Strategies / S19
Trend + MACD
MACD entries, allowed only above the 200 SMA.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | +21.7% | +602% | 0.25 | -54.4% | 29.2% | 806 |
| Stocks, 1d | +450% | +28K% | 0.90 | -14.6% | 41.0% | 1,612 |
| Forex, 1d | +9.6% | +3.1% | 0.16 | -11.6% | 38.7% | 721 |
| Commodities, 1d | +103% | +1,833% | 0.34 | -26.7% | 37.6% | 768 |
| Indices, 1d | +94.2% | +878% | 0.54 | -13.4% | 40.6% | 953 |
The exact rule
- Go long when MACD crosses above the MACD signal line and close is above SMA(200).
- Exit the long when MACD crosses below the MACD signal line or close is below SMA(200).
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
EMA 20/50 CrossA slower cross that sits out more of the chop.Golden CrossLong while the 50 SMA is above the 200 SMA.SMA 20/50 CrossThe classic moving-average cross on simple averages.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.