Neural Network MACD¶
v.3.1.0.0 Built on Strategy Core
Overview¶
Trades the turn of a small network that weighs the MACD signal line now against where it stood a few lags back - long while it reads above the threshold, short while below.
How it trades¶
- N = W1 × now + W2 × 1 lag back + W3 × 2 lags + W4 × 3 lags of the MACD signal line (Lag step bars apart).
- Above Threshold - long, below -Threshold - short; Entry on the sign change or on any bar.
- With Exit on opposite signal the position closes when N turns.
- The network is the Network MACD indicator - add it to a chart with the same settings to see what the strategy reads.
Parameters¶
Entry Signal¶
| Parameter | Default | What it does |
|---|---|---|
| Signal bar offset (bars) | 0 | Which bar the network is read on: 0 = the last closed bar; 2 = the one two bars before it. The exit on the opposite signal reads the same bar. |
| MACD fast | 12 | The fast EMA period of the MACD the network reads. |
| MACD slow | 26 | The slow EMA period of the MACD. |
| MACD smooth | 9 | The period of the MACD's signal line (Avg) - the line the network weighs. |
| Lag step (bars) | 3 | How many bars apart the network's four readings of the signal line are: 7 = now, 7, 14 and 21 bars back. |
| Threshold | 10 | The network must read above this for a long and below minus this for a short; in between is no signal, so a network hovering at zero does not flip the position back and forth. |
| Entry | On sign change | Any bar: enter whenever flat and the network reads to one side - after an exit by ROI or a limit it goes straight back in. On sign change: only on the bar where the network crossed to that side. |
| Exit on opposite signal | On | Close the position as soon as the network reads the other way. Off: the position is left to the stop, target, trail, ROI and time exits of the core. |
Weights¶
| Parameter | Default | What it does |
|---|---|---|
| W1 (now) | -3 | The weight of the signal line on the signal bar. The network is W1 * now + W2 * one lag back + W3 * two lags back + W4 * three lags back. |
| W2 (1 lag back) | 6 | The weight of the signal line one lag step back. |
| W3 (2 lags back) | 0 | The weight of the signal line two lag steps back. |
| W4 (3 lags back) | 0 | The weight of the signal line three lag steps back. |
Core settings¶
Order handling, position size, stops and targets, trade management, trading hours, account limits and the ML Engine are core settings - the same in every strategy. Hover a group or a core term for a short explanation.
Strategy Core General & Orders Quantity & Scaling Stop loss & Profit target Trade management Sessions & time Money & News ML Engine Log & Report
Core defaults¶
This strategy starts with these core settings; change any of them in its settings.
| Group | Setting | Default |
|---|---|---|
| NinjaTrader | Calculate | On bar close |
| Quantity | Quantity | 1 |
| General properties | Stop loss | On |
| Stop loss | Mode | Ticks |
| Stop loss | Ticks | 80 |
| General properties | Profit target | Off |
| Money management (off) | Daily loss | 500 |
| Money management (off) | Daily profit | 500 |
| Subsessions (off) | S1 Start | 03:00 |
| Subsessions (off) | S1 End | 06:00 |
| Subsessions (off) | S2 Start | 09:30 |
| Subsessions (off) | S2 End | 12:00 |
| Subsessions (off) | S3 Start | 13:00 |
| Subsessions (off) | S3 End | 14:00 |
| NinjaTrader | Exit on session close | On |
| NinjaTrader | Exit on session close (s) | 660 |
Version history¶
v.3.1.0.0 - October 2026
- Changed: the network is read from the Network MACD indicator (with its lag step and threshold) - the strategy draws it on the chart.
- Changed: the signal follows NinjaTrader's Calculate setting - On bar close by default; On each tick reads the forming bar.
Earlier versions
v.3.0.0.0 - October 2026
- Rebuilt on the Strategy Core: orders, sizing, stops and targets, trade management, sessions, limits and the ML Engine are core settings.
v.2.1.0.0 - May 25, 2026
- Direction forecast: added COT (Commitment of Traders) features.
- Added contract quantity forecast module.
v.2.0.0.0 - Mar 9, 2026
- ML Engine filter feature added.
v.1.1.0.1 - Oct 26, 2025
- Trading hours and days logic updated — if all sessions are disabled, the strategy now runs without time restrictions instead of stopping trading.
v.1.1.0.0 - May 24, 2025
- Added ROI function for trade exit.
- Added session end position closing function.
- Added descriptive names to exit orders for better understanding of position closure conditions.
- Sort properties.
- Improved position recovery function.
v.1.0.1.2 - May 29, 2024
- Improved and optimized the function of raising the position after a signal interruption from the data provider.
- Optimized the function of defining stop loss levels and profit target levels.
- Shortened the display of the auto strategy name on the chart for easier chart viewing.
v.1.0.1.1 - Mar 14, 2024
- Improved conditions for closing a position when the daily loss or profit is reached.
- Changed parameter determining the priority of strategy position or account position.
- Fixed the problem of strategy transition to the next state while placing an entry order.
v.1.0.1.0 - Dec 24, 2023
- Improved conditions for partial fulfillment of orders.
- Improved the function of raising the position after connection loss.
v.1.0.0.9 - Dec 1, 2023
- Improved conditions for partial fulfillment of orders.
- Improved the function of raising the position after connection loss.
- Added functions for order execution log.
v.1.0.0.8 - Nov 12, 2023
- Improved trading session time.
- Improved the function of raising the position after connection loss.
v.1.0.0.7 - Sep 29, 2023
- Improved the function of raising the position after connection loss.
v.1.0.0.6 - Sep 1, 2023
- Added additional setting for specifying the trading session.
- Added functions to raise position after connection loss.
- Daily profit and drawdown functions can be used in backtest.
- Added option to specify trading on specific days of the week.