MACD Zero-Cross Entries Filtered by Candle Direction and Session

Summary

This strategy combines a MACD histogram zero crossing with the direction of the three most recent candles. It enters long when all three candles close above their opens and the histogram crosses above zero; the short rule reverses both conditions. Entries are restricted to 09:00–09:15, with a scheduled position close during 21:00–21:15. The described MACD settings are 12, 26, and 9, and the accompanying source includes configurable point-based profit and loss exits.

The document supplies a one-month BTC_USDT futures backtest configuration but gives no measured results to support its claims of a high win rate. Although its description refers to multiple timeframes and moving-average filtering, the shown entry logic uses the chart timeframe and does not use the calculated moving average. Its session schedule may not transfer directly across instruments or time zones, and the stated take-profit and stop-loss settings may produce an unfavorable payoff profile. The document itself flags misleading signals, parameter choice, and leverage-related exposure as concerns.

Key ideas

• Three consecutive bullish candles filter a MACD histogram cross above zero for long entries.
• Three consecutive bearish candles and a cross below zero define short entries.
• The stated entry and scheduled exit windows are 09:00–09:15 and 21:00–21:15.
• The published configuration shows a one-month BTC_USDT futures test but no performance statistics.
• The source’s entry rules do not implement the multi-timeframe or moving-average filters described in the prose.

Tags

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