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Multi-Timeframe MACD Scoring with Trend and Volatility Filters

Article Strategy library · Author: hungpixi
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Summary

The available source describes a multi-timeframe MACD signal score built from changes in the MACD line and histogram, with extra weight for signal-line crossovers. The current-timeframe score is blended with a higher-timeframe score, whose interval is selected according to the chart timeframe. Entries are triggered when the blended score crosses zero, subject to a 30-minute EMA trend filter and a minimum ATR requirement. Toggles are provided for showing trend-following and countertrend signals, along with strong signals and a statistics table.

The supplied document ends partway through the source, before order execution, exits, and reporting can be assessed. It provides no backtest settings or performance evidence. The higher-timeframe lookahead option defaults to enabled, which can introduce future-data leakage in historical results; the EMA separation and ATR thresholds may also require market-specific scaling. The available text therefore explains a signal framework, not a fully verifiable trading system.

Key ideas

  • The MACD line, histogram, and signal-line crossovers contribute weighted components to a directional score.
  • A higher-timeframe MACD score is blended with the current-timeframe score.
  • Zero crossings generate candidate entries, filtered by 30-minute EMA alignment and minimum ATR.
  • The higher-timeframe lookahead setting can expose historical calculations to future data.
  • The document is truncated before execution and exit rules, and provides no performance evidence.

Tags

Trend followingMomentumTechnical indicatorsVolatilityBacktesting

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