Coinrule

MACD + DMI Scalping with Volatility Stop by (Coinrule)

Trend-following strategies are cool because they allow you to catch potential high returns.

The main limit of such strategies are:

  • False signals > the asset is not experiencing a strong trend. The strategy gets stuck with a sideways move or, worst, with the beginning of a downtrend.
  • The sell signal may come later than the actual top, leading in some cases to turn a trade in profit into a loss.

This strategy tries to address these limitations to develop a trading system that optimises the entry and closes trade once the profit achieves a pre-set level.

ENTRY

The trading system uses the MACD and the DMI to confirm when is the best time for buying. Combining these two indicators prevents trading during downtrends and reduces the likelihood of getting stuck in a market with low volatility .

The system confirms the entry when:

  • The MACD histogram turns bullish .
  • When the positive DMI is greater than the negative DMI, there are more chances that the asset is trading in a sustained uptrend.

EXIT

The strategy comes with a fixed take profit combined with a volatility stop , which acts as a trailing stop to adapt to the trend's strength. Depending on your long term confidence in the asset, you can edit the fixed take profit to be more conservative or aggressive.

The position is closed when:


The best time frame for this strategy based on our backtest is the 3-hr. The 4-hr can work well. In general, this approach suits medium to long term strategies

The strategy assumes each order to trade 30% of the available capital to make the results more realistic. A trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange.







오픈 소스 스크립트

이 스크립트의 오써는 참된 트레이딩뷰의 스피릿으로 이 스크립트를 오픈소스로 퍼블리쉬하여 트레이더들로 하여금 이해 및 검증할 수 있도록 하였습니다. 오써를 응원합니다! 스크립트를 무료로 쓸 수 있지만, 다른 퍼블리케이션에서 이 코드를 재사용하는 것은 하우스룰을 따릅니다. 님은 즐겨찾기로 이 스크립트를 차트에서 쓸 수 있습니다.

차트에 이 스크립트를 사용하시겠습니까?