MACD Volume Strategy (BBO + MACD State, Reversal Type)

MACD Volume Strategy (BBO + MACD State, Reversal Type) at a glance

Kind of rule	Betting on a snap-back (mean reversion)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	EMA, MACD, SMA
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	66 cells: 13 coins on 6 chart speeds (5m, 15m, 30m, 1h, 4h, 1D), October 2021 to June 2026
Fee in the test	0.12 percent per side, buys only
Middle result after fees, every cell	−8.0%
Cells above zero	19 of 66
Cells that cleared the quality check	10 of 66
Middle drawdown, every cell	10.6%
Page updated	2026-11-08

MACD Volume Strategy (BBO + MACD State, Reversal Type) backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

How MACD Volume Strategy (BBO + MACD State, Reversal Type) works

Rules in this group usually work like this. It buys after a fall and sells after a rise, on the idea that price returns toward normal. The wins are usually small and frequent. The loss comes when price does not return and the stretch turns into a trend. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on EMA, SMA; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses 10 percent of the account. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when (fast ma − slow ma) crosses above 0 and oscillator is above 0 and (fast ma − slow ma) is above signal.
• Enters short when (fast ma − slow ma) crosses below 0 and oscillator is above 0 and (fast ma − slow ma) is below signal.
• Closes the position when (fast ma − slow ma) crosses above 0 and oscillator is above 0 and (fast ma − slow ma) is above signal.
• On entry, places a stop at the lowest low of the last 10 bars, a target at (the close + ((the close − the lowest low of the last 10 bars) × 1.5)).
• Closes the position when (fast ma − slow ma) crosses below 0 and oscillator is above 0 and (fast ma − slow ma) is below signal.
• On entry, places a stop at the highest high of the last 10 bars, a target at (the close − ((the highest high of the last 10 bars − the close) × 1.5)).

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	EMA, MACD, SMA
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses 10 percent of the account.
Cost the author assumed	The author assumed no trading cost.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Volume Short Length	6
Volume Long Length	12
Signal Smoothing	10
Oscillator MA Type	SMA
Signal Line MA Type	SMA

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

This is the second pass. A fee of 0.12 percent per side is taken on the buy and again on the sell. Only buys are counted. If the rule also bets on falling prices, those trades are not in these numbers.

After fees, 19 of 66 cells finished above zero (28.8%). The median of every cell was −8.0%.

10 of the cells cleared a quality check: at least 50 trades, gains that are not one lucky trade, and a drawdown that is real without taking the whole account.

Finished above zero by chart speed: 15-minute chart, 15m 0 of 13; daily chart, 1D 5 of 13; hourly chart, 1h 3 of 13; 30-minute chart, 30m 1 of 13; 4-hour chart, 4h 10 of 13; 5-minute chart, 5m 0 of 1.

Cells tried after the fee	66
Finished above zero	19 (28.8%)
Middle result, the median of every cell	−8.0%
Middle drawdown, every cell	10.6%
Cells that cleared the quality check	10
Middle result, over the cells that cleared the quality check	+2.8%
Extra, Calmar on the checked rows. Result divided by the deepest fall	0.55
Extra, Sharpe on the checked rows. Result divided by how bumpy the path was	0.03
Middle drawdown, the checked rows	6.2%
Deepest fall, the checked rows	10.4%
Middle number of trades, the checked rows	106

Label: backtest · old prices, buys only, a fee of 0.12 percent per side, every cell · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell is the result of the rule. The author's settings were not changed to help any coin. The weakest and the strongest cells are not a result on their own.

What the number leaves out

The table also shows +2.8%, taken only over the cells that cleared the quality check. Cells that finished down are left out of that figure, which is why it stands away from the median of every cell. It describes those rows only.

10 of 66 cells cleared a quality check: at least 50 trades, a profit factor that is not one lucky trade, and a drawdown that is real without taking the whole account. Profit factor means the gains divided by the losses. Clearing the check describes this sample. It says nothing about the next set of years.

The count above is also split by chart speed. A speed that finished higher, in these years, is one slice of the same rule. It is not a separate strategy.

What this does not show

The useful question is the stretch that never snapped back. That is where a year of small wins can disappear.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about MACD Volume Strategy (BBO + MACD State, Reversal Type)

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators MACD Volume Strategy (BBO + MACD State, Reversal Type) uses

Each has its own page: what it measures, how it is read, where it misleads.

• Exponential moving average (EMA): what it measures and where it misleads
• MACD: two EMAs, a signal line and a histogram, read correctly
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies

"MACD Volume Strategy (BBO + MACD State, Reversal Type)" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.