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Moving Average Convergence / Divergence (MACD)

Simple and efficient MACD crypto strategy with risk managementToday I am glad to bring you another great creation suited for crypto markets. MARKET Its a simple and efficient strategy, designed for crypto markets( btcusd , btcusdt and so on), and suited for for higher time charts : like 1hour, 4hours, 1 day and so on. Preferably to use 1h time charts. COMPONENTS MACD with simple moving average ENTRY DESCRIPTION For entries we have : We check the direction with MACD . Depending if its an uptrend and positive level on histogram of MACD we go long, otherwise we go short. RISK MANAGEMENT In this strategy we use a stop loss based on our equity. For this example I choosed a 2% risk .That means if our account has 100.000 eur, it will automatically close the trade if we lose 2.000. We dont use a take profit level. In this example also we use a 100.000 capital account, risking 5% on each trade, but since its underleveraged, we only use 5000 of that ammount on every trade. With leveraged it can be achieved better profits and of course at the same time we will encounter bigger losses. The comission applied is 5$ and a slippage of 5 points aswell added. For any questions or suggestions regarding the script , please let me know.
Strategi Pine Script®
oleh SoftKill21
2
High/low crypto strategy with MACD/PSAR/ATR/EWaveToday I am glad to bring you another great creation of mine, this time suited for crypto markets. MARKET Its a high and low strategy, designed for crypto markets( btcusd , btcusdt and so on), and suited for for higher time charts : like 1hour, 4hours, 1 day and so on. Preferably to use 1h time charts. COMPONENTS Higher high and lower low between different candle points MACD with simple moving average PSAR for uptrend and downtrend Trenddirection made of a modified moving average and ATR And lastly elliot wave oscillator to have an even better precision for entries and exits. ENTRY DESCRIPTION For entries we have : when the first condition is meet(we have a succession on higher high or lower lows), then we check the macd histogram level, then we pair that with psar for the direction of the trend, then we check the trend direction based on atr levels with MA applied on it and lastly to confirm the direction we check the level of elliot wave oscillator. If they are all on the same page we have a short or a long entry. STATS Its a low win percentage , we usually have between 10-20% win rate, but at the same time we use a 1:30 risk reward ratio . By this we achieve an avg profit factor between 1.5- 2.5 between different currencies. RISK MANAGEMENT In this example, the stop loss is 0.5% of the price fluctuation ( 10.000 -> 9950 our sl), and tp is 15% (10.000 - > 11500). In this example also we use a 100.000 capital account, risking 5% on each trade, but since its underleveraged, we only use 5000 of that ammount on every trade. With leveraged it can be achieved better profits and of course at the same time we will encounter bigger losses. The comission applied is 5$ and a slippage of 5 points aswell added. For any questions or suggestions regarding the script , please let me know.
Strategi Pine Script®
oleh SoftKill21
Full strategy AllinOne with risk management MACD RSI PSAR ATR MAHey, I am glad to present you one of the strategies where I put a lot of time in it. This strategy can be adapted to all type of timecharts like scalping, daytrading or swing. The context is the next one : First we have the ATR to calculate our TP/SL points. At the same time we have another rule once we enter(we enter based on % risk from total equity, in this example 1%, at the same time, lowest ammount for this example is 0.1 lots, but can be modified to 0.01), so we can exit both by tp/sl points, or by losing 1% of our equity or winning 1% of our total equity. It's dinamic. The strategy is made from Trend direction : PSAR First confirmation point : Crossover between 10EMA and Bollinger bands middle point Second confirmation MACD histogram Third confirmation RSI overbought/oversold levels For entries : we check trend with psar, then once ema cross bb middle point, we confirm together with rsi level for overbought/oversold and macd histogram ( > 0 or <0). We exit, when we have opposite sign, like from buy to sell or sell to buy, or when we reach tp/sl points, or when we reach % basaed equity points. It can be changed to be fixed lots, or fixed tp/sl , you just have to uncomment the size from entries, and tp/sl lines. At the same time, it has the possibility if one desires, to trade only concrete forex session like european, asian and so on for intraday trading. Hope you enjoy it. Let me know how it goes.
