 Protections​

  • LowProfitPairs: Pause if pair loses >5% in 60 candles
  • CooldownPeriod: 2-candle cooldown between trades

6. Parameters​

ParameterDefaultRange
base_nb_candles_buy145-80
low_offset0.9750.9-0.99
ewo_high2.3272.0-12.0
ewo_low-19.988-20.0--8.0
rsi_buy6930-70
base_nb_candles_sell245-80
high_offset0.9910.95-1.1
high_offset_20.9970.99-1.5

7. Pros & Cons​

Advantages​

  • 69 entry conditions for adaptability
  • Dynamic tiered selling system
  • Multi-timeframe verification
  • BTC correlation monitoring
  • Comprehensive risk controls

Limitations​

  • High parameter complexity
  • Wide -35% stop-loss
  • Ranging market vulnerability
  • Requires significant optimization effort

8. Summary​

NotAnotherSMAOffsetStrategyX1 is a sophisticated strategy with multi-dimensional entry signals and a dynamic tiered selling mechanism. Best suited for experienced quantitative traders who can dedicate time to parameter optimization and monitoring. The strategy rewards disciplined risk management and thorough backtesting.