Simple MACD Strategy

2018年10月26日

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.

2018年11月14日

版本注释

EMA open instead of close value in calculation

2018年11月14日

版本注释

Option for choosing open / close for ema calculation function

2018年11月14日

版本注释

Custom label in for EMA input switch

2018年11月14日

版本注释

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.
  

2018年11月14日

版本注释

Updated switch for Short and Long strategy options

2018年11月14日

版本注释

Long Short switch update

2018年11月15日

版本注释

"Short only" option added to strategy types

2018年11月19日

版本注释

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
  

2018年11月22日

版本注释

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