Barssince Playground (Threshold & Persistence)

16 thg 11, 2018

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.

26 thg 11, 2018

Phát hành các Ghi chú

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