KAUFMAN ADAPTIVE MACD Guia de trading

The Kaufman Efficiency-Adaptive MACD é uma ferramenta quantitativa de análise técnica. Kaufman Efficiency-Adaptive MACD (K-MACD) A premium technical indicator that combines: 1. Kaufman's Efficiency Ratio (ER): measures trend-to-noise ratio.

O que o indicador mostra?

• Estrutura de mercado e momento: Visualiza direções de tendência predominantes e zonas de reversão chave.
• Sinais COMPRA / VENDA: Destaca oportunidades de entrada e saída confirmadas com base em regras quantitativas.
• Limites dinâmicos: Fornece níveis adaptativos para gerenciar risco e metas de negociação.

Configurações principais

• ER Período de análise (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.
• Alta (Bullish) Strong (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Alta (Bullish) Weak (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Baixa (Bearish) Strong (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Baixa (Bearish) 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.

Como usar parâmetros de estratégia (Condition Source)

No módulo Strategy Tester, este indicador pode ser usado tanto como fonte direta de sinal quanto como filtro de estado de mercado.

1. Eventos de sinal

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

2. Filtros e níveis de negociação

• lookback - ER Período de análise 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.

Exemplo de estratégia: Entrar em Long quando buySignal for true e trendFilter == 1, garantindo alinhamento com a tendência principal.