PROTECTED SOURCE SCRIPT

Simple MACD + 200EMA Strategy

已更新

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.

版本注释

Update : added initial strategy parameters according to description above.

版本注释

Stoploss now works as intended : Stoploss with Higher Highs (Short) or Lower Lows (Long) as higher priority than Trailing stop.
Update Stoploss plots

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Updated Trailing to start from Strategy position average price (and not Close price)

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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

版本注释