adr_adr

Simple MACD Strategy

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