MACD Zero Crossovers Filtered by a 200-Period Simple Moving Average

Summary

This strategy combines MACD direction with a slow simple moving average as a trend filter. Long entries follow an upward histogram zero crossover when MACD is positive and its fast average exceeds its slow average; the price condition uses a lagged close relative to the long average. Short entries apply the inverse conditions. The document also mentions an intraday equity-loss limit, but the corresponding setting is commented out in the supplied source.

The text reports historical profitability and profit-factor figures for index series and claims performance on Bitcoin, but these are promotional backtest claims rather than independently established results. It includes a separate BTC/USDT futures backtest configuration, without outcome statistics. The strategy uses stop-style entry orders at bar lows or highs, and the source does not show explicit position exits. Simulated results can differ from live trading because of hindsight, liquidity, and execution effects; the document itself cautions against treating past or hypothetical performance as a guarantee.

Key ideas

• MACD histogram zero crossovers and MACD direction determine entry timing.
• A long simple moving average and lagged price condition filter trade direction.
• The source uses stop-style entry orders placed at the bar low or high.
• The mentioned intraday loss limit is commented out, and explicit exits are not shown.
• Published historical performance figures are hypothetical claims with limitations around execution and hindsight.

Tags

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