MACD ATR Trading Guide

The MACD / ATR is a quantitative technical analysis tool. MACD_ATR Optimized version: - Incremental calculation (updateLastOnly)

What does the indicator show?

• Market Structure & Momentum: Visualizes prevailing trend directions and key reversal zones.
• BUY / SELL Signals: Highlights confirmed entry and exit opportunities based on quantitative rules.
• Dynamic Boundaries: Provides adaptive levels for managing trade risk and reward expectations.

Key Settings

• Fast Length (fastLen): Controls the calculation period and sensitivity for market detection.
• Slow Length (slowLen): Controls the calculation period and sensitivity for market detection.
• Signal Length (signalLen): Controls the calculation period and sensitivity for market detection.
• ATR Length (atrLen): Controls the calculation period and sensitivity for market detection.
• Oscillator MA (oscMa): Controls the calculation period and sensitivity for market detection.
• Signal MA (sigMa): Controls the calculation period and sensitivity for market detection.
• MACD/ATR Line (dif): Controls the calculation period and sensitivity for market detection.
• Signal Line (dea): Controls the calculation period and sensitivity for market detection.
• Histogram Bull Up (macdBullUp): Controls the calculation period and sensitivity for market detection.
• Histogram Bull Down (macdBullDown): Controls the calculation period and sensitivity for market detection.
• Histogram Bear Down (macdBearDown): Controls the calculation period and sensitivity for market detection.
• Histogram Bear Up (macdBearUp): Controls the calculation period and sensitivity for market detection.
• Histogram (macd): Controls the calculation period and sensitivity for market detection.
• MACD/ATR (dif): Controls the calculation period and sensitivity for market detection.
• Signal (dea): Controls the calculation period and sensitivity for market detection.
• Bull Up (_macdBullUp): Controls the calculation period and sensitivity for market detection.
• Bull Down (_macdBullDown): Controls the calculation period and sensitivity for market detection.
• Bear Down (_macdBearDown): Controls the calculation period and sensitivity for market detection.
• Bear Up (_macdBearUp): Controls the calculation period and sensitivity for market detection.
• MACD/ATR Line (dif): Controls the calculation period and sensitivity for market detection.
• Signal Line (dea): Controls the calculation period and sensitivity for market detection.
• Histogram (macd): Controls the calculation period and sensitivity for market detection.
• Bull Cross (bullCross): Controls the calculation period and sensitivity for market detection.
• Bear Cross (bearCross): Controls the calculation period and sensitivity for market detection.

How to use Strategy Parameters (Condition Source)

Within the Strategy Tester module, this indicator can be used both as a direct signal source and as a market-state filter.

1. Signal Events

• bullCross - Bull Cross event signal.
• bearCross - Bear Cross event signal.

2. Filters and Trade Levels

• fastLen - Fast Length value used for structural qualification or thresholds.
• slowLen - Slow Length value used for structural qualification or thresholds.
• signalLen - Signal Length value used for structural qualification or thresholds.
• atrLen - ATR Length value used for structural qualification or thresholds.
• oscMa - Oscillator MA value used for structural qualification or thresholds.
• sigMa - Signal MA value used for structural qualification or thresholds.
• macd - Histogram value used for structural qualification or thresholds.
• dif - MACD/ATR value used for structural qualification or thresholds.
• dea - Signal value used for structural qualification or thresholds.
• _macdBullUp - Bull Up value used for structural qualification or thresholds.
• _macdBullDown - Bull Down value used for structural qualification or thresholds.
• _macdBearDown - Bear Down value used for structural qualification or thresholds.
• _macdBearUp - Bear Up value used for structural qualification or thresholds.
• dif - MACD/ATR Line value used for structural qualification or thresholds.
• dea - Signal Line value used for structural qualification or thresholds.
• macd - Histogram value used for structural qualification or thresholds.

Strategy Example: Enter Long when buySignal is true and trendFilter == 1, ensuring trades align with dominant momentum.