TradingView
Biffy
21 de Ago de 2019 14:08

MACD Histogram Backtest 

Bitcoin / United States DollarCoinbase

Descrição

Testing the trades signaled by the daily MACD histogram to see how they would have performed, compared to regular MACD Crosses. I'm going to take the 'List of trades' and analyse it seperately as some of the profit percentages seem a little off in the tradingview calculation, though it could just be my bad math!

Hi CryptoLove :) Hope this helps your investigation RE:
youtube.com/watch?v=1P-ErYsiJkk

Comentários
MartinWeb
nice script. do you have an idea how to shift the entry and exit points one candle to the left? as you can see the entries and exits are always a candle too late - when you plot an triangle on the same location you will see. what is missing would be some sort of filter. to avoid too early entries. maybe a combination with an ema. some sort of height / pivot point (divergence) check of the histogram could also help to filter bad signals.
Maven_Trading
@MartinWeb, Add a line called - process_orders_on_close =true in first line where strategy is written
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