KAUFMAN ADAPTIVE MACD Гайд по трейдингу

The Kaufman Efficiency-Adaptive MACD — это квантитативный инструмент технического анализа. Kaufman Efficiency-Adaptive MACD (K-MACD) A premium technical indicator that combines: 1. Kaufman's Efficiency Ratio (ER): measures trend-to-noise ratio.

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• ER Период анализа (lookback): Controls the calculation period and sensitivity for market detection.
• Fast EMA Target Период (fastПериод): Controls the calculation period and sensitivity for market detection.
• Slow EMA Target Период (slowПериод): Controls the calculation period and sensitivity for market detection.
• Signal Период (signalПериод): Controls the calculation period and sensitivity for market detection.
• EMA Slowest Период (slowestПериод): Controls the calculation period and sensitivity for market detection.
• Normalization Период (normПериод): 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.
• Бычий Strong (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Бычий Weak (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Медвежий Strong (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Медвежий 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.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

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

2. Фильтры и торговые уровни

• lookback - ER Период анализа value used for structural qualification or thresholds.
• fastПериод - Fast EMA Target Период value used for structural qualification or thresholds.
• slowПериод - Slow EMA Target Период value used for structural qualification or thresholds.
• signalПериод - Signal Период value used for structural qualification or thresholds.
• slowestПериод - EMA Slowest Период value used for structural qualification or thresholds.
• normПериод - Normalization Период 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.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.