kaosss94

Simple MACD + 200EMA Strategy

kaosss94 Actualizado   
This script is based on classic MACD / 200EMA strategy.
It takes a Long trade when MACD line crossup Signal line, when both below Zero line, and Close price above 200 EMA.
It takes a Short trade when MACD line crossdown Signal line, when both above Zero line, and Close price below 200 EMA

It seems to have decent results with 1:1.5 Risk/Reward, with 30min TF (on cryptocurrency market)
It has a number of 1 per day on average.

FEATURES

ORDERS
You can have both Long and Short, or disable one.

STOPLOSS
Stoploss is based on last swing (high or low). You can adjust the lookback period of the swing.

TAKE PROFIT
For now, there is 2 possibilities for TP :
Using adjustable Risk/Reward ratio (Trailing Stoploss need to be at 0)
Using adjustable Trailing Stoploss percentage (RR Ratio need to be at 0)

Results below are with this parameters :
  • Start date 01/01/2021
  • 1:1.5 RR ratio
  • 100USD Initial capital
  • 100USD Order Size
  • 0.01% Commission fees.
Notas de prensa:
Update : added initial strategy parameters according to description above.
Notas de prensa:
  • Stoploss now works as intended : Stoploss with Higher Highs (Short) or Lower Lows (Long) as higher priority than Trailing stop.
  • Update Stoploss plots
Notas de prensa:
Updated Trailing to start from Strategy position average price (and not Close price)
Notas de prensa:
  • Add groups in Parameters
  • Add options to have Last swing price or Average position price as Trailing start
  • Not possible to have both RR and Trailing Stop anymore
Notas de prensa:
  • Modified Close position values for Trailing stop from Close price to High/Low price
  • Added comment
Notas de prensa:
  • Added "Performance Summary" Widget
  • Trailing Stop plot switchs green when it becomes a winning trade
Script protegido
Este script se publica con código cerrado, pero puede utilizarlo libremente. Márquelo como favorito y podrá usarlo en un gráfico. El código fuente no se puede ver ni modificar.
Exención de responsabilidad

La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.

¿Quiere utilizar este script en un gráfico?