floolz.blogg.se - Stockmaster backtesting strategy macd

If you find any misleading or non-reproducible content then please inform us at when i backtest it is coming with some different results with the 5min TF, what could be the reason? below is the result, The intent is not to copy anybody’s work but to share knowledge. We might copy useful AFL’s from public forums and post it in this section in a presentable format. Trading Tuitions does not necessarily own these AFL’s and we don’t have any intellectual property rights on them. The below screenshot shows lot size of 75 and margin requirement of 10% for NSE Nifty:Īll the AFL’s posted in this section are for learning purpose. Goto Symbol–>Information, and specify the lot size and margin requirement. This intraday trend following strategy has been profitable on all the years from 2012 to 2016Īdditional Amibroker settings for backtesting Intraday Trend Following Strategy – Backtest Report Parameterĭownload the detailed backtest report here. Intraday Trend Following Strategy– AFL CodeĬlick here to download the AFL code for this system.

Close is less than Bollinger Band Bottom.

MACD Line Crosses the signal line downwards.

Close is greater than Bollinger Band Top.

MACD Line Crosses the signal line upwards.

Intraday Trend Following Strategy – AFL Overview Parameter Please visit Trading Tuitions Academy to learn AFL coding and create your own Trading systems. Also, the CAGR of 40%~ in 4 years backtesting period is commendable. The strategy has a decent success rate in 5 minutes timeframe. This is a pure intraday strategy as none of the positions are carried forward. MACD is used to identify the direction of market (uptrend or downtrend) while Bollinger bands are used to catch only strong trends and avoid unnecessary whipsaws. The intraday trend following strategy that we are going to discuss uses combination of MACD and Bollinger Bands to indicate trading opportunities. The only thing we can try is to minimize whipsaws using combination of indicators.

At sideways trend it can be painful due to consecutive whipsaws but there is no way to avoid that.

Trend following is certainly a sure-shot way to mint money during rising or falling markets.