This is a trend following system based on the Donchian Channels. Instead of using a simple moving average crossover, this system uses the MACD as the trendfilter:
Long positions: * Price makes a new 50 day high, * The MACD-line crosses above or is above the Signal-line. * Both the MACD and the Signal-lines are above the zero-line.
Short positions: * Price makes a new 50 day low, * The MACD-line crosses below or is below the Signal-line. * Both the MACD and the Signal-lines are below the zero-line.
Stoploss: The initial and the trailing stoploss are 4 ATRs away from the price.
릴리즈 노트
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Removed the MACD from the chart. Changed entrycondition3 = macd and signal >/< hist to 0 Increased the pyramiding amount to 4 from 3
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릴리즈 노트
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Replaced the multiplier in the position size formula with syminfo.pointvalue in order to get a more accurate position size.
릴리즈 노트
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릴리즈 노트
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Reverted the pyramiding setting from 4 back to 1 to keep the system simple and the max drawdown low. Added a visual ATR trailing stop, so you know where to put your stoploss.
릴리즈 노트
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Adjusted the position size formula. Improved the stoploss multiplier.