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Guide to MACD-RSI Quantitative Strategy
Gate.io
Updated at:371 days 10 hours ago
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1.What is RSI:

Relative Strength Index (RSI) measures the magnitude of recent price changes in a certain period of time and analyzes the trend and strength of buying and selling orders by comparing the average closing gains and average closing losses, so as to indicate overbought or oversold conditions and to provide signals about bullish and bearish price momentum.

2.MACD-RSI Quantitative Strategy

MACD-RSI Strategy uses standard MACD and RSI algorithms to capture market trends and identify buy and sell opportunities:

When DIF>DEM and RSI is greater than or equal to threshold+50, the strategy will be to go long. When DIF<DEM and RSI is less than or equal to 50-threshold, the strategy will be to close long positions. For the example below, the RSI threshold is set at 15. See the windows of opportunity on the screenshot below.

img

When DIF<DEM and RSI is less than or equal to 50-threshold, the strategy will be to go short. When DIF>DEM and RSI is greater than or equal to threshold+50, the strategy will be to close short positions. For the example below, the RSI threshold is set at 15. See the windows of opportunity on the screenshot below. img

Where to set up an MACD-RSI strategy? (Perpetual contract MACD-RSI as an example)

Navigation bar - "Copy Trading" - "Create A New Strategy" - "Strategies Templates" - (MACD-RSI)"Create Strategy". Then select the trading market and enter the total investment amount. Click on "Create" after setting up the parameters.

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Parameters Setup

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Leverage ratio: The leverage ratio users choose will be used in calculating the order quantity.

Total Investment: The total amount of asset an investor puts in as margin.

Position TP: When the profit/loss ratio of the last mark price to the average opening price is equal to or greater than the position take-profit ratio, liquidation will be triggered at market price, which will not affect the execution of the strategy.

Position SL: When the profit/loss ratio of the last mark price to the average opening price is equal to or less than the position take-profit, liquidation will be triggered at market price, which will not affect the execution of the strategy.

Auto Stop-Loss Ratio: When the total investment loss reaches the auto stop-loss ratio, the strategy will close the position and exit.

Fast EMA, Slow EMA, MACD Signal and Period: Standard parameters of MACD.

RSI Period: The selected time periods for calculating RSI.

RSI Threshold: The threshold of RSI. Its value is an integer between 1 and 49.

Order Quantity: The number of contracts the strategy makes when a signal is triggered.

Default Order Quantity:

Default Contract Handling Fee: 0.00075

For inverse contracts: Default order quantity = (margin * last price) / (2* 0.00075 + (1/leverage) * (1/order amount)

For linear contracts: Default order quantity = margin/ ((2*0.00075 + 1/leverage) * last price * (1/order amount) The actual order quantity is the smaller one of the calculated default value and the value set by the investor.

Example

After a strategy is created, you can go to "My Strategies" and find it in "Ongoing Strategies". When both the MACD indicator and the RSI indicator are met, go to "Details" of the strategy to view orders, positions and other details.

If you want to take profit or stop loss, you can close existing positions or terminate the strategy. Users can also perform funds transfer, cloning and other operations on the strategy during the execution of an MACD-RSI strategy.

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