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.
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EMA open instead of close value in calculation
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Option for choosing open / close for ema calculation function
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Custom label in for EMA input switch
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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.
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Updated switch for Short and Long strategy options
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Long Short switch update
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"Short only" option added to strategy types
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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
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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