MACD indicator - page 154

New comment
 

MQL5 Wizard Techniques you should know (Part 71): Using Patterns of MACD and the OBV

The Moving Average Convergence Divergence oscillator, a trend tracking oscillator (MACD) is paired with the On Balance Volume oscillator (OBV). These two complement each other since one tracks trend while the other measures volume. We perform tests using the pair GBP JPY on the year 2023 with the year 2024 serving as a forward walk test window. Our ‘training’ or optimization for the year 2023; besides seeking the ideal pattern signal weight; also seeks entry price gaps and take-profit targets. This is all done while no stop-loss is being used, meaning we rely solely on the close threshold weight of the custom signal class to close any positions that are no longer inline with their open thesis.
MQL5 Wizard Techniques you should know (Part 71): Using Patterns of MACD and the OBV
MQL5 Wizard Techniques you should know (Part 71): Using Patterns of MACD and the OBV
  • www.mql5.com
The Moving-Average-Convergence-Divergence (MACD) oscillator and the On-Balance-Volume (OBV) oscillator are another pair of indicators that could be used in conjunction within an MQL5 Expert Advisor. This pairing, as is practice in these article series, is complementary with the MACD affirming trends while OBV checks volume. As usual, we use the MQL5 wizard to build and test any potential these two may possess.
 

Forum on trading, automated trading systems and testing trading strategies

All about MQL5 Wizard : create robots without programming.

Sergey Golubev, 2025.07.03 05:49

MQL5 Wizard Techniques you should know (Part 72): Using Patterns of MACD and the OBV with Supervised Learning

MQL5 Wizard Techniques you should know (Part 72): Using Patterns of MACD and the OBV with Supervised Learning

In our last article, where we introduced the indicator pair of the MACD and On-Balance-Volume oscillator (OBV) we examined 10 possible signals that could be generated from the complimentary pairing of these indicators. We always test 10 signal patterns as derived from a 2-indicator-pairing by performing a forward walk test for 1-year, having done training or optimization over the previous year. With the last article, only one signal pattern, pattern-7, was able to forward walk profitably. We went over some of the reasons why this indicator pairing performed dismally when compared to other indicators we have covered, however this also presented an ‘opportunity’ for us to explore machine learning in enhancing some of these signal patterns.

 

Three MACD Filters on US_TECH100: Five Years of Broker Data

Three MACD Filters on US_TECH100: Five Years of Broker Data

The article targets two audiences: traders new to systematic analysis, and developers who want the full MQL5 implementation and results. Both should leave with the same conclusion: on this particular instrument and timeframe, conventional wisdom about MACD filters is not supported by the data.
Three MACD Filters on US_TECH100: Five Years of Broker Data
Three MACD Filters on US_TECH100: Five Years of Broker Data
  • 2026.05.08
  • www.mql5.com
This article tests three common filters on a standard MACD crossover for US_TECH100 H1 using five years of broker-native data. Filters are layered incrementally: regime, higher timeframe (HTF) alignment, and US session timing, to isolate each one's marginal impact. Results show session timing contributes far more than indicator refinements, while regime and HTF add little on their own. Includes a reproducible MQL5 regime classifier.
1...147148149150151152153154
New comment