This simple MACD strategy takes in account a given a time frame and the basic MACD parameters ( short, long, signal values). The current implementation does not takes persistance or thresholds in accounts.
릴리즈 노트
EMA open instead of close value in calculation
릴리즈 노트
Option for choosing open / close for ema calculation function
릴리즈 노트
Custom label in for EMA input switch
릴리즈 노트
Strategy update:
after the long trade closed it automatically opens a short trade until the next MACD crossover, when short is closed and long is opened.
릴리즈 노트
Updated switch for Short and Long strategy options
릴리즈 노트
Long Short switch update
릴리즈 노트
"Short only" option added to strategy types
릴리즈 노트
Multiple updates issued:
Threshold values implementation, which can offset the MACD histogram crossing value. Eg.: thresholdUp: +10 => Long open triggers at MACD histogram value 20
Persistance implementation, which sets a history offset after crossing over threshold
Gekko strategy mode for using thresholdUp/thresholdDown and persistence
Plotting persistance - last bar since cross
릴리즈 노트
This update merges the previously developed threshold and persistence values into the basic Long/Short/Long&Short strategies.
All strategy types are currently supporting the original Gekko MACD strategy parameters. If you don't need threshold and persistence values use zero values in those parameters.
Changelog:
Pyramiding OFF by default
Initial capital set to 6500 by default
Long/Short/Long&Short final startegies implemented
Bars since buy/sell are calculated and plotted based on threshold and persistence