MACD Peak Divergence and Price Breakout Exit for Spot Crypto

Summary

This spot strategy aims to sell a held cryptocurrency when price reaches or exceeds a prior high while MACD is weaker than at the associated earlier peak. It scans recent MACD values for a local maximum that remains dominant over a run of bars, then compares the current price with the highest close in the interval linked to that peak. A sell is triggered only when the MACD gap and price condition both pass; a flag prevents repeated sells until the signal clears.

The document provides source logic and published backtest settings for BTC/USD on Bitfinex over a stated date range, but gives no performance results or chart details that can be evaluated from the text. The method uses fixed MACD parameters and a hard-coded threshold, so its behavior may depend on the asset and scale of the price series. It is designed for spot selling, supports multiple instruments, and includes no entry logic, position sizing, or broader risk controls. The source also checks recent MACD and price history, which can make the signal sensitive to indexing and implementation details.

Key ideas

• The strategy looks for price strength that coincides with a weaker MACD reading than an earlier peak.
• A candidate MACD peak is selected by scanning recent observations and finding a sustained maximum.
• The exit requires price to reach the highest close in the comparison interval and MACD to meet a fixed gap condition.
• The source describes spot exits and provides a BTC/USD backtest configuration, but reports no measurable results.
• The method offers no entry rules or comprehensive position and risk management.

Tags

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