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MomentumLong only1h4h1d

MACD trend with histogram filter strategy

Confirm an EMA-style cross with a widening histogram before committing capital.

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Thesis

Confirm an EMA-style cross with a widening histogram before committing capital.

Fits Momentum setups — works best when the underlying market behavior matches the thesis, and breaks down when it doesn't. Pair with the backtester's walk-forward mode before committing real capital.

Slower than a pure EMA cross — fewer false starts, later entries. Equity curve shows fewer trades, smoother PnL, occasional missed early-trend acceleration.

YAML rule-set

Paste this into the Strategy Designer's Text tab, or use the dashboard button above to load it as a template.

name: macd_trend
weight: 1.0
long_only: true
indicators:
  macd: {kind: macd, fast: 12, slow: 26, signal: 9}
entry:
  combine: AND
  rules:
    - {lhs: {indicator: macd, field: line}, op: crosses_up, rhs: {indicator: macd, field: signal}}
    - {lhs: {indicator: macd, field: hist}, op: gt, rhs: {value: 0.0}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: macd, field: line}, op: crosses_down, rhs: {indicator: macd, field: signal}}
risk:
  stop_loss_pct: 0.04
  trailing_stop_pct: 0.03
  cooldown_bars: 3

Indicators

  • macdMACD (12 / 26 / 9)

    Moving Average Convergence Divergence — the difference between EMA(12) and EMA(26), an EMA(9) signal line, and the histogram of `line − signal` that measures how fast the spread is widening.

Entry conditions

The bot opens a position the bar after every condition below has fired.

  • MACD line crosses above its signal line AND
  • Histogram is positive — momentum is widening, not contracting.

Exit conditions

Any of the conditions below will close the position.

  • MACD line crosses back below the signal line.
  • Hard 4% stop; 3% trailing stop on the runner.

Expected behavior

Slower than a pure EMA cross — fewer false starts, later entries. Equity curve shows fewer trades, smoother PnL, occasional missed early-trend acceleration.

Equity-curve character, not a return forecast. Backtests are not promises about live performance.

Try it on your own data

Open the template in the dashboard to backtest it on BTC, ETH, or any CCXT symbol — or copy the YAML into the Strategy Designer to edit it first.

Open in dashboard →

Past behavior on backtests is not a guarantee of future performance. Markets change; rule sets need re-validation. Trade at your own risk.