
Strategi ini adalah strategi kombinasi multi-indikator yang berpusat pada MACD. Strategi ini mengintegrasikan 5 sinyal perdagangan MACD, ditambah 5 rata-rata bergerak untuk dipilih. Strategi ini memanfaatkan kemampuan MACD untuk menilai tren, mengatur berbagai kondisi perdagangan untuk memfilter sinyal yang salah, sehingga mendapatkan peluang keuntungan yang lebih tinggi.
Multi-timeframe MACD Trend Following Strategy
Strategi ini terutama bergantung pada indikator MACD untuk menentukan arah tren. MACD adalah garis MACD yang dibentuk oleh garis cepat (EMA 12 hari) dikurangi garis lambat (EMA 26 hari), lalu menggambar rata-rata bergeraknya sebagai garis sinyal.
Strategi ini menetapkan 5 kondisi transaksi:
Strategi ini juga menyediakan 5 jenis moving average (EMA, SMA, VWMA, RMA, WMA) dan pengaturan parameter yang dapat disesuaikan.
Risiko dapat dikurangi dengan penyesuaian parameter, pengaturan stop loss, dan kombinasi indikator lainnya.
Strategi ini dapat dioptimalkan dalam beberapa hal:
Strategi ini secara keseluruhan merupakan strategi pelacakan tren yang sangat praktis. Strategi ini memanfaatkan keuntungan dari indikator MACD, mengatur berbagai kondisi perdagangan untuk memfilter sinyal yang salah, sehingga mendapatkan peluang perdagangan dengan probabilitas tinggi.
/*backtest
start: 2023-01-16 00:00:00
end: 2024-01-22 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © HamidBox
//@version=4
strategy("MACD [5-in-1]")
matype_zone(src, len, type) =>
type == "EMA" ? ema(src, len) :
type == "SMA" ? sma(src, len) :
type == "RMA" ? rma(src, len) :
type == "WMA" ? wma(src, len) :
type == "VWMA" ? vwma(src, len) :
na
matype_signal(src, len, type) =>
type == "EMA" ? ema(src, len) :
type == "SMA" ? sma(src, len) :
type == "RMA" ? rma(src, len) :
type == "WMA" ? wma(src, len) :
type == "VWMA" ? vwma(src, len) :
na
// MACD INPUTS ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
macd_FastLength = input(title="MACD Fast", defval=12, minval=1, type=input.integer, inline="fastslow") ///
macd_SlowLength = input(title="MACD Slow ", defval=26, minval=1, type=input.integer, inline="fastslow") ///
macd_signalLen = input(title="Signal Line", defval=9, minval=1, type=input.integer, inline="signalsrc") ///
macd_Source = input(title="Source ", defval=close, type=input.source, inline="signalsrc") ///
MACD_Line = input(title="Oscilattor ", defval="EMA", type=input.string, options=["EMA" , "SMA"], inline="matype") ///
SignalLine = input(title="Signal ", defval="EMA", type=input.string, options=["EMA" , "SMA"], inline="matype") ///
///
// MACD SETUP /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
macd_Fast = MACD_Line == "SMA" ? sma(macd_Source , macd_FastLength) : ema(macd_Source , macd_FastLength) ///
macd_Slow = MACD_Line == "SMA" ? sma(macd_Source , macd_SlowLength) : ema(macd_Source , macd_SlowLength) ///
