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.
The current implementation does not takes persistance or thresholds in accounts.
Versionshinweise:
EMA open instead of close value in calculation
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Option for choosing open / close for ema calculation function
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Custom label in for EMA input switch
Versionshinweise:
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.
Versionshinweise:
Updated switch for Short and Long strategy options
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Long Short switch update
Versionshinweise:
"Short only" option added to strategy types
Versionshinweise:
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
Versionshinweise:
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:
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