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3. AutoBots Trading - BACKTEST: MACD

BACKTEST: Moving Average Convergence Divergence - MACD
1. Description: a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period Exponential Moving Average ( EMA ) from the 12-period EMA .
2. Strategy rules: defined based on the component, signal count, entry prices, open order count, position check, position averages, conditional closes and close signals.
3. Risk management: system was defined based on the choice of only long, only short or both sides. Defining the choice of take profit, stop loss and trailing stos (no repaint).
4. Symbol: PETR4 (only)
5. Suggested Timeframe: 2H
6. Parameter for optimization: 12, 8, 9, side: long, tp: 3%, sl: 1%, ts: na
7. Walk forward simulation
7.1. In sample period: jan/2018-jan/2020
7.2. Out of sample period: jan/2020 - ago/2020
** For purpose educate only
1. Description: a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period Exponential Moving Average ( EMA ) from the 12-period EMA .
2. Strategy rules: defined based on the component, signal count, entry prices, open order count, position check, position averages, conditional closes and close signals.
3. Risk management: system was defined based on the choice of only long, only short or both sides. Defining the choice of take profit, stop loss and trailing stos (no repaint).
4. Symbol: PETR4 (only)
5. Suggested Timeframe: 2H
6. Parameter for optimization: 12, 8, 9, side: long, tp: 3%, sl: 1%, ts: na
7. Walk forward simulation
7.1. In sample period: jan/2018-jan/2020
7.2. Out of sample period: jan/2020 - ago/2020
** For purpose educate only
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受保護腳本
此腳本以閉源形式發佈。 不過,您可以自由且不受任何限制地使用它 — 在此處了解更多資訊。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。