3 months ago, i start to program customized indicators and strategies on NinjaTrader6.5 and MetaTrader4. This MaCross system combined with MACD indicator is my recent work. Today i back tested this strategy with 15-Minute bars chart, testing date from 2010-04-21 to 2010-08-05, parameter setting just keep default. Attached picture is the test result, the net profit(except commission) is $8475.
Maybe you can find better setting for this strategy. Cheers!
August 5th, 2010
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This Macd can let you apply 4 kind of MA(SMA, EMA, HMA, WMA). You can specify each line's MA method. Also there is the threshold yellow line by which you can identify side way of market. If histogram bar doesn't break yellow line for a while, the market goes into the side way. This indicator works on NinjaTrader6.5 and NinjaTrader7.