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MACD:
MACD[i] = EMA#1[i] − EMA#2[i]
Index: i ~ Current Bar.
Long Trades:
MACD[i-1] > 0
Index: i ~ Current Bar.
Short Trades:
MACD[i-1] < 0
Index: i ~ Current Bar.
Entry: Long Trades: A buy at the open is placed after a bullish Setup. Short Trades: A sell at the open
is placed after a bearish Setup.
Stop Loss Exit: ATR(ATR_Length) is the Average True Range over a period of ATR_Length. ATR_Stop is
a multiple of ATR(ATR_Length). Long Trades: A sell stop is placed at [Entry − ATR(ATR_Length) *
ATR_Stop]. Short Trades: A buy stop is placed at [Entry + ATR(ATR_Length) * ATR_Stop]. Stop Loss
Exit is used to normalize risk via position sizing.
Test Setup: https://oxfordstrat.com/trading-strategies/macd-part-1/
Test Setup: https://oxfordstrat.com/trading-strategies/macd-part-1/
Test Setup: https://oxfordstrat.com/trading-strategies/macd-part-1/
Test Setup: https://oxfordstrat.com/trading-strategies/macd-part-1/
Test Setup: https://oxfordstrat.com/trading-strategies/macd-part-1/
Test Setup: https://oxfordstrat.com/trading-strategies/macd-part-1/
Test Setup: https://oxfordstrat.com/trading-strategies/macd-part-1/
Test Setup: https://oxfordstrat.com/trading-strategies/macd-part-1/
• A trading strategy based on the MACD line crossing its zero line is an average momentum model.
• The default parameters for the MACD should be avoided (i.e. EMA#1_Look_Back = 12
and EMA#2_Look_Back = 26).
Oxford Capital Strategies Ltd.
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Oxford, OX5 1JE
United Kingdom
info@oxfordstrat.com
T: + 44 (0)1865.589.111