MACD trend with histogram filter strategyvsPremium/Discount Zones strategy
MACD trend with histogram filter strategy: Confirm an EMA-style cross with a widening histogram before committing capital. · Premium/Discount Zones strategy: Buy the discount extreme, fade the premium extreme, exit at equilibrium.
MACD trend with histogram filter strategy
Confirm an EMA-style cross with a widening histogram before committing capital.
Premium/Discount Zones strategy
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Indicadores
- MACD (12 / 26 / 9)
- Premium/Discount Zones (lookback 200)
Marcos temporales
Sesgo
Solo largos
Largos y cortos
Ajuste al mercado
Accelerating moves
Range-bound
Reglas de entrada
- MACD line crosses above its signal line AND
- Histogram is positive — momentum is widening, not contracting.
- Long when price is inside the discount zone (current_zone = +1).
- Short when price is inside the premium zone (current_zone = -1).
Reglas de salida
- MACD line crosses back below the signal line.
- Hard 4% stop; 3% trailing stop on the runner.
- Position closes when price returns to equilibrium.
- 4% trailing stop, 5-bar cooldown.
Comportamiento esperado
Slower than a pure EMA cross — fewer false starts, later entries. Equity curve shows fewer trades, smoother PnL, occasional missed early-trend acceleration.
Range trader — fits balanced markets where extremes get bought / faded back to mid. Stacks losses in strong trends that camp at one extreme for many bars.
Complejidad
¿Cuál es la adecuada para ti?
Derivado del sesgo, marco temporal y perfil de indicadores de cada estrategia — no es una previsión de backtest.
Cuándo elegir MACD trend with histogram filter strategy
- You expect accelerating moves — the thesis is "Confirm an EMA-style cross with a widening histogram before committing capital."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (MACD (12 / 26 / 9)).
Confirm an EMA-style cross with a widening histogram before committing capital.
Cuándo elegir Premium/Discount Zones strategy
- You expect range-bound — the thesis is "Buy the discount extreme, fade the premium extreme, exit at equilibrium."
- You want a long & short bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Premium/Discount Zones (lookback 200)).
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
MACD trend with histogram filter strategy
Confirm an EMA-style cross with a widening histogram before committing capital.
Premium/Discount Zones strategy
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Comparaciones relacionadas
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