MACD Crossovers with SMA Trend and Session Filters for VN30F1M
Summary
This intraday futures strategy uses MACD line crossovers of the signal line to trigger long or short entries. Signals are confirmed at a bar’s close and orders are intended for the next bar’s open. Users can choose trading direction and enable a trend filter based on whether the SMA is rising or falling. The script plots the SMA and trade levels, while the MACD must be added separately to the chart.
The strategy includes configurable stop-loss and optional take-profit distances, plus a session filter that blocks new entries outside the chosen hours and closes open positions when the session ends. The description identifies VN30F1M as its intended market and gives default session settings, while the code’s input defaults differ from those described. The document provides no performance results or evidence that the rules are profitable. Backtest behavior, execution assumptions, costs, and suitability for other markets or timeframes are not evaluated.
Key ideas
- MACD crossovers provide directional entry signals after bar close.
- An optional SMA slope filter restricts longs to rising trends and shorts to falling trends.
- A session filter limits entries and closes open trades when the session ends.
- Fixed stop distances and optional profit targets define exits.
- The document supplies no results establishing strategy performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.