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adr_adr
16. Nov. 2018 14:03

Barssince Playground (Threshold & Persistence) 

Bitcoin / Tether USDPoloniex

Beschreibung

Playground file for implementing MACD with threshold values while visualizing the persistence plot, which counts the amount of spent bars since the MACD delta crossed 0 value in either way.

Versionshinweise

Re-implemented the threshold and persistence logics from groundup.

Previous version was buggy due to the sudden changes in trend which resulted in a continuity in persitence count.

Chart upgrade:
  • Threshold up/down - purple horizontal lines
  • Persistence duration up/down - green/red lines
  • Persisted if the persistence counter is above the persistence value - white
  • Persisted up/down in case the strategy could trigger - crossshape above, green/red
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