MACD Three-Line Strategy in ETH Multi-Timeframe Real Win Rate Backtest (Breaking Common Misconceptions)
MACD is one of the most classic and widely used technical indicators on TradingView.
Many traders use MACD:
Buy on golden cross;
Sell on death cross;
Go long when MACD crosses above the 0 axis;
Stronger histogram means increasing momentum.
Do these trading logics really work? Or do they just look nice on historical charts?
Today, we use OmniFlamo Builder to independently test different trading logics of MACD. And we run a one-year backtest on ETH and BTC across multiple timeframes: 5m, 15m, 1h, and 4h.
Key findings:
Pure MACD line/signal line strategy, and pure golden cross/death cross strategy: low win rate and relatively large drawdowns.
0-axis filtering combined: after adding directional filtering based on the MACD 0 axis and using take-profit/stop-loss with a 3:1 risk-reward ratio, the histogram signals on the 1h timeframe improve noticeably.
(Full backtest data for each timeframe, equity curve trends, and specific parameter comparisons are fully demonstrated in the video)
Full backtest demonstration video: https://youtu.be/um576ijFGbw
(Note: This content is only for historical data statistics and technical discussion, and does not constitute any investment advice)
#TradingView #MACD #TechnicalAnalysis #QuantitativeBacktesting #IndicatorBacktesting #BTC #ETH
MACD is one of the most classic and widely used technical indicators on TradingView.
Many traders use MACD:
Buy on golden cross;
Sell on death cross;
Go long when MACD crosses above the 0 axis;
Stronger histogram means increasing momentum.
Do these trading logics really work? Or do they just look nice on historical charts?
Today, we use OmniFlamo Builder to independently test different trading logics of MACD. And we run a one-year backtest on ETH and BTC across multiple timeframes: 5m, 15m, 1h, and 4h.
Key findings:
Pure MACD line/signal line strategy, and pure golden cross/death cross strategy: low win rate and relatively large drawdowns.
0-axis filtering combined: after adding directional filtering based on the MACD 0 axis and using take-profit/stop-loss with a 3:1 risk-reward ratio, the histogram signals on the 1h timeframe improve noticeably.
(Full backtest data for each timeframe, equity curve trends, and specific parameter comparisons are fully demonstrated in the video)
Full backtest demonstration video: https://youtu.be/um576ijFGbw
(Note: This content is only for historical data statistics and technical discussion, and does not constitute any investment advice)
#TradingView #MACD #TechnicalAnalysis #QuantitativeBacktesting #IndicatorBacktesting #BTC #ETH