swingBalancedtrend-followingsimpleBest TF: 1DFailed out-of-sampleTV: Not yet ported to Pine

MACD Signal Cross

Enter when the MACD line crosses its signal line with a zero-line filter. Classic momentum entry on the daily chart.

Profitability metrics

This strategy has not been validated against TradingView multi-year history yet — RM/day, trades/day, and monthly projection are only computed from authoritative TV stats. The 1-month sweep below is in-sample only and should not be used as a profit forecast.

Philosophy

“The MACD cross catches momentum shifts. Requiring the histogram to be on the right side of zero filters out most chop.”

Walk-forward status: Failed out-of-sample

Every variant we walk-forward-tested collapsed out-of-sample (OOS SQN < 1.0 or negative). The in-sample numbers shown below are the RAW backtest — they did NOT transfer to unseen data. Reject for live trading.

This strategy: Mode A walk-forward on legacy_5m: m12/26/9+zf OOS SQN -0.08 (fail). The featured snap_1D config has not been walk-forward-tested, but the same rule-set collapses on the intraday sample, which is a red flag.

Best backtest config (1-month sweep)

SQN
1.08
Profit Factor
2.27
Win rate
57.1%
Trades
7
Net profit
MYR +2,115
Max drawdown
MYR +1,110
Dataset
snap_1D
Timeframe
1D

Strategy properties

Style
swing
Profile
Balanced
Trades / day
0.32
Avg bars held
—
TV compile status
Not yet ported to Pine
Walk-forward
Failed out-of-sample
Moderate WR with PF ~1.5–2. Workhorse — no extreme runs either way.

Parameters

fast
12
slow
26
signal
9
requireZeroFilter
true

Applies to

  • Market: FCPO (Crude Palm Oil Futures, Bursa Malaysia)
  • Timeframe: 1D
  • Style: Swing (hours to days)
  • Complexity: 1 rule, plug-and-play

When it works

Strong, directional trends. Performs poorly in chop.

Pine Script coming soon

Related strategies (trend-following)

Supertrend Flip
SQN 1.58 · PF 2.13
Ichimoku Full System
SQN 1.09 · PF 3.41
EMA Pullback
SQN 0.94 · PF 1.28
Full raw backtest result
{
  "dataset": "snap_1D",
  "tf": "1D",
  "params": {
    "fast": 12,
    "slow": 26,
    "signal": 9,
    "requireZeroFilter": true
  },
  "trades": 7,
  "winRate": 57.14,
  "netProfitMYR": 2115,
  "profitFactor": 2.27,
  "sqn": 1.08,
  "maxDrawdownMYR": 1110
}