MACD and EMA Filters for SMC Signal Entries

Summary

This strategy combines buy and sell signals attributed to a Smart Money Concepts indicator with MACD and an exponential moving average. It opens a long when a buy signal is enabled, MACD is above its signal line, and the close is above the EMA. The short setup uses the opposite conditions. The stated parameters are MACD lengths of 12, 26, and 9 and an EMA length of 200; the published backtest settings use BTC/USDT futures data over roughly one year.

The document describes the entry rules and suggests that the EMA filter can reduce trading during sideways markets. It reports no performance results, so claims of profitability or improved stability are not demonstrated. The SMC signals are represented as simple enabled inputs in the supplied strategy code rather than being calculated from an indicator, and no exits or position sizing rules are specified. It flags parameter sensitivity, false trend signals, and event risk, and suggests testing parameters, adding stop losses or other filters, and using multiple timeframes.

Key ideas

• Long entries require an enabled SMC buy signal, MACD above its signal line, and a close above the EMA.
• Short entries apply the reverse MACD and price conditions alongside an enabled SMC sell signal.
• The example uses MACD lengths of 12, 26, and 9 and an EMA length of 200.
• The document provides backtest settings but no performance evidence.
• Parameter sensitivity, false signals, and sudden market events are identified as risks.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.