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EMA breakout with ATR sizing strategyvsMACD trend with ADX strength filter strategy

EMA breakout with ATR sizing strategy: Cross above a 20-bar EMA, trail the position with ATR-aware stop bands. · MACD trend with ADX strength filter strategy: Take MACD long crossovers only when ADX confirms a trend actually exists.

VolatilitéLong uniquement

EMA breakout with ATR sizing strategy

Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.

ConfluenceLong uniquement

MACD trend with ADX strength filter strategy

Take MACD long crossovers only when ADX confirms a trend actually exists.

Indicateurs

  • EMA (period 20)
  • ATR (period 14)
  • MACD (12 / 26 / 9)
  • ADX (period 14)

Unités de temps

1h4h1d
1h4h1d

Biais

Long uniquement

Long uniquement

Adéquation au marché

Volatility shifts

Filtered, selective

Règles d'entrée

  • Enter long when close crosses above EMA(20).
  • Cooldown of 4 bars after exit.
  • MACD line crosses above signal AND
  • ADX(14) is above 20 — there's a real trend, not just chop.

Règles de sortie

  • Cross back below EMA(20) closes the trade.
  • Hard 5% stop; trailing 4% stop locks in winners as ATR shifts.
  • MACD line crosses below signal.
  • Hard 4% stop; 3% trailing stop locks in winners.

Comportement attendu

Long stretches of flat or modest growth followed by occasional sharp jumps when a sustained trend follows the EMA-cross signal. Quiet markets generate few setups by design.

Trades less frequently than vanilla MACD because the ADX gate sits open only in directional regimes. Equity curve is flatter through chop and adds when a sustained trend kicks in.

Complexité

2 ind · 2 entry · 2 exitBalanced
2 ind · 2 entry · 2 exitBalanced

Laquelle te convient ?

Déduit du biais, de l'unité de temps et du profil d'indicateurs de chaque stratégie — ce n'est pas une prévision de backtest.

Quand choisir EMA breakout with ATR sizing strategy

  • You expect volatility shifts — the thesis is "Cross above a 20-bar EMA, trail the position with ATR-aware stop bands."
  • You want a long-only bot on 1h–1d candles with a balanced rule-set.
  • You're comfortable monitoring 2 indicators (EMA (period 20), ATR (period 14)).

Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.

Quand choisir MACD trend with ADX strength filter strategy

  • You expect filtered, selective — the thesis is "Take MACD long crossovers only when ADX confirms a trend actually exists."
  • You want a long-only bot on 1h–1d candles with a balanced rule-set.
  • You're comfortable monitoring 2 indicators (MACD (12 / 26 / 9), ADX (period 14)).

Take MACD long crossovers only when ADX confirms a trend actually exists.

EMA breakout with ATR sizing strategy

Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.

MACD trend with ADX strength filter strategy

Take MACD long crossovers only when ADX confirms a trend actually exists.

Comparaisons associées

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