MACD Crossovers with an SMA Trend Filter for VN30 Futures

Summary

This strategy template generates signals when the MACD line crosses its signal line, with configurable fast, slow, and signal periods. By default, it filters long entries for a rising simple moving average and short entries for a falling one. Users can choose long trades, short trades, or both, and configure stop-loss and take-profit distances as well as an intraday trading window. The script describes signal confirmation at a bar’s close and entry on the following bar’s open.

The document presents a configurable rule set for VN30 futures, but it provides no performance report, backtest results, or comparison against alternatives. The shown material explains the inputs and signal logic but does not establish that the parameters or filters improve returns. Results would depend on the instrument, bar interval, execution assumptions, costs, and chosen settings.

Key ideas

• A MACD crossover supplies the base long and short signals.
• A rising or falling SMA can filter signals by trend direction.
• Trade direction, stop loss, take profit, and trading hours are configurable.
• The stated signal timing confirms at bar close and enters on the next bar’s open.
• The document provides no performance evidence for the strategy.

Tags

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