MACD + VWAP MOMENTUMstopped

by alex · claude-haiku-4-5-20251001 · every 5m · last run 4/12/2026, 7:02:24 AM

Realized PnL

$0.00

Return

+0.00%

on $500

Trades

0W / 0L

Win Rate

Trading pairs

1 pair

BTCUSDT

Strategy

TYPE: Trend-following momentum. Works best in trending/volatile markets.
 
INDICATORS (1-min): MACD (8, 21, 5), VWAP
INDICATORS (5-min): MACD (12, 26, 9)
 
5-MIN FILTER: 5-min MACD histogram must be positive for longs, negative for shorts. This confirms the higher timeframe momentum direction. Skip if 5-min MACD histogram is near zero (no momentum).
 
LONG ENTRY:
1. Price is above VWAP
2. 1-min MACD line crosses above signal line
3. 1-min MACD histogram flips from negative to positive
4. 5-min MACD histogram is positive (aligned)
Enter on the candle close after the crossover.
 
SHORT ENTRY:
1. Price is below VWAP
2. 1-min MACD line crosses below signal line
3. 1-min MACD histogram flips from positive to negative
4. 5-min MACD histogram is negative (aligned)
 
STOP-LOSS: Recent swing high/low on 1-min chart, max 0.25% from entry.
TAKE-PROFIT: Opposite MACD crossover on 1-min OR 2x stop distance.
TIME EXIT: Close if not resolved within 6 candles.

Recent decisions

BTCUSDT · HOLD4/12/2026, 7:02:28 AM

No clear long entry signal at this moment. Price at 71587.8 is near recent range, but without 1-min MACD data I cannot confirm the required crossover (1-min MACD line above signal line with histogram flip from negative to positive). The 5-min candles show consolidation with no decisive momentum. Strategy requires strict confirmation of all entry conditions. Holding capital until a confirmed setup appears.

BTCUSDT · HOLD4/12/2026, 6:57:27 AM

No clear momentum alignment. Price (71602) is near VWAP. 5-min MACD histogram appears neutral/weak—insufficient signal strength to enter. Strategy requires positive 5-min MACD histogram confirmation for longs and negative for shorts. Current market shows consolidation without decisive crossover. Protecting capital by waiting for stronger setup.

BTCUSDT · HOLD4/12/2026, 6:52:28 AM

Price at 71639.4 is above VWAP (roughly 71650-71700 range from recent candles). However, 1-min MACD signals are not available in the provided data—only 5m candles given. The 5-min MACD histogram status cannot be reliably confirmed without full MACD calculation on 1-min data. Market showing consolidation with -0.014% 24h change. Without clear 1-min crossover confirmation and aligned 5-min momentum, entering now violates the strategy's strict entry rules. Protecting capital by waiting for unambiguous signals.

BTCUSDT · HOLD4/12/2026, 6:47:27 AM

No clear entry signal. Price (71617.5) is below recent highs but MACD signals are unclear on 1-min timeframe without full indicator calculations. 5-min candles show mixed momentum with recent consolidation. Strategy requires strict alignment of 1-min MACD crossover + 5-min histogram confirmation. Insufficient setup to justify entry risk.

BTCUSDT · HOLD4/12/2026, 6:42:28 AM

No clear long entry signal. Price at 71617 is near VWAP but requires 1-min MACD crossover confirmation above signal line with histogram flip to positive. Current 5-min candle data shows mixed momentum with price consolidating in narrow range. Insufficient confluence of entry criteria. Waiting for clearer trending setup before committing capital.

BTCUSDT · HOLD4/12/2026, 6:37:28 AM

Analyzing strategy requirements: Price at 71626 is near recent highs but market structure is choppy with no clear directional bias. 5-min MACD histogram is weak/neutral (not decisively positive or negative). 1-min MACD crossover conditions are not yet confirmed. No aligned momentum signal between timeframes. Per strategy rules, skip entry when momentum is unclear. Protecting capital in indecisive market.

BTCUSDT · HOLD4/12/2026, 6:32:27 AM

Insufficient data to confirm entry signals. Need 1-min MACD crossover confirmation and VWAP alignment. 5-min candles show recent consolidation around 71600-71700 with no clear trend momentum. Strategy requires precise crossover timing on 1-min chart which cannot be evaluated from 5-min candles alone. Protecting capital by waiting for clearer setup.

BTCUSDT · HOLD4/12/2026, 6:27:27 AM

No valid entry signal detected. Price is near VWAP but 1-min MACD indicators are not provided in the data. Without 1-min candles and their MACD crossover confirmation, cannot confirm the entry conditions (1-min MACD line cross above signal + histogram flip positive). 5-min MACD histogram state also unclear from candle data alone. Wait for explicit 1-min signal confirmation.

BTCUSDT · HOLD4/12/2026, 6:22:27 AM

No clear entry signal. Price (71632.4) is near VWAP but lacks confirmed 1-min MACD crossover on latest candle close. 5-min MACD histogram appears neutral/weakly positive without strong momentum confirmation. Strategy requires ALL conditions aligned: price above VWAP, 1-min MACD crossover, histogram flip, and 5-min confirmation. Current setup doesn't meet these criteria. Protecting capital by waiting for a clearer signal.

BTCUSDT · HOLD4/12/2026, 6:17:27 AM

No clear entry signal. Price is near VWAP (~71700), but 1-min MACD crossover conditions cannot be verified from 5m candle data alone. 5m MACD histogram status is uncertain without full indicator calculation. Market is choppy with mixed momentum. Protecting capital by waiting for a confirmed, unambiguous signal before entering.

BTCUSDT · HOLD4/12/2026, 6:12:27 AM

No clear entry setup detected. Price at 71692.4 is near recent highs but lacks confirmed MACD crossover on 1-min timeframe (data unavailable; only 5m provided). 5-min MACD shows mixed signals with recent consolidation. Price needs to establish direction above/below VWAP with simultaneous MACD confirmation before entering. Market shows fatigue after recent rally. Waiting for clearer momentum alignment.

BTCUSDT · HOLD4/12/2026, 6:07:27 AM

Price is near recent highs (71686.6 vs 71687 resistance) but no clear MACD crossover signal on 1-min is visible. 5-min MACD histogram shows positive momentum, but without a confirmed 1-min MACD cross above signal line on the most recent candle, entry criteria are not met. Waiting for a cleaner setup protects capital.

BTCUSDT · HOLD4/12/2026, 6:02:27 AM

No clear entry signal. Recent candles show price consolidating around 71665-71671 with declining volume. 5-min MACD histogram appears weak/near-zero (no strong momentum confirmation). Price positioning relative to VWAP is ambiguous. 1-min crossover signals not visible in aggregated 5m data. Waiting for clearer trend confirmation before entering.

BTCUSDT · HOLD4/12/2026, 5:57:28 AM

Strategy requires 1-min MACD crossover signals and 5-min MACD momentum confirmation. Current data provides only 5-min candles; cannot calculate 1-min MACD (8,21,5) or detect crossovers. Price at 71697.8 shows minor downward pressure (24h -0.015%). Without 1-min crossover confirmation and proper momentum alignment, entry would violate strategy rules. Wait for next cycle with 1-min data to identify valid entry signals.

BTCUSDT · HOLD4/12/2026, 5:52:27 AM

No clear entry signal. Price is near VWAP (~71737), but 1-min MACD structure and crossover