MACD Strategy - No short selling - Using 5 Fast, 30 Slow & 9 MAC
//@version=3
////////// I've been playing around with a new trading script using a MACD Indicator
////////// When I run the script shows that hypothetically made over 600% in 22 months.
////////// It would have take 50,000 and turned it into $314,827 dollars..
////////// MACD Indicator is set to FastLength 5, SlowLength 30, and MACDLength 9.
////////// I find that performing a Close All strategy at the end seems to work best
////////// rather then shorting the position. I ran this on a 4hr Chart on Ethereum / USDT.
////////// Other paramaters used were Initial Capital 50000, Pyramiding Checked, 1 order,
////////// Order Size 100% of Capital, and Recalculate after Refile.
////////// I know that 100% is crazy aggresive, but it's for testing purposes - Go big or Go Home Right :)
////////// Feel free to play with it, and let me know if you find improvments .
strategy("MACD Strategy", overlay=true)
fastLength = input(5)
slowlength = input(30)
MACDLength = input(9)
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
delta = MACD - aMACD
sell = cross(MACD, aMACD) and MACD < aMACD
if (crossover(delta, 0))
strategy.entry("MacdLE", strategy.long, comment="MacdLE")
if (crossunder(delta, 0))
strategy.close_all(when = sell)
plot(close)
////////// I've been playing around with a new trading script using a MACD Indicator
////////// When I run the script shows that hypothetically made over 600% in 22 months.
////////// It would have take 50,000 and turned it into $314,827 dollars..
////////// MACD Indicator is set to FastLength 5, SlowLength 30, and MACDLength 9.
////////// I find that performing a Close All strategy at the end seems to work best
////////// rather then shorting the position. I ran this on a 4hr Chart on Ethereum / USDT.
////////// Other paramaters used were Initial Capital 50000, Pyramiding Checked, 1 order,
////////// Order Size 100% of Capital, and Recalculate after Refile.
////////// I know that 100% is crazy aggresive, but it's for testing purposes - Go big or Go Home Right :)
////////// Feel free to play with it, and let me know if you find improvments .
strategy("MACD Strategy", overlay=true)
fastLength = input(5)
slowlength = input(30)
MACDLength = input(9)
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
delta = MACD - aMACD
sell = cross(MACD, aMACD) and MACD < aMACD
if (crossover(delta, 0))
strategy.entry("MacdLE", strategy.long, comment="MacdLE")
if (crossunder(delta, 0))
strategy.close_all(when = sell)
plot(close)
評論:
All trading involves high risk; past performance is not necessarily indicative of future results. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.