MACD = macd_Fast - macd_Slow ///
Signal = SignalLine == "SMA" ? sma(MACD, macd_signalLen) : ema(MACD, macd_signalLen) ///
histogram = MACD - Signal ///
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// MACD CONDITIONS SECTION /////////////////////////////////////////////////////
macd_grtr_signal = MACD > Signal //
macd_less_signal = MACD < Signal //
macd_crsovr_signal = crossover(MACD , Signal) ? MACD : na // FOR MACD CROSS DOT PLOTING //
macd_crsndr_signal = crossunder(MACD , Signal) ? MACD : na // FOR MACD CROSS DOT PLOTING //
macd_crsovr = crossover(MACD , Signal) //
macd_crsndr = crossunder(MACD , Signal) //
////////////////////////////////////////////////////////////////////////////////
// Choose your Desire Signal ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
MACD_crs_signal = input(true, "Stgy №1:👉 MACD CrossOver", group="CHOOSE YOUR DESIRE SIGNAL", tooltip="🚦🚦🚦 Condition 🚦🚦🚦\nBUY: MACD CrossOver Signal Line\nSELL: MACD CrossUnder Signal Line\nDefault Signal")
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
MACD_OB = input(false, "Stgy №2:👉 MACD + OverBought ", inline="obs", group="CHOOSE YOUR DESIRE SIGNAL", tooltip="MACD also work as OverBought & OverSold system, same like RSI or other indicators who have OB/OS system, so i added OB-Level in MACD,\nso simple rule is: if MACD Lines is Above OB-Level, we will not take any trade, we only follow MACD signals when MACD-Lines will Below OB-Level")
MACD_OB_LVL = input(title="", defval=0.0, type=input.float, inline="obs", group="CHOOSE YOUR DESIRE SIGNAL", tooltip="MACD also work as OverBought & OverSold system, same like RSI or other indicators who have OB/OS system, so i added OB-Level in MACD,\nso simple rule is: if MACD Lines is Above OB-Level, we will not take any trade, we only follow MACD signals when MACD-Lines will Below OB-Level")
hline(MACD_OB_LVL, color=color.red, title="MACD OB", linestyle=hline.style_dashed)
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
MACD_close = input(false, "Stgy №3:👉 MACD + Close ", inline="MAsignal", group="CHOOSE YOUR DESIRE SIGNAL", tooltip="🚦🚦🚦 Condition 🚦🚦🚦\n\nBUY RULES\n1st: MACD CrossOver Signal Line\n2nd: Close (Greater) Than Moving Average\n\nSELL RULES\n1st: MACD CrossUnder Signal Line\n2nd: Close (Less) Than Moving Average\n\nExplanation: When (MACD Cross Signal Line) and also Market current Candle Close or previous 1st-4th any Candle will have close greater than Moving Average (You Choose: EMA or SMA etc...)\n🚦NOTE: in this Condition only Singal Moving Average work => (Slow MA),")
MA_signal_len = input(title="", defval=21, type=input.integer, inline="MAsignal", group="CHOOSE YOUR DESIRE SIGNAL") // //
