MACD ReLoaded STRATEGY

MACD

EMA

SMA

WWMA

通用策略

创建日期: 2022-05-24 09:57:19

最后修改: 4 年前

复制: 13

点击次数: 1587

ChaoZhang

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A different approach to Gerald Appel's classical Moving Average Convergence Divergence.

Appel originaly set MACD with exponential moving averages.
In this version users can apply 11 different types of moving averages which they can benefit from their smoothness and vice versa sharpnesses...

Built in Moving Average type defaultly set as VAR but users can choose from 11 different Moving Average types like:

SMA : Simple Moving Average
EMA : Exponential Moving Average
WMA : Weighted Moving Average
DEMA : Double Exponential Moving Average
TMA : Triangular Moving Average
VAR : Variable Index Dynamic Moving Average a.k.a. VIDYA
WWMA : Welles Wilder's Moving Average
ZLEMA : Zero Lag Exponential Moving Average
TSF : True Strength Force
HULL : Hull Moving Average
TILL : Tillson T3 Moving Average

In shorter time frames backtest results shows us TILL, WWMA, VIDYA (VAR) could be used to overcome whipsaws because they have less numbers of signals.
In longer time frames like daily charts WMA , Volume Weighted MACD V2, and MACDAS and SMA are more accurate according to backtest results.

backtest

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Pine

/*backtest
start: 2022-04-23 00:00:00
end: 2022-05-22 23:59:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KivancOzbilgic

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