OPEN-SOURCE SCRIPT
Trend Following with Donchian Channels and MACD
Mis à jour
This is a trend following system based on the Donchian Channels. Instead of using a simple moving average crossover, this system uses the MACD as the trendfilter:
Long positions:
* Price makes a new 50 day high,
* The MACD-line crosses above or is above the Signal-line.
* Both the MACD and the Signal-lines are above the zero-line.
Short positions:
* Price makes a new 50 day low,
* The MACD-line crosses below or is below the Signal-line.
* Both the MACD and the Signal-lines are below the zero-line.
Stoploss:
The initial and the trailing stoploss are 4 ATRs away from the price.
Long positions:
* Price makes a new 50 day high,
* The MACD-line crosses above or is above the Signal-line.
* Both the MACD and the Signal-lines are above the zero-line.
Short positions:
* Price makes a new 50 day low,
* The MACD-line crosses below or is below the Signal-line.
* Both the MACD and the Signal-lines are below the zero-line.
Stoploss:
The initial and the trailing stoploss are 4 ATRs away from the price.
Notes de version
Removed the MACD from the chart.Changed entrycondition3 = macd and signal >/< hist to 0
Increased the pyramiding amount to 4 from 3
Notes de version
-Notes de version
Replaced the multiplier in the position size formula with syminfo.pointvalue in order to get a more accurate position size.Notes de version
-Notes de version
Reverted the pyramiding setting from 4 back to 1 to keep the system simple and the max drawdown low.Added a visual ATR trailing stop, so you know where to put your stoploss.
Notes de version
Adjusted the position size formula. Improved the stoploss multiplier.
Script open-source
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