MA_signal_type = input(title="", defval="EMA", options=["SMA" , "EMA" , "RMA", "WMA" , "VWMA" , "DEMA", "TEMA"], inline="MAsignal", group="CHOOSE YOUR DESIRE SIGNAL", tooltip="🚦🚦🚦 Condition 🚦🚦🚦\n\nBUY RULES\n1st: MACD CrossOver Signal Line\n2nd: Close (Greater) Than Moving Average\n\nSELL RULES\n1st: MACD CrossUnder Signal Line\n2nd: Close (Less) Than Moving Average\n\nExplanation: When (MACD Cross Signal Line) and also Market current Candle Close will have close greater than Moving Average (You Choose: EMA or SMA etc...)") // //
dema = if MA_signal_type == "DEMA"
ema = ema(close , MA_signal_len)
2 * ema - ema(ema , MA_signal_len)
tema = if MA_signal_type == "TEMA"
ema = ema(close , MA_signal_len)
3 * (ema - ema(ema, MA_signal_len)) + ema(ema(ema, MA_signal_len), MA_signal_len)
MA_signal = matype_zone(close, MA_signal_len, MA_signal_type)
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
MACD_ZONE = input(false, "Stgy №4:👉 MACD + MA-ZONE ", inline="MAZONE", group="CHOOSE YOUR DESIRE SIGNAL", tooltip="🚦🚦🚦 Condition 🚦🚦🚦\n\nBUY RULES:\n1st: MACD CrossOver Signal Line\n2nd: Close (Greater) than (MA-ZONE)\n\nSELL RULES:\n1st: MACD CrossUnder Signal Line\n2nd: Close (Less) than (MA-ZONE)")
MA_zone_len = input(title="", defval=21, type=input.integer, inline="MAZONE", group="CHOOSE YOUR DESIRE SIGNAL")
MA_zone_type = input(title="", defval="EMA", options=["SMA" , "EMA" , "RMA", "WMA" , "VWMA" , "DEMA", "TEMA"], inline="MAZONE", group="CHOOSE YOUR DESIRE SIGNAL", tooltip="🚦🚦🚦 Condition 🚦🚦🚦\n\nBUY RULES:\n1st: MACD CrossOver Signal Line\n2nd: Close (Greater) than (MA-ZONE)\n\nSELL RULES:\n1st: MACD CrossUnder Signal Line\n2nd: Close (Less) than (MA-ZONE)")
dema2 = if MA_zone_type == "DEMA"
ema = ema(close , MA_zone_len)
2 * ema - ema(ema , MA_zone_len)
tema2 = if MA_zone_type == "TEMA"
ema = ema(close , MA_zone_len)
3 * (ema - ema(ema, MA_zone_len)) + ema(ema(ema, MA_zone_len), MA_zone_len)
MA_zone_srcHi = matype_signal(high, MA_zone_len, MA_zone_type) // //
MA_zone_srcLO = matype_signal(low, MA_zone_len, MA_zone_type)
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
MACD_wid_rsiOB = input(false, "Stgy №5:👉 MACD + RSI-OB", group="CHOOSE YOUR DESIRE SIGNAL")
rsilen = input(title="Length", defval=14, type=input.integer, inline="rsi", group="CHOOSE YOUR DESIRE SIGNAL")
rsi_ent_value = input(title="Entry", defval=50, type=input.integer, minval=1, inline="rsi", group="CHOOSE YOUR DESIRE SIGNAL", tooltip="🚦🚦🚦 Condition 🚦🚦🚦\n\nBUY Rule\nMACD Crossover Signal\nRSI Greater then Entry Level (You Choose)\n\n🚦🚦🚦 Explanation 🚦🚦🚦\nWe have RSI with 2 Levels,\n1st: Entry Level\n2nd: No-Entry Level\n\nEntry level:\nfor never want to BUY trade when RSI is Below our specific Level, like you want open Trade when RSI above 50 level or 30 level etc... \n\nNo-Entry Level:\nthis is same as (Entry Level) Condition, as we know RSI-70 level use for OverBought, and its mean market will go down after RSI-OB level, and thats why we can set overbought level for NO-ENTRY when Market is on OverBought area.")
