Hypotheses
Chio MACD–Parabolic SAR Daily Reversal Confirmation Panel
Faithful port of the paper's MACD&SAR combination: a Parabolic SAR flip against closing price is tradable only when MACD agrees. Preserve MACD 12/26/9, SAR acceleration 0.02 and maximum acceleration 0.2 from Section…
Hypothesis
Faithful port of the paper's MACD&SAR combination: a Parabolic SAR flip against closing price is tradable only when MACD agrees. Preserve MACD 12/26/9, SAR acceleration 0.02 and maximum acceleration 0.2 from Section 2.5. SAR is an indicator used at daily close, not a resting protective stop. Use DIA, QQQ and SPY daily with independent one-third-initial-capital sleeves; invest 95% of available sleeve equity in whole shares on entry, no shorts, no pyramiding and leverage 1. These universe and sizing choices adapt the source's constituent experiments. Platform split-adjusted OHLCV and next-session-open fills replace unspecified price-adjustment and execution details. Add no target, protective stop or time limit. Treat the paper's performance claims as unverified.
Analysis
A comparative study of the MACD-base trading strategies: evidence from the US stock market
Backtest and paper results are hypothetical. Trading involves risk of loss.