アップデート済
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.
リリースノート
Removed the MACD from the chart.Changed entrycondition3 = macd and signal >/< hist to 0
Increased the pyramiding amount to 4 from 3
リリースノート
-リリースノート
Replaced the multiplier in the position size formula with syminfo.pointvalue in order to get a more accurate position size.リリースノート
-リリースノート
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.
リリースノート
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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An independent trader who believes trend following based strategies are the only sustainable and profitable strategies in the long term.
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。