MACD Crossover Entries with Thresholds and a Price Stop

Summary

This strategy uses exponential moving averages to calculate MACD and its signal line. Its stated approach combines a MACD crossover with a configurable threshold for long entries, then closes a position after a qualifying crossover when the signal line is positive. A price-based stop is also specified. The listed defaults include 12- and 26-period MACD averages, 9-period signal smoothing, an entry threshold of -0.00045, a close threshold of 0.0001, and a 0.05 percent stop input.

The document includes BTC/USDT futures backtest dates and a one-hour base period, but provides no performance results. There is a notable gap between the prose and supplied source: the source enters when MACD crosses the entry threshold, rather than requiring a fast/slow MACD crossover, and its close condition is a MACD crossover above the signal line with the signal positive. It also calculates the stop from average entry price. MACD lag, parameter tuning, costs, and slippage remain practical limitations.

Key ideas

• The strategy calculates MACD and its signal line using exponential moving averages by default.
• Long entry occurs when MACD crosses its configurable entry threshold.
• The source closes a long position when MACD crosses above the signal line while the signal is positive.
• A price stop is calculated from the average entry price using the configured stop percentage.
• The document provides BTC/USDT futures test settings but no results, and its prose differs from the source’s actual rules.

Tags

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