Single Instrument Constant Position

This example Strategy always has a Long or Short position in the instrument reversing as the MACD Histogram moves above or below zero.

The rules are:

  • select single stock AAPL
  • buy when the MACD Histogram moves above 0
  • short sell when the MACD Histogram moves below 0
  • start with equity of 1,000,000
  • buy 10% of initial equity on each trade regardless of stock price or volatility
  • requires 'Existing Position can be switched From Long to Short or Short to Long if entry signal in opposite direction' to be selected
  • exits and entries can occur on any trading day during the test period.

Click 'Apply Changes & Run Test' under the 'Customize Criteria...' panel to adapt to your preferences and run tests.

Customize Criteria and Run Test
Show Criteria for: Buy Sell Short Sell(1) Cover Short
Create a long position when the following criteria is met
MACD Hist. (12 26 9) in lastbars
Enable and/or logic
1,000,000 10L 10S % Current Equity
10 Max. Open Positions 5 Max. New Positions in 1 day
Highest SMA (Volume 30)
Enter at Next Open Exit at Next Open
None set
None set
60 Days - Latest
All Trading Days
Buy: MACD Hist. (12 26 9) crossed above 0 in last 1 bars
Short Sell: MACD Hist. (12 26 9) crossed below 0 in last 1 bars
Page size:
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3/4/2015 8:51 AMComplete60 Days - Latest10L 10S % Current EquityHighest SMA (Volume 30)
Test Number 1Test Time 3/4/2015 8:51 AM
Test Status CompleteTest Period 60 Days - Latest
Starting Equity 1,000,000Position Sizing 10L 10S % Current Equity
Prioritize Symbols Highest SMA (Volume 30)Total Profit 11,546.00
Open Profit -312.00Return On Equity % 1.15
Annualized Return % 4.77Max Drawdown % -0.84
Sharpe Ratio0.00Number of Closed Trades 3
Percent Profitable 33.33Average Days in Trade 14.00
Winners Profit 14,643.20Losers Profit -2,785.20
Winning / Losing Profit Ratio 5.26Average Winning / Losing Profit Ratio 10.52
Number Of Winners 1Number Of Losers 2
Largest Winner Profit 14,643.20Largest Loser Profit -1,957.50
Average Winners Profit 14,643.20Average Losers Profit -1,392.60
Longest Winner Days 26Longest Loser Days 14
Average Length of Winning Trades 26.00Average Length of Losing Trades 8.00
Most Consecutive Winners 1Most Consecutive Losers 2