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MACD Strategy [Trading Nerd]
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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:
Short:
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}}
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}}
Notes de version
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
Notes de version
- added Trailing Stop Loss Option
- added Option to Move Stop Loss to Breakeven
- added 'ATR Stop Loss - Entry Candle Source' variable
Script protégé
Ce script est publié en code source fermé et vous pouvez l'utiliser librement. Vous pouvez le préférer pour l'utiliser sur un graphique. Vous ne pouvez pas visualiser ou modifier son code source.
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