[//]:content-type-MARKDOWN-DONOT-DELETE ## MACD Trading Guide ### 1. What is MACD? The Moving Average Convergence Divergence (MACD) is a popular technical analysis tool introduced by Gerald Appel in the 1970s. It's mainly used to predict and assess the strength, direction, momentum, and trend cycles of price changes in trading systems, helping traders time their buy and sell decisions. The MACD indicator consists of a set of curves and a graphical element: the curves usually refer to the "Divergence" (DIF) and the "Signal Line" (DEM), while the graphical element refers to the "Histogram." - **Divergence (DIF):** The DIF value is calculated using the exponential moving average (EMA) of closing prices. (12-day / 26-day) ![](https://gimg2.staticimgs.com/image/article/1714014604CN1.jpeg) - **Signal Line (DEM/MACD Value):** The signal line is the EMA of the DIF value. (9-day) ![](https://gimg2.staticimgs.com/image/article/1714014880CN2.png) - **Histogram or Bar Graph:** The histogram (MACD bar/OSC) is formed by the difference between DIF and DEM. ![](https://gimg2.staticimgs.com/image/article/1714014641CN3.png) ### 2. Parameter Configuration Explained The MACD quantitative strategy uses the standard MACD algorithm to capture market signals. When DIF > DEM (golden cross), the strategy goes long; when DIF < DEM (death cross), the strategy goes short.

- **Leverage Multiplier:** The leverage used by the user for investment, mainly used to calculate order size. - **Total Investment:** The total amount the user invests, all of which is used as margin. - **Position Take-Profit:** When the profit/loss ratio between the latest mark price and the entry price is greater than or equal to the take-profit ratio, the position will be closed at market price. This does not affect the normal operation of the strategy. - **Position Stop-Loss:** When the profit/loss ratio between the latest mark price and the entry price is less than or equal to the stop-loss ratio, the position will be closed at market price. This does not affect the normal operation of the strategy. - **Auto Stop-Loss Ratio:** When the loss on the user's total investment reaches this ratio, the strategy will close all positions and exit. - **Fast Window, Slow Window, MACD Signal, Period:** Standard MACD parameters. - **Order Size:** The number of contracts placed when a signal is triggered. - **Default Order Size:** - Default contract fee: 0.00075 - **Inverse Contracts:** s = (Margin ✖️ Latest Price) / (2 ✖️ 0.00075 + (1/Leverage)) size = s / Contract Size - **Linear Contracts:** s = (Margin) / ((2 ✖️ 0.00075 + (1/Leverage)) ✖️ Latest Price) size = s / Contract Size The actual order size will be the lesser of the default calculated value and the user-set value. ### 3. How to Create a MACD Strategy ### 3.1 Spot MACD Strategy Creation Process **Web:** Trading Bot - CTA Expert Bot - MACD - Spot - Set Parameters - Create

### 3.2 Futures MACD Strategy Creation Process **Web:** Trading Bot - CTA Expert Bot - MACD - Perpetual Futures - Set Parameters - Create **Backtesting:** You can perform backtesting before creating a MACD strategy. **Backtesting Process:** Click the [Backtest] button, enter your expected parameters, and click [Backtest]. The system will automatically backtrack data (default is within one month) and generate a backtest record in [Backtest Records] for your reference.

## MACD-RSI Trading Guide ### 1. What is MACD-RSI? The Relative Strength Index (RSI) analyzes market buying and selling intentions and strength by comparing the average number of up closes and down closes over a certain period. This helps forecast future market trends and reflects the market's vitality within a given timeframe. ### 2. MACD-RSI Strategy Explained The MACD-RSI quantitative strategy uses standard MACD and RSI algorithms to capture market signals. Entry and exit conditions are as follows: Go long when DIF > DEM and the RSI value is greater than or equal to the threshold + 50; close long positions when DIF < DEM or RSI is less than or equal to 50 - threshold. In the example below, the RSI threshold is set to 15. Entry and exit points are indicated by arrows:

Go short when DIF < DEM and the RSI value is less than or equal to 50 - threshold; close short positions when DIF > DEM or RSI is greater than or equal to 50 + threshold. In the example below, the RSI threshold is set to 15. Entry and exit points are indicated by arrows:

### 3. MACD-RSI Parameter Configuration Explained **Leverage Multiplier:** The leverage used by the user for investment, mainly used to calculate order size. **Total Investment:** The total amount the user invests, all of which is used as margin. **Position Take-Profit:** When the profit/loss ratio between the latest mark price and the entry price is greater than or equal to the take-profit ratio, the position will be closed at market price. This does not affect the normal operation of the strategy. **Position Stop-Loss:** When the profit/loss ratio between the latest mark price and the entry price is less than or equal to the stop-loss ratio, the position will be closed at market price. This does not affect the normal operation of the strategy. **Auto Stop-Loss Ratio:** When the loss on the user's total investment reaches this ratio, the strategy will close all positions and exit. **Fast Window, Slow Window, MACD Signal, Period:** Standard MACD parameters. **RSI Period:** The number of K-line points used for the RSI calculation. **RSI Threshold:** The RSI threshold, which must be greater than 0 and less than 50. **Order Size:** The number of contracts placed when a signal is triggered. ### Default Order Size: **Inverse Contracts:** s = (Margin ✖️ Latest Price) / (2 ✖️ 0.00075 + (1/Leverage)) size = s / Contract Size **Linear Contracts:** s = (Margin) / (2 ✖️ 0.00075 + (1/Leverage)) ✖️ Latest Price size = s / Contract Size The actual order size will be the lesser of the default calculated value and the user-set value. ### 4. How to Create a MACD-RSI Strategy ### 4.1 Spot MACD-RSI Creation Process **Web:** Trading Bot - CTA Expert Bot - MACD-RSI - Spot - Set Parameters - Create

### 4.2 Futures MACD-RSI Creation Process **Web:** Trading Bot - CTA Expert Bot - MACD-RSI - Perpetual Futures - Backtest - Set Parameters - Create

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MACD Trading Guide

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