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

Net profit

MYR +2,115

Max drawdown

MYR +1,110

Dataset

snap_1D

Timeframe

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

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)

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
}