Simple MACD Strategy

26 thg 10, 2018

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.

14 thg 11, 2018

Phát hành các Ghi chú

EMA open instead of close value in calculation

14 thg 11, 2018

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Option for choosing open / close for ema calculation function

14 thg 11, 2018

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Custom label in for EMA input switch

14 thg 11, 2018

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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.
  

14 thg 11, 2018

Phát hành các Ghi chú

Updated switch for Short and Long strategy options

14 thg 11, 2018

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Long Short switch update

15 thg 11, 2018

Phát hành các Ghi chú

"Short only" option added to strategy types

19 thg 11, 2018

Phát hành các Ghi chú

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
  

22 thg 11, 2018

Phát hành các Ghi chú

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