Simulation 8
1-hour trend-following simulation — watchlist symbols, MACD(12,26,9), MA10H/MA20H structure, 3-day volume confirmation, 1% stop-loss.
Logic Description
Universe: Symbols are loaded from the existing API watchlist (manually curated).
Entry — all conditions must be true at the same hourly bar:
- MACD golden cross: MACD line crosses above the signal line on this hourly bar (MACD 12/26/9).
- Price is above MA10H (10-period hourly SMA).
- MA10H is above MA20H (20-period hourly SMA) — confirming hourly uptrend structure.
- Day volume is at least 1.25x the previous 3-day average day volume — confirming elevated participation.
Exit — triggered at the first hourly bar where any of these is true:
- MACD dead cross: MACD line crosses below the signal line.
- Hourly close falls below MA10H.
- Price drops 1% or more below the entry price (hard stop-loss).
Position sizing: Available cash split evenly among buy candidates ranked by highest 3-day relative volume (RVOL), deploying 95% of allocated budget per position.