CNPS01 MACD — Strategy by Khanhtq26
By Khanhtq26
Performance Metrics
- Author: Khanhtq26
- Symbol: HNX:VN301!
- Timeframe: 5 minutes
- Net P&L: +33,205,000.00 VND (+33.08%)
- Win Rate: 44.3%
- Profit Factor: 1.211
- Max Drawdown: 28,755,000.00 VND (20.07%)
- Total Trades: 287
Description
CNPS_01 — MACD Cross Signal is a trend-following strategy designed for VN30F1M (Vietnamese Stock Index Futures), built with Pine Script v5.📌 Indicators used: MACD (12, 26, 9) — crossover/crossunder of MACD line vs Signal line📐 Entry Rules:- Long: MACD line crosses above Signal line- Short: MACD line crosses below Signal line- Signal confirmed at candle close → entry executes at next candle open🚪 Exit Rules:- Stop Loss: 10 points from entry- Take Profit: 30 points from entry (optional, can be disabled)- Natural Exit: position closes automatically when opposite signal fires (MACD crosses back)- Reverse: if opposite signal is valid, a new position opens immediately after closing- End of Session: all positions closed when session ends⏰ Time Filter:Built-in session filter to avoid ATO (9:00) and ATC (~14:30) periods.Default: 9:15 – 14:30. Configurable start/end time via inputs.🔧 Trend Filter (optional):SMA(200) slope filter — Long only when SMA trending up (Bull), Short only when SMA trending down (Bear). Can be disabled for both-direction trading.🔀 Trade Direction:Configurable: Long only / Short only / Both directions.📊 Note: MACD is not plotted on the price chart (overlay mode). Please add the built-in TradingView "MACD" indicator separately with the same parameters — Fast: 12, Slow: 26, Signal: 9, Source: Close — to visualize entry signals.📍 Recommended for: VN30F1M intraday traders🔗 Community: zalo.me/g/jvaykb078