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MACD 파인 간단한 전략

저자:발명가 양자화, 날짜: 2022-04-12 13:46:18
태그:MACD

/*backtest
start: 2021-05-04 00:00:00
end: 2022-05-03 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/


fastPeriod = input(12, "fast")
slowPeriod = input.int(26, "slow")
singnalPeriod = input.float(9, "signal")


[fast, slow, _] = ta.macd(close, fastPeriod, slowPeriod, singnalPeriod)
plot(fast, 'fast')
plot(slow, 'slow')

if fast>slow and fast[1]<slow[1]
    strategy.entry("Enter Long", strategy.long)
else if fast<slow and fast[1]>slow[1]
    strategy.entry("Enter Short", strategy.short)