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MACD Strategy [Trading Nerd]

ที่อัปเดต:
This Strategy uses a EMA as a trend filter and MACD for entries. The stoploss can be calculated by the last highs/lows or by the ATR.

Entry Conditions
Long:
  • close price must be above the EMA
  • MACD-Line crossover MACD-Signal-Line
  • MACD-Signal- Line mus be below 0


Short:
  • close price must be below the EMA
  • MACD-Line crossunder MACD-Signal-Line
  • MACD-Signal- Line mus be above 0


Exit Conditions
The Stoploss can be set in two different ways:
1. By the calculated ATR value of the entry Candle. This Value can be multiplied with the ATR multiplier for SL.
For Longs: SL = entry Price - ATR * ATR-multiplier
For Shorts: SL = entry Price + ATR * ATR-multiplier

2. By the previous highest high or lowest low (also called Donchain Channels). The lookback length can be changed in the at Lookback length for HH/LL SL.
For Longs: SL = LL of the last X candles
For Shorts: SL = HH of the last X candles

Take Profit
The TP is calculated by the Risk * Risk Reward Ratio. The Risk Reward Ratio can be changed in the Settings. The Risk is the difference of entry price and stoploss price: Risk = absolute(entry price - stoploss price)
For Longs: TP = entry Price + Risk * Risk Reward Ratio.
For Shorts: TP = entry Price - Risk * Risk Reward Ratio.

Risk Management
You can set the Risk % per Trade in the settings. A Value of 2 means that the position size is calculated in a way that at a loosing trade the strategy will only loose 2% of the current capital (initial capital + net profit).
E.g.: The current capital is $1000 and a trade hits the SL. The strategy will only loose $20.


Info for Alerts: Alert message conversion of JSON Strings. You don't need to add any \n or \" to the alert String.
When you create the Alert the Message must be: {{strategy.order.alert_message}}
เอกสารเผยแพร่
General:
- added option to select/unselect Strategy Conditions (Signal Line above/below Threshold, EMA Trend Filter)

Range Filter:
- added ADX Range Filter to filter flat markets

Take Profit:
- added option to Exit a Trade based on a returning MACD-cross (instead of Risk Reward Ratio)
- added optional partial Take Profit

Stop Loss:
- added optional Stop Loss Limit to cap a Stop Loss by a fixed percent

Backtesting:
- added option to unselect compound interest
- added Session and Weekday Filter
เอกสารเผยแพร่
  • added Trailing Stop Loss Option
  • added Option to Move Stop Loss to Breakeven
  • added 'ATR Stop Loss - Entry Candle Source' variable
backtestingExponential Moving Average (EMA)Moving Average Convergence / Divergence (MACD)trendfollowing

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