Aggiornato
Trend Following with Donchian Channels and MACD
This is a trend following system based on the Donchian Channels. Instead of using a simple moving average crossover, this system uses the MACD as the trendfilter:
Long positions:
* Price makes a new 50 day high,
* The MACD-line crosses above or is above the Signal-line.
* Both the MACD and the Signal-lines are above the zero-line.
Short positions:
* Price makes a new 50 day low,
* The MACD-line crosses below or is below the Signal-line.
* Both the MACD and the Signal-lines are below the zero-line.
Stoploss:
The initial and the trailing stoploss are 4 ATRs away from the price.
Long positions:
* Price makes a new 50 day high,
* The MACD-line crosses above or is above the Signal-line.
* Both the MACD and the Signal-lines are above the zero-line.
Short positions:
* Price makes a new 50 day low,
* The MACD-line crosses below or is below the Signal-line.
* Both the MACD and the Signal-lines are below the zero-line.
Stoploss:
The initial and the trailing stoploss are 4 ATRs away from the price.
Note di rilascio
Removed the MACD from the chart.Changed entrycondition3 = macd and signal >/< hist to 0
Increased the pyramiding amount to 4 from 3
Note di rilascio
-Note di rilascio
Replaced the multiplier in the position size formula with syminfo.pointvalue in order to get a more accurate position size.Note di rilascio
-Note di rilascio
Reverted the pyramiding setting from 4 back to 1 to keep the system simple and the max drawdown low.Added a visual ATR trailing stop, so you know where to put your stoploss.
Note di rilascio
Adjusted the position size formula. Improved the stoploss multiplier.
An independent trader who believes trend following based strategies are the only sustainable and profitable strategies in the long term.
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Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
An independent trader who believes trend following based strategies are the only sustainable and profitable strategies in the long term.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.