Strategi Pine Script®
oleh SoftKill21
29
MACD+ Strategy [SystemAlpha]This is a strategy based on MACD Oscillator . Instead of using just the normal crossovers, we use trend filters, trailing stop loss and take profit targets. This strategy was developed for crypto, forex and stocks on daily timeframe but feel free to experiment on 15 minutes or higher using heikin ashi or normal candles In this strategy you have a choice of: Trend Filters: - Average Directional Index ( ADX ) – buy when price is trend is up and sell when trend is down. - Moving Average (MA) – buy when price close above the defined moving average and sell when price close below moving average - Parabolic SAR – buy when SAR is above price is above price and sell when SAR is below price. - All - Use ADX , MA and SAR as filters For MA Filter , you can use the “TF MA Type” and "TF MA Period" parameter to select Simple or Exponential Moving Average and length. Stop Loss: - Average True Range (ATR) – ATR % stop as trailing stop loss. - Parabolic SAR ( SAR ) – Parabolic SAR adapted as trailing stop loss. For ATR , you can use the “ATR Trailing Stop Multiplier” parameter to set an initial offset for trailing stop loss. Take Profit Target: - Average True Range (ATR) – ATR % stop as trailing stop loss. - Standard % – Percent as target profit For ATR , you can use the “ATR Take Profit Multiplier” parameter to set an initial offset for trailing stop loss. Additional feature include: - Regular and Hidden Divergence display and alerts STRATEGY ONLY: - Set back test date range - Set trade direction - Long, Short or Both - Use timed exit - Select method and bars - Method 1: Exit after specified number of bars. - Method 2: Exit after specified number of bars, ONLY if position is currently profitable. - Method 3: Exit after specified number of bars, ONLY if position is currently losing. TradingView Links: Alerts: MACD: How to use: 1. Apply the script by browsing through Indicators --> Invite-Only scripts and select the indicator 2. Once loaded, click the gear (settings) button to select/adjust the parameters based on your preference. 3. Wait for the next BUY or SELL signal to enter the trade! Disclaimer: The indicator and signals generated do not constitute investment advice; are provided solely for informational purposes and therefore is not an offer to buy or sell a security; are not warranted to be correct, complete or accurate; and are subject to change without notice.
Strategi Pine Script®
oleh systemalphatrader
2
Combing in MACD and MTFHi all, I'm trying to wedge in the MACD into a multiple timeframe. Scope is to create: 1) an alert when the MACD across all timeframes is positive, 2) an alert when the MACD across all timeframes is negative, and 3) one when neither of them is applicable. Would anyone be so kind to give it some thoughts, please? //@version=2 strategy(" Easy MTF Strategy", overlay=false) TF_1_time = input("3", "Timeframe 1") TF_2_time = input("5", "Timeframe 2") TF_3_time = input("15", "Timeframe 3") TF_4_time = input("30", "Timeframe 4") fastLen = input(title="Fast Length", type=integer, defval=12) slowLen = input(title="Slow Length", type=integer, defval=26) sigLen = input(title="Signal Length", type=integer, defval=9) = macd(close, fastLen, slowLen, sigLen) width = 5 upcolor = green downcolor = red neutralcolor = blue linestyle = line TF_1 = security(tickerid, TF_1_time, open) < security(tickerid, TF_1_time, close) ? true:false TF_1_color = TF_1 ? upcolor:downcolor TF_2 = security(tickerid, TF_2_time, open) < security(tickerid, TF_2_time, close) ? true:false TF_2_color = TF_2 ? upcolor:downcolor TF_3 = security(tickerid, TF_3_time, open) < security(tickerid, TF_3_time, close) ? true:false TF_3_color = TF_3 ? upcolor:downcolor TF_4 = security(tickerid, TF_4_time, open) < security(tickerid, TF_4_time, close) ? true:false TF_4_color = TF_4 ? upcolor:downcolor TF_global = TF_1 and TF_2 and TF_3 and TF_4 TF_global_bear = TF_1 == false and TF_2 == false and TF_3 == false and TF_4 == false TF_global_color = TF_global ? green : TF_global_bear ? red : white TF_trigger_width = TF_global ? 6 : width plot(1, style=linestyle, linewidth=width, color=TF_1_color) plot(5, style=linestyle, linewidth=width, color=TF_2_color) plot(10, style=linestyle, linewidth=width, color=TF_3_color) plot(15, style=linestyle, linewidth=width, color=TF_4_color) plot(25, style=linestyle, linewidth=4, color=TF_global_color) exitCondition_Long = TF_global_bear exitCondition_Short = TF_global longCondition = TF_global if (longCondition) strategy.entry("MTF_Long", strategy.long) shortCondition = TF_global_bear if (shortCondition) strategy.entry("MTF_Short", strategy.short) strategy.close("MTF_Long", when=exitCondition_Long) strategy.close("MTF_Short", when=exitCondition_Short)
Strategi Pine Script®
oleh marcoderoni
11
MacD 200 Day Moving Average Signal Crossover StrategyThis works on most time frames, but I noticed the 4 hour for BTCUSD on coinbase seems to work well as an example. The strategy is pretty simple. I was inspired by a youtube video that said to backtest their strategy so I did. Most of the time it doesn't work but sometimes it's pretty good as in the case I showed. Basically, you buy if the MacD crossers over the signal line and the histogram is below 0 and you are above the 200 day moving average. Do the opposite to sell!
