Session-Filtered MACD Trading with Fixed Stops and Risk Rules

Summary

This 15-minute MACD strategy restricts entries to London and New York trading hours. It uses the standard 12, 26, and 9 settings, entering short when the signal line crosses above MACD while MACD is above zero, and long when it crosses below while MACD is below zero. The described exits use a 10-point stop and a 15-point target, with market entries. The text says position size should reflect a fixed share of account equity, while the source sets contract quantity to one and does not use its calculated risk amount to size the trade.

The published backtest settings cover BTC/USDT futures for about a month on hourly bars with 15-minute base data, but no results are reported. The rules therefore provide a testable template rather than evidence of effectiveness. Fixed point exits can behave differently as volatility changes, market orders can slip, and the session filter excludes other hours. The text proposes higher-timeframe confirmation, volatility-adjusted stops and sizing, and further backtesting as possible refinements.

Key ideas

• The strategy gates MACD crossover entries to London and New York hours.
• It uses opposite zero-line crossover conditions for long and short entries.
• The described exits pair a 10-point stop with a 15-point profit target.
• The source calculates account risk but sets trade quantity to one contract.
• The short published test window provides settings but no performance results.

Tags

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