# MACD crossover + BB bounce

Uses MACD crossover and Bollinger Band bounce for entry, trailing ATR stop and MACD cross-down for exit.

Canonical: https://prismaticalgos.com/compendium/algo/11172-macd-crossover-bb-bounce
Record ID: 11172
Catalog rank: 1355 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://github.com/Ndima-Mdleleni/trading-ai
Evidence label (unverified): backtest_shown

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

Claim warnings: IMPLAUSIBLE PROFIT FACTOR: claimed 6.99. Over any real sample this is far outside what retail FX sustains.; VERY THIN SAMPLE: 21 trades. Performance figures over so few trades are indistinguishable from luck.
Build warnings: DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.

## Recorded profile

- symbols: AAPL
- timeframes: daily
- sessions: Not specified
- market_regime: trending

## Indicators

- EMA: {"period": 20}; applied to: close
- EMA: {"period": 50}; applied to: close
- RSI: {"period": 14}; applied to: close
- MACD: {"fast_period": 12, "signal_period": 9, "slow_period": 26}; applied to: close
- Bollinger Bands: {"deviations": 2, "period": 20}; applied to: close

## Recorded long-entry rules

- MACD crosses above signal line
- Price in lower 65% of Bollinger Bands range
- RSI below 75

## Recorded short-entry rules

- MACD crosses below signal line
- Price in upper 50% of Bollinger Bands range
- RSI above 30

## Recorded exit rules

- Trailing ATR stop (3x)
- MACD crosses below signal line

## Recorded filters

- ADX > 15

## Risk controls

- Stop loss: Trailing ATR stop (3x)
- Take profit: null
- Position sizing: 10% per trade
