Multi-Timeframe MACD Strategy Using Candle Direction for Trend Alignment

Summary

This strategy description presents a multi-timeframe trend filter using four intervals: 3, 5, 15, and 30 minutes. Although the overview says it evaluates MACD across those periods, the source actually defines each interval's direction by comparing its candle open and close. The MACD is calculated with fast, slow, and signal lengths of 12, 26, and 9, but it does not appear in the supplied entry conditions.

A long signal occurs when all four timeframe candles close above their opens; a short signal occurs when all four close below their opens. Positions are closed when the opposing all-timeframe condition appears. The backtest configuration names BTC/USDT on Binance futures over October to November 2023, using an hourly strategy period and 15-minute base data. No results are reported. The mismatch between the prose and code is material, and the short sample and absence of performance evidence limit any conclusions about the method.

Key ideas

• The described approach seeks agreement across 3-, 5-, 15-, and 30-minute trends.
• The source defines timeframe direction using candle open and close, rather than MACD signals.
• Long and short entries require all four timeframe candles to point in the same direction.
• Positions close when all four timeframe conditions reverse.
• The stated backtest configuration covers BTC/USDT futures over about one month, without reported results.

Tags

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