Dual Moving Average and MACD Trend-Following with Stops and Filters
Summary
This short-term trend-following system combines a fast and slow moving average filter with MACD crossovers for entries. It takes longs when price and moving-average conditions indicate an uptrend and MACD crosses upward, and shorts under the corresponding downtrend and downward-cross conditions. A minimum interval between trades and thresholds for trend strength and MACD are intended to filter signals. Exits can follow an opposite MACD crossover or a move across the fast average, with fixed stop and optional fixed take-profit levels. The published configuration uses BTC/USDT futures and hourly bars.
The source includes adjustable parameters and code to display trade counts, win rate, and average gains and losses, but the document reports no actual results. Its description calls the exits dynamic, though the implemented price targets are fixed when the position average price is used. The authors flag sensitivity to settings, slippage, and false signals in choppy markets, and recommend backtesting across relevant instruments and conditions.
Key ideas
- The fast and slow moving averages define the direction in which MACD crossover entries are allowed.
- Trade spacing and signal thresholds are used to reduce repeated or weak entries.
- Opposite MACD crosses or a move across the fast average can close positions.
- Fixed stop-loss and optional take-profit orders supplement indicator-based exits.
- The document provides performance-statistic calculations but no reported backtest outcomes.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.