macd cross strategy
XAUUSD · 4h · standard risk preset
Historical Evidence
Profit Factor
Return
Max Drawdown
Win Rate
Total Trades
Walk-Forward Robustness
This result predates the canonical execution engine (execution_mtf.py) and the account-blown correctness fix - it is not directly comparable to a fresh Quant Lite backtest and is not validated performance.
Strategy Rules
Market / Timeframe
XAUUSD · 4h
Indicators
- MACD
- EMA (Exponential Moving Average) (100)
- ATR (Average True Range) (14)
Buy when (all conditions must be true)
- MACD (MACD Line) crosses above MACD (Signal Line)
- close is greater than EMA (Exponential Moving Average)
Sell when (all conditions must be true)
- MACD (MACD Line) crosses below MACD (Signal Line)
- close is less than EMA (Exponential Moving Average)
Exit
SL: 2x ATR · TP: 4x ATR
Quant Lite Execution Model
Execution Model
Spread
Slippage
Commission
Data Source
Breakeven, ATR trailing, and partial close are frozen off for Quant Lite - this matches the position management (or lack of it) in the MQL5/MQL4/Pine Script code this strategy would generate. Tick-level execution is not modeled; stop-loss and take-profit are resolved with 1-minute precision instead.