adr_adr

Simple MACD Strategy

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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.
Notes de version:
EMA open instead of close value in calculation
Notes de version:
Option for choosing open / close for ema calculation function
Notes de version:
Custom label in for EMA input switch
Notes de version:
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.
Notes de version:
Updated switch for Short and Long strategy options
Notes de version:
Long Short switch update
Notes de version:
"Short only" option added to strategy types
Notes de version:
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
Notes de version:
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
Script protégé
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