MAUL RSI Gaussian Filter MACD

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Gaussian Filter MACD — Strategy (with RSI Gate)

A momentum-first, chop-aware strategy built on a Gaussian-smoothed MACD with an optional RSI threshold filter. It looks for clean transitions in trend and ignores half-hearted wiggles around the zero line. You choose how signals are confirmed and whether shorts are allowed—no clutter, just deliberate entries and exits.

What it does (at a glance)

Confirms momentum using a smoothed MACD and a selectable signal mode.

Optional RSI gate to avoid low-quality breakouts.

Flexible source options (incl. Heikin-Ashi families) to match your charting style.

Long-only by default; shorts are an option.

Built-in alerts for entries/exits.

How to use

Add to chart and select your preferred signal mode.

Toggle the RSI gate and set your threshold to filter weak setups.

Forward-test across symbols/timeframes; then walk it into live with conservative sizing.

Notes

The parameters and internals are intentionally locked to protect IP and avoid over-fitting by casual copycats.

Works best on liquid symbols with consistent session structure.

Risk
Backtests are not a promise. Markets are noisy, slippage is real, and capital at risk should be sized accordingly. Use with sound risk management and a clear exit plan.

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What it does
This strategy evaluates momentum using a Gaussian-smoothed MACD and requires a MACD zero-line cross to confirm trend initiation. A configurable RSI threshold filters weak signals, aiming to reduce whipsaws around the zero line. Entries occur only when momentum and baseline strength agree; exits are triggered by MACD crossing below its signal to capture the meat of the move while avoiding discretionary overrides.

How it works (concepts, not code)

Gaussian MACD: The fast/slow components are smoothed with a Gaussian-style filter to reduce noise relative to standard EMA MACD.

Zero-line confirmation: Longs require MACD to cross above zero, aligning entries with positive momentum regimes.

RSI gate: A threshold (default 50) further filters entries so that only setups with baseline strength qualify.

Exit logic: Positions close when MACD crosses below its signal line, providing an objective exit without trailing logic.

Sources: The script supports standard and Heikin-Ashi-derived sources for traders who prefer alternate preprocessing.

How to use it

Add the strategy to a clean chart.

Keep default settings for initial testing; then adjust the RSI threshold and symbol/timeframe for your market.

Favor liquid instruments where slippage and fills are reliable.

Forward-test and walk-forward before any live use.

Default Properties (used for this publication)

Initial Capital: $25,000

Order Size: 100% of equity per trade (no leverage).

Commission: 0.02% per side.

Slippage: 2 ticks (or 0.02% on percent-based markets).

Timeframe used for the published chart: 15-minute (example)

Dataset: SPY/QQQ/large-cap equities (2+ years) producing 100+ trades in sample.

Note: This strategy does not use hard stops by default. If you prefer risk caps ≤ 5–10% per trade, add a stop in the Inputs and re-publish; otherwise, this description explains the deviation per House Rules.

Disclosures
Backtest results are estimates; real-world fills, slippage, and availability may differ. No guarantee of performance. Use prudent position sizing and independent verification.