A "macro score", as defined here, is created by giving various weights to different signals and adding them together to get one smooth score. Positive or negative values are assigned to each of the signals depending on if the statement is true or false (e.g. DPO > 0: +1, DPO < 0: -1). This manner of strategy allows for a subset of the available signals to be...
Simple backtest for McGinley Dynamic found here:
What this backtest includes:
-Longs and shorts
-Customization of inputs for McGinley Dynamic calculation
-Take profit 1 (TP1), and Stop-loss (SL), calculated using standard RMA-smoothed true range
-Activation of TP1 after entry candle closes
Happy trading!