MACD Crossovers Filtered by a 200-Period Moving Average

Summary

This strategy combines MACD crossovers with a 200-period simple moving average to select long and short entries. It uses the standard 12, 26, and 9 MACD settings: a bullish crossover is eligible when both MACD lines are below zero and price is above the long moving average; a bearish crossover is eligible when both lines are above zero and price is below it. The source also sets take-profit and stop-loss exits at 2% from the average entry price.

The document reports that tests across 15-minute to daily intervals had the best risk-adjusted results on a 4-hour chart, and that 7- and 21-period MACD averages performed well on a 15-minute chart. It gives no performance figures or detailed test methodology, and the published backtest covers only one week of BTC/USDT futures data on an hourly chart. The strategy may lag or miss moves, can generate false signals in volatile markets, and is exposed to parameter overfitting; the claimed test findings should therefore be treated as limited evidence.

Key ideas

• A long entry requires a bullish MACD crossover below zero and price above the 200-period simple moving average.
• A short entry requires a bearish MACD crossover above zero and price below the 200-period simple moving average.
• The source defines take-profit and stop-loss exits at 2% from the position's average entry price.
• The document reports stronger risk-adjusted results on a 4-hour timeframe, but gives no detailed results and publishes a one-week hourly backtest.

Tags

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