rsi_ob_value = input(title="No-Entry", defval=70, minval=1, type=input.integer, inline="rsi", group="CHOOSE YOUR DESIRE SIGNAL")
RSI = rsi(close , rsilen)
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
startTime = input(title="Start Time ", type = input.time, defval = timestamp("01 Jan 2021 00:00 +0000"), inline="Backtesting Time Period")
endTime = input(title="End Time ", type = input.time, defval = timestamp("01 Jan 2022 00:00 +0000"))
inDateRange = true
// Stgy №1:👉 MACD Cross Signal CONDITION //////////////////////////////////////
// ENTRY EXIT SECTION //////////////////////////////////////////////////////////
// (( MACD + CLOSE )) ////
if macd_crsovr and MACD_crs_signal and inDateRange ////
strategy.entry("BUY", strategy.long, comment="S#1") ////
if macd_crsndr and MACD_crs_signal and inDateRange ////
strategy.close("BUY", comment="x") ////
////////////////////////////////////////////////////////////////////////////////
// // Stgy №1 Ploting
// plotshape(MACD_crs_signal ? macd_crsovr : na, title="Stgy Sign", color=color.blue, style=shape.labelup, text="MACD", textcolor=color.white, location=location.bottom)
// plotshape(MACD_crs_signal ? macd_crsndr : na, title="Stgy Sign", color=color.maroon, style=shape.labeldown, text="MACD-x", textcolor=color.white, location=location.top)
// ////////////////////////////////////////////////////////////////////////////////
// Stgy №2:👉 MACD + OverBought CONDITION //////////////////////////////////////
only_Trade_when = MACD < MACD_OB_LVL and Signal < MACD_OB_LVL ////
macd_ob_buy = macd_crsovr and only_Trade_when ////
macd_ob_sell = macd_crsndr ////
////////////////////////////////////////////////////////////////////////////////
// ENTRY EXIT SECTION //////////////////////////////////////////////////////////
// (( MACD + ZONE )) ////
if macd_ob_buy and MACD_OB and inDateRange ////
strategy.entry("BUY", strategy.long, comment="S#2") ////
if macd_ob_sell and MACD_OB and inDateRange ////
strategy.close("BUY", comment="x") ////
////////////////////////////////////////////////////////////////////////////////
// plotshape(MACD_OB ? macd_ob_buy : na, title="Stgy Sign", color=color.blue, style=shape.labelup, text="M+OB", textcolor=color.white, location=location.bottom)
// plotshape(MACD_OB ? macd_ob_sell : na, title="Stgy Sign", color=color.maroon, style=shape.labeldown, text="M+OB-x", textcolor=color.white, location=location.top)
// ////////////////////////////////////////////////////////////////////////////////
// Stgy №3:👉 MACD + CLOSE CONDITION ///////////////////////////////////////////
macd_close_buy = macd_crsovr and ( ( close > MA_signal or (close[1] > MA_signal[1]) or (close[2] > MA_signal[2]) or (close[3] > MA_signal[3]) ) or ( close > dema or (close[1] > dema[1]) or (close[2] > dema[2]) or (close[3] > dema[3]) ) or ( close > tema or (close[1] > tema[1]) or (close[2] > tema[2]) or (close[3] > tema[3]) ) )
macd_close_sell = macd_crsndr and ( ( close > MA_signal or (close[1] < MA_signal[1]) or (close[2] < MA_signal[2]) or (close[3] < MA_signal[3]) ) or ( close < dema or (close[1] < dema[1]) or (close[2] < dema[2]) or (close[3] < dema[3]) ) or ( close < tema or (close[1] < tema[1]) or (close[2] < tema[2]) or (close[3] < tema[3]) ) ) ////
////////////////////////////////////////////////////////////////////////////////
// ENTRY EXIT SECTION //////////////////////////////////////////////////////////
// (( MACD + CLOSE )) ////
if macd_close_buy and MACD_close and inDateRange ////
strategy.entry("BUY", strategy.long, comment="S#3") ////
if macd_close_sell and MACD_close and inDateRange ////