Strategi Pine Script®
oleh Gentleman-Goat
19
DEMA Strategy with MACDThe Double Exponential Moving Average (DEMA) indicator was introduced in January 1994 by Patrick G. Mulloy, in an article in the "Technical Analysis of Stocks & Commodities" magazine: "Smoothing Data with Faster Moving Averages" It attempts to remove the inherent lag associated to Moving Averages by placing more weight on recent values. The name suggests this is achieved by applying a double exponential smoothing which is not the case. The name double comes from the fact that the value of an EMA (Exponential Moving Average) is doubled. To keep it in line with the actual data and to remove the lag the value "EMA of EMA" is subtracted from the previously doubled ema. DEMA is a very responsive system. A lot of signals can be generated only when trading with DEMA. In this strategy, I combined Dema buy-sell signals with MACD indicator. When you activate MACD confirmation from settings; When DEMA comes to long situation, the MACD histogram is checked to be positive.
Strategi Pine Script®
oleh melihtuna
7
Trend Trader Strategy with MACDThis is plots the indicator developed by Andrew Abraham in the Trading the Trend article of TASC September 1998 The strategy I use has already been published explicitly by HPotter, you can review the core code from there. I have converted the existing strategy codes that have been published into the strategy and the result looks great but I noticed that the indicator performed too much in short periods like 1 minute and I thought it would be healthier to get MACD approval. MACD approval will come selected by default. When the indicator reaches the buy status, if the macd histogram is positive, it enters the long process. By removing this confirmation from the settings window, you can see the normal signal frequency of the indicator. This strategy is mainly based on trend signals. In fact, I am publishing this strategy to use in alternating trading for Bear-Bull crypto coins. What does the bear-bull comparison mean? You can open the same chart in the ETHBEAR / USDT symbol as opposed to the ETHBULL / USDT symbol that appears on the chart. When BUY signal comes in bull symbol, SELL will come in bear symbol. When BUY signal comes in bear symbol, SELL will come in bull symbol. In this way, very fast and very high profit can be obtained by alternating operation.
Strategi Pine Script®
oleh melihtuna
9
WMA + MACD strategy with trailing stopHi! That's my first strategy. I already learn pine, so i will work on it more. Now i search how to make trailing stop working. "WMA + MACD strategy with traiing stop" is very simple strategy which is designated for stocks market. It is created only to take long positions. Buy signal is when WMA(120) is below price and macd(10,20,10) histogram is higher than 0. Position should be automaticly closed when price hits stoploss level. One transaction should be max 20% of our capital and stoploss is set 3% lower than last closing price.
