Simple MACD Strategy

26 ต.ค. 2018

This simple MACD strategy takes in account a given a time frame and the basic MACD parameters ( short, long, signal values).
The current implementation does not takes persistance or thresholds in accounts.

14 พ.ย. 2018

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EMA open instead of close value in calculation

14 พ.ย. 2018

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Option for choosing open / close for ema calculation function

14 พ.ย. 2018

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Custom label in for EMA input switch

14 พ.ย. 2018

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Strategy update:

• after the long trade closed it automatically opens a short trade until the next MACD crossover, when short is closed and long is opened.
  

14 พ.ย. 2018

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Updated switch for Short and Long strategy options

14 พ.ย. 2018

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Long Short switch update

15 พ.ย. 2018

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"Short only" option added to strategy types

19 พ.ย. 2018

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Multiple updates issued:

• Threshold values implementation, which can offset the MACD histogram crossing value. Eg.: thresholdUp: +10 => Long open triggers at MACD histogram value 20
  
• Persistance implementation, which sets a history offset after crossing over threshold
  
• Gekko strategy mode for using thresholdUp/thresholdDown and persistence
  
• Plotting persistance - last bar since cross
  

22 พ.ย. 2018

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This update merges the previously developed threshold and persistence values into the basic Long/Short/Long&Short strategies.

All strategy types are currently supporting the original Gekko MACD strategy parameters. If you don't need threshold and persistence values use zero values in those parameters.

Changelog:

• Pyramiding OFF by default
  
• Initial capital set to 6500 by default
  
• Long/Short/Long&Short final startegies implemented
  
• Bars since buy/sell are calculated and plotted based on threshold and persistence