MACD ATR Гайд по трейдингу

The MACD / ATR — это квантитативный инструмент технического анализа. MACD_ATR Optimized version: - Incremental calculation (updateLastOnly)

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

• Fast Длина (fastLen): Controls the calculation period and sensitivity for market detection.
• Slow Длина (slowLen): Controls the calculation period and sensitivity for market detection.
• Signal Длина (signalLen): Controls the calculation period and sensitivity for market detection.
• ATR Длина (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.

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

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

2. Фильтры и торговые уровни

• fastLen - Fast Длина value used for structural qualification or thresholds.
• slowLen - Slow Длина value used for structural qualification or thresholds.
• signalLen - Signal Длина value used for structural qualification or thresholds.
• atrLen - ATR Длина 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.

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