#MACD Related Crystals
4 crystals
MACD (Moving Average Convergence/Divergence) is a classic trend-following momentum indicator introduced by Gerald Appel in 1979. It computes the difference (DIF) between a short-term and long-term EMA, plus a signal line (DEA), to identify momentum shifts and trend reversals. In quantitative trading, MACD is widely used for trend confirmation, golden/death cross signals, and divergence analysis — making it one of the most common indicators in factor models and backtesting strategies.
A-Share MACD Momentum Factor Backtest
MACD momentum factor backtest for A-shares using backtrader, with slippage and commission modeling. Outputs annualized return and max drawdown report.
MACD Divergence Signal Scanner
Automatically scans a stock pool to detect bullish and bearish MACD divergences, with volume confirmation. Generates a daily scan report.
MACD + RSI Dual-Indicator Strategy
Combines MACD golden cross with RSI oversold entry. Vectorized backtest via vectorbt with intraday and daily timeframe alignment to filter noise.
Crypto MACD Trend Strategy
MACD trend-following on BTC/ETH 1h candles via ccxt exchange data feed, with live signal push notifications and stop-loss management.