ComiCo - Joel on Crypto - MACD Scalping

Play around with it and let me know if you found good settings, or just have a comment on it.
I could get fairly good results on BTCUSDT 5m with these settings (all others left on default values):
Ticks Avg. Multiplier = 1.4
Max trades after EMA cross = 16
Limit Price Difference = 0
Take Profit = 0.0065
Stop Loss = 0.0085
Min EMA difference = 110
Pyramiding = 3
New "best " values (based on deep backtest between 2019-01-01 and 2022-07-12) (all the other values left default):
Ticks Avg . Multiplier = 1.4
Max trades after EMA cross = 22
Limit Price Difference (%) = 0
Take Profit (%) = 0.65
Stop Loss (%) = 0.9
Min EMA difference (%) = 0.85
Pyramiding = 3
I am doing deep backtesting from 2019-01-01 till today (2022-07-15) and the backtested profit seems to be not only comfortably high, but also fairly consistent throughout the years. Of course as a scalping strategy, it is very sensitive to broker fees. (And past results are no way a guarantee of future performance, of course:) )
I could reach good results with the following settings (all the other values left default):
Ticks Avg . Multiplier = 1.4
Max trades after EMA cross = 20
Limit Price Difference (%) (0-> market order) = 0
Take Profit (%) = 0.85
Stop Loss (%) = 1.1
Min. EMA difference (%) = 0.8
Max. EMA difference (%) = 3.1
I could reach good results with the following settings (all the other values left default):
Ticks Avg . Multiplier = 1.4
Max trades after EMA cross = 19
Act on the first N signal (min) = 1
Act on the first N signal (max) = 5
Limit Price Difference (%) (0-> market order) = 0
Take Profit (%) = 0.85
Stop Loss (%) = 1.25
Min. EMA difference (%) = 0.82
Max. EMA difference (%) = 3.1
Parameters are mostly the same, but here is a guide how to enter my tested parameters:
Change the following settings (all the other values left default):
Ticks Avg . Multiplier = 1.4
Max trades after EMA cross = 19
Act on the first N signal (min) = 1
Act on the first N signal (max) = 5
Limit Price Difference (%) (0-> market order) = 0
Take Profit (%) = 0.9
Stop Loss (%) = 1.3
Min. EMA difference (%) = 0.82
Max. EMA difference (%) = 3.1
Pyramiding = 20
the "ALEERT" section is for aleeert specific settings, you will probably get it if you got aleeert.
Of course ask if anything is unclear :)
Parameters are mostly the same, but here is a guide on how to enter my favourite parameters (your favourite may differ from these):
Apply the following settings (all the other values left default):
Symbol: BTCBUSD PERPETUAL FUTURES from Binance
Timezone: UTC-4
Timeframe: 5 min
Ticks Avg . Multiplier = 1.39
Max trades after EMA cross = 19
Act on the first N signal (min) = 1
Act on the first N signal (max) = 6
Limit Price Difference (%) (0-> market order) = 0
Take Profit (%) = 0.9
Stop Loss (%) = 1.3
Min. EMA difference (%) = 0.82
Max. EMA difference (%) = 3.1
Use Weekdays filter? = true
Weekdays to select: Mon, Tue, Wed, Thu, Fri
Use Session Filter = true
Time Period: 02:00-11:30
Use 2ND Session Filter = true
Time Period: 13:00-00:00
Pyramiding = 14
The "ALEERT" section is for aleeert specific settings, you will probably get it if you got aleeert.
Of course ask if anything is unclear :)
The User's Guide is updated as well.
The values that need to be readjusted after changing a moving average method are at least the following:
Fast MA lenght
Slow MA lenght
Min. MA difference (%)
Max. MA difference (%)
The default value is still EMA, so all the old settings function like before.
Added an economic news event effect avoidance option, where you can select which events to exclude from trading using an adjustable time window. These events had to be added to the source code, so it can only contain the latest news schedule available right now. It is "2022 Feb 02, 15:30 - Continuing Jobless Claims". After this event, the strategy will work like it worked before without "news effect avoidance". Of course I plan to give you an update before that date:)
The "best" values I concluded to with my backtestings are the actual default values.
The "best" values I concluded to with my backtestings are the actual default values.
Rarely by closing the positions, a tiny portion was left open. Than if the stategy wanted to open an opposing direction position, aleeert gave an error, because of the position that was unintentionally left there. Now it is fixed by intentionally always closing the opposing direction position.
Changed Sunday to be selected together with the active the Sunday filter.
- Added trailing stop as well. The aleeert automated trading is adapted to it, but I never tested, be aware if you plan to use it. First it's better to play around with the settings. Be aware, that the trailing stop backtesting can return greatly differing results if you don't know what you do. Bar Magnifier is your friend in this case, but also be sure you understand how it works ;)
Please update to this version if you use the previous one. Otherwise the news effect avoidance won't work.
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Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Untuk akses pantas pada carta, tambah skrip ini kepada kegemaran anda — ketahui lebih lanjut di sini.