KAUFMAN ADAPTIVE MACD Guia de trading

The Kaufman Efficiency-Adaptive MACD es una herramienta cuantitativa de análisis técnico. Kaufman Efficiency-Adaptive MACD (K-MACD) A premium technical indicator that combines: 1. Kaufman's Efficiency Ratio (ER): measures trend-to-noise ratio.

¿Qué muestra el indicador?

• Estructura del mercado e impulso: Visualiza la dirección de la tendencia dominante y zonas clave de reversión.
• Señales COMPRA / VENTA: Muestra puntos de entrada y salida confirmados según reglas cuantitativas.
• Límites dinámicos: Proporciona niveles adaptativos para gestionar el riesgo y beneficio de las operaciones.

Ajustes clave

• ER Período de análisis (lookback): Controls the calculation period and sensitivity for market detection.
• Fast EMA Target Período (fastPeríodo): Controls the calculation period and sensitivity for market detection.
• Slow EMA Target Período (slowPeríodo): Controls the calculation period and sensitivity for market detection.
• Signal Período (signalPeríodo): Controls the calculation period and sensitivity for market detection.
• EMA Slowest Período (slowestPeríodo): Controls the calculation period and sensitivity for market detection.
• Normalization Período (normPeríodo): Controls the calculation period and sensitivity for market detection.
• Source (source): Controls the calculation period and sensitivity for market detection.
• MACD Line (macdLine): Controls the calculation period and sensitivity for market detection.
• Signal Line (signalLine): Controls the calculation period and sensitivity for market detection.
• Alcista Strong (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Alcista Weak (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Bajista Strong (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Bajista Weak (histBearWeak): Controls the calculation period and sensitivity for market detection.
• Choppy/Flat (histChoppy): Controls the calculation period and sensitivity for market detection.
• Zero Line (zeroLine): Controls the calculation period and sensitivity for market detection.
• K-MACD (kmacd): Controls the calculation period and sensitivity for market detection.
• Signal (signal): Controls the calculation period and sensitivity for market detection.
• Histogram (hist): Controls the calculation period and sensitivity for market detection.
• MACD Value (kmacd): Controls the calculation period and sensitivity for market detection.
• Signal Value (signal): Controls the calculation period and sensitivity for market detection.
• Histogram Value (hist): Controls the calculation period and sensitivity for market detection.
• Efficiency Ratio (er): Controls the calculation period and sensitivity for market detection.
• Is Efficient Trend (isEfficient): Controls the calculation period and sensitivity for market detection.
• Is Choppy Range (isChoppy): Controls the calculation period and sensitivity for market detection.

Cómo usar los parámetros de estrategia (Condition Source)

Dentro del módulo Strategy Tester, este indicador se puede utilizar tanto como fuente directa de señales como filtro del estado del mercado.

1. Eventos de señal

• isEfficient - Is Efficient Trend event signal.
• isChoppy - Is Choppy Range event signal.

2. Filtros y niveles de trading

• lookback - ER Período de análisis value used for structural qualification or thresholds.
• fastPeríodo - Fast EMA Target Período value used for structural qualification or thresholds.
• slowPeríodo - Slow EMA Target Período value used for structural qualification or thresholds.
• signalPeríodo - Signal Período value used for structural qualification or thresholds.
• slowestPeríodo - EMA Slowest Período value used for structural qualification or thresholds.
• normPeríodo - Normalization Período value used for structural qualification or thresholds.
• source - Source value used for structural qualification or thresholds.
• kmacd - K-MACD value used for structural qualification or thresholds.
• signal - Signal value used for structural qualification or thresholds.
• hist - Histogram value used for structural qualification or thresholds.
• kmacd - MACD Value value used for structural qualification or thresholds.
• signal - Signal Value value used for structural qualification or thresholds.
• hist - Histogram Value value used for structural qualification or thresholds.
• er - Efficiency Ratio value used for structural qualification or thresholds.

Ejemplo de estrategia: Entrar en Long cuando buySignal es true y trendFilter == 1, asegurando que las operaciones se alineen con el impulso principal.