This Strategy uses a EMA as a trend filter and MACD for entries. The stoploss can be calculated by the last highs/lows or by the ATR.
Entry Conditions Long:
close price must be above the EMA
MACD-Line crossover MACD-Signal-Line
MACD-Signal- Line mus be below 0
Short:
close price must be below the EMA
MACD-Line crossunder MACD-Signal-Line
MACD-Signal- Line mus be above 0
Exit Conditions The Stoploss can be set in two different ways: 1. By the calculated ATR value of the entry Candle. This Value can be multiplied with the ATR multiplier for SL. For Longs: SL = entry Price - ATR * ATR-multiplier For Shorts: SL = entry Price + ATR * ATR-multiplier
2. By the previous highest high or lowest low (also called Donchain Channels). The lookback length can be changed in the at Lookback length for HH/LL SL. For Longs: SL = LL of the last X candles For Shorts: SL = HH of the last X candles
Take Profit The TP is calculated by the Risk * Risk Reward Ratio. The Risk Reward Ratio can be changed in the Settings. The Risk is the difference of entry price and stoploss price: Risk = absolute(entry price - stoploss price) For Longs: TP = entry Price + Risk * Risk Reward Ratio. For Shorts: TP = entry Price - Risk * Risk Reward Ratio.
Risk Management You can set the Risk % per Trade in the settings. A Value of 2 means that the position size is calculated in a way that at a loosing trade the strategy will only loose 2% of the current capital (initial capital + net profit). E.g.: The current capital is $1000 and a trade hits the SL. The strategy will only loose $20.
Info for Alerts: Alert message conversion of JSON Strings. You don't need to add any \n or \" to the alert String. When you create the Alert the Message must be: {{strategy.order.alert_message}}
Informacje o Wersji
General: - added option to select/unselect Strategy Conditions (Signal Line above/below Threshold, EMA Trend Filter)
Range Filter: - added ADX Range Filter to filter flat markets
Take Profit: - added option to Exit a Trade based on a returning MACD-cross (instead of Risk Reward Ratio) - added optional partial Take Profit
Stop Loss: - added optional Stop Loss Limit to cap a Stop Loss by a fixed percent
Backtesting: - added option to unselect compound interest - added Session and Weekday Filter
Informacje o Wersji
added Trailing Stop Loss Option
added Option to Move Stop Loss to Breakeven
added 'ATR Stop Loss - Entry Candle Source' variable
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