Strategi Pine Script®
oleh heniu_1
1
MacD (Future Known or Unknown) StrategyThis indicator/strategy is to be used as a way to baseline the top potential any strategy could have with other strategies and indicators. What I have created literally shows the BEST moves possible you could have made in my opinion for SHORTING or LONGING using only the MacD values of the 4 hour while on the 30 minute chart. To use this, try checking out XBTUSD on the 30 minute chart . It will work under different time frames but works best on the 30 minute chart in my opinion. It WILL NOT WORK Above 2 hours time frame. DO NOT TRADE WITH THIS indicator . I can't emphasize this enough. These results only work because of the lookahead_on parameter. A lot of scam indicators and strategies use this to trick people on tradingView into buying their scripts. This code is OPEN SOURCE and as such there is nothing to hide and no scam! I like to use this as a comparison tool for how good I 'could' have traded and at what points those were. By knowing where the perfect trading positions are, you can create real indicators and scripts that try to find patterns in those positions. This also shows that IF you could know the direction the MacD was going what amazing results you could get ^_~. This is meant purely for entertainment purposes and for comparing against your own scripts. I've included the options in the settings to allow ONLY LONG or ONLY SHORTS. By default it attempts both buy attempts. You can also change your starting ($) amount and commission percentage that is taken per trade as well. Also included in the options is the ability to set the back testing time frame to see how it performs during just certain time periods. Finally a color explanation Red - MacD 4 hour going down Green - MacD 4 hour going up Purple - MacD 4 hour going down (from an up position) Yellow - MacD 4 hour going up (from a down position) Notice the program will always buy right before it turns into a yellow color since it knows the future. In the options you can turn off 'use the future' to see the horrible results if you trade the moment you know which direction the MacD 4 hour is actually going. I will revise this script in the future with attempts to work without knowing the future as play options to get better results. If you have any questions or comments, please do not hesitate to ask!
Strategi Pine Script®
oleh Gentleman-Goat
20
MACD Multi-MA StrategyThis script applies the average of each major MA (SMA, RMA, EMA, WVMA, WMA) to the MACD formula. The logic is simple. When all 5 MA's are in agreement in direction, then then script will notify users of change. I posted this as a strategy to help show how logic does in back test. If you use my simple yet effective solution to find take profit locations, you can blow this back testing out of the water!!! To set alerts simply turn script into study //@version=2 study(title="MACD Multi-MA Study", overlay=false) src = close len1 = input(8, "FAST LOOKBACK") len2 = input(144, "SLOW LOOKBACK") ///////////////////////////////////////////// length = len2-len1 ma = vwma(src, length) plot(ma, title="VWMA", color=lime) length1 = len2-len1 ma1 = rma(src, length1) plot(ma1, title="RMA", color=purple) length2 = len2-len1 ma2 = sma(src, length2) plot(ma2, title="SMA", color=red) length3 = len2-len1 ma3 = wma(src, length3) plot(ma3, title="WMA", color=orange) length4 = len2-len1 ma4 = ema(src, length4) plot(ma4, title="EMA", color=yellow) long = ma > ma and ma1 > ma1 and ma2 > ma2 and ma3 > ma3 and ma4 > ma4 short = ma < ma and ma1 < ma1 and ma2 < ma2 and ma3 < ma3 and ma4 < ma4 alertcondition(long == true, title='MACD LONG SIGNAL', message='MACD LONG!') alertcondition(short == true, title='MACD SHORT SIGNAL', message='MACD SHORT!')
Strategi Pine Script®
oleh Craig_Claussen
13
QuantNomad - EVWMA MACD StrategyPretty simple EVWMA (Elastic Volume Weighted Moving Average ) MACD Strategy. EVWMA is a quite interesting moving average where the period of the MA is defined from the volume itself. It incorporates volume information in a natural and logical way. The EVWMA can be looked at as an approximation to the average price paid per share. As a volume period, you can use sum of the last x bars volumes. Here are other EVWMA indicators/strategies: EVWMA indicator: EVWMA Cross strategy:
Strategi Pine Script®
oleh QuantNomad
1
Easy to Use MACD+RSI Strategy BEGINNERS REJOICE! Easy to use strategy test using MACD with RSI as a confirming indicator. The code is structured to make it easy to manipulate the variables to your choosing. EASY TO CHANGE CODE VARIABLES LINE 2 = Change the amount you invest every trade and the currency LINE 8/9/10 = Change the defval of each of these lines to backtest from a certain date LINE 16/17/18 = Change the MACD sensitivity by changing the defval on each line LINE 21 = Change the value after close toadjust the sensitivity of the RSI LINE 37/39 = Change/remove the < and > variables for macdLine and rsivalue after the crossover/crossunder to adjust your buying point further. As a beginner you may not feel comfortable with shorting stocks, therefore LINE 5 was added to only allows long positions. Funny how a simple indicator can return such a high profitability. Couple this with some trend/exit strategies and you'll have something really special!
Strategi Pine Script®
oleh TrendsAreSexy
19