strategy.close("BUY", comment="x") ////
////////////////////////////////////////////////////////////////////////////////
// // Stgy №3 Ploting
// plotshape(MACD_close ? macd_close_buy : na, title="Stgy Sign", color=color.blue, style=shape.labelup, text="MACD", textcolor=color.white, location=location.bottom)
// plotshape(MACD_close ? macd_close_sell : na, title="Stgy Sign", color=color.maroon, style=shape.labeldown, text="MACD-x", textcolor=color.white, location=location.top)
// ////////////////////////////////////////////////////////////////////////////////
// Stgy №3:👉 MACD + MA-ZONE MACD + ZONE CONDITION /////////////////////////////
macd_zone_buy = macd_crsovr and ( ( close > MA_zone_srcHi or (close[1] > MA_zone_srcHi[1]) or (close[2] > MA_zone_srcHi[2]) or (close[3] > MA_zone_srcHi[3]) ) or ( close > dema2 or (close[1] > dema2[1]) or (close[2] > dema2[2]) or (close[3] > dema2[3]) ) or ( close > tema2 or (close[1] > tema2[1]) or (close[2] > tema2[2]) or (close[3] > tema2[3]) ) ) ////
macd_zone_sell = macd_crsndr and ( ( close < MA_zone_srcHi or (close[1] < MA_zone_srcHi[1]) or (close[2] < MA_zone_srcHi[2]) or (close[3] < MA_zone_srcHi[3]) ) or ( close < dema2 or (close[1] < dema2[1]) or (close[2] < dema2[2]) or (close[3] < dema2[3]) ) or ( close < tema2 or (close[1] < tema2[1]) or (close[2] < tema2[2]) or (close[3] < tema2[3]) ) ) ////
////////////////////////////////////////////////////////////////////////////////
// ENTRY EXIT SECTION //////////////////////////////////////////////////////////
// (( MACD + ZONE )) ////
if macd_zone_buy and MACD_ZONE and inDateRange ////
strategy.entry("BUY", strategy.long, comment="S#4") ////
if macd_zone_sell and MACD_ZONE and inDateRange ////
strategy.close_all() ////
////////////////////////////////////////////////////////////////////////////////
// Stgy №5:👉 MACD + RSI-OB CONDITION //////////////////////////////////////////
MACD_rsi_EnBuy = RSI > rsi_ent_value and RSI < rsi_ob_value ////
MACD_rsi_EnSell = RSI < rsi_ent_value ////
MACD_rsi_Ex = crossunder(RSI , rsi_ob_value) or crossunder(RSI[1] , rsi_ob_value[1]) or crossunder(RSI[2] , rsi_ob_value[2]) or crossunder(RSI[3] , rsi_ob_value[3]) or crossunder(RSI[4] , rsi_ob_value[4]) or crossunder(RSI[5] , rsi_ob_value[5]) or crossunder(RSI[6] , rsi_ob_value[6]) ////
////
////////////////////////////////////////////////////////////////////////////////
// ENTRY EXIT SECTION //////////////////////////////////////////////////////////
// ((MACD + RSI-OB )) ////
if macd_crsovr and MACD_rsi_EnBuy and MACD_wid_rsiOB and inDateRange ////
strategy.entry("BUY", strategy.long, comment="S#5") ////
if macd_crsndr and MACD_wid_rsiOB and inDateRange ////
strategy.close("BUY", comment="x") ////
////////////////////////////////////////////////////////////////////////////////
if (not inDateRange) ///
strategy.close_all() ///
//////////////////////////////////
// MACD COLORS SECTION /////////////////////////////////////////////////////////
// ( Colors of [MACD and Signal-Line] )
MACD_width = input(title="MACD Line ", defval=2, minval=1, type=input.integer, group="🚦🚦macd Width & Colors setting🚦🚦", inline="macdColor")
MACD_color_High = input(#11ff00, title="", type=input.color, group="🚦🚦macd Width & Colors setting🚦🚦", inline="macdColor")
MACD_color_Low = input(#e91e63, title="", type=input.color, group="🚦🚦macd Width & Colors setting🚦🚦", inline="macdColor")
signal_width = input(title="Signal Line ", defval=2, minval=1, type=input.integer, group="🚦🚦macd Width & Colors setting🚦🚦", inline="signal")
signalLine_col_hi = input(#ffeb3b, title="", type=input.color, inline="signal", group="🚦🚦macd Width & Colors setting🚦🚦")
signalLine_col_lo = input(#ffeb3b, title="", type=input.color, inline="signal", group="🚦🚦macd Width & Colors setting🚦🚦")
// ((Histogram Color)) /////////////////////////////////////////////////////////
macd_hist_on = input(true, "Histogram ", inline="hist", group="🚦🚦macd Width & Colors setting🚦🚦")
BuyStrongHist = input(#26A69A, title="", type=input.color, inline="hist", group="🚦🚦macd Width & Colors setting🚦🚦")
BuyWeakHist = input(#B2DFDB, title="", type=input.color, inline="hist", group="🚦🚦macd Width & Colors setting🚦🚦")
SellWeakHist = input(#FFCDD2, title="✨", type=input.color, inline="hist", group="🚦🚦macd Width & Colors setting🚦🚦")
SellStrongHist = input(#FF5252, title="", type=input.color, inline="hist", group="🚦🚦macd Width & Colors setting🚦🚦")
// ((FOR HISTOGRAM COLOR CONDITION))
hist_col = (histogram >= 0 ? (histogram[1] < histogram ? BuyStrongHist : BuyWeakHist) : histogram[1] < histogram ? SellWeakHist : SellStrongHist)
// (( CROSSOVER DOT) ///////////////////////////////////////////////////////////
macd_crsovr_dot_on = input(true, "Cross ", inline="dot", group="🚦🚦macd Width & Colors setting🚦🚦")
macd_cross_width = input(defval=5, title="", inline="dot", group="🚦🚦macd Width & Colors setting🚦🚦")
dot_crsovr_col = input(#ffffff, title="", type=input.color, inline="dot", group="🚦🚦macd Width & Colors setting🚦🚦")
dot_crsndr_col = input(color.new(#e91e63, 0), title="", type=input.color, inline="dot", group="🚦🚦macd Width & Colors setting🚦🚦")
// (( MACD ZONE COLOR ))
zone_on = input(true, "Zone Color ", inline="zone", group="🚦🚦macd Width & Colors setting🚦🚦")
zone_crsovr_col = input(color.new(color.lime, 70), title="", type=input.color, inline="zone", group="🚦🚦macd Width & Colors setting🚦🚦")
zone_crsndr_col = input(color.new(#e91e63, 70), title="", type=input.color, inline="zone", group="🚦🚦macd Width & Colors setting🚦🚦")
///////////////////////////////////////// ((FOR MACD LINE COLOR CONDITION))
MACD_line_col = if macd_grtr_signal //
MACD_color_High //
else //
if macd_less_signal //
MACD_color_Low //
///////////////////////////////////////// ((FOR SIGNAL LINE COLOR CONDITION))
signal_line_col = if macd_grtr_signal //
signalLine_col_hi //
else //
if macd_less_signal //
signalLine_col_lo //
///////////////////////////////////////// ((FOR MACD CROSS DOTs COLOR CONDITION))
MACD_Dot_col = if macd_crsovr_signal //
dot_crsovr_col //
else //
if macd_crsndr_signal //
dot_crsndr_col //
/////////////////////////////////////////////////////////////////////////////////////////////////
zone_crsovr_plot = if macd_grtr_signal and zone_on // ((For Zone Color Comdition + On/Off)) ///
zone_crsovr_col ///////////////////////////////////////////
else //
if macd_less_signal and zone_on //
zone_crsndr_col //
//////////////////////////////////////////////////////
// MACD PLOTING //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
histplot = plot(macd_hist_on ? histogram : na, title="Histogram", color=hist_col, style=plot.style_columns)
macdplot = plot(MACD, title="MACD", color=MACD_line_col, linewidth=MACD_width)
signalplot = plot(Signal, title="Signal", color=signal_line_col, linewidth=signal_width)
fill(macdplot , signalplot, color=zone_crsovr_plot)
plot(macd_crsovr_dot_on ? macd_crsovr_signal : na, title="c-over", style=plot.style_circles, color=MACD_Dot_col, linewidth=macd_cross_width)
plot(macd_crsovr_dot_on ? macd_crsndr_signal : na, title="c-under", style=plot.style_circles, color=MACD_Dot_col, linewidth=macd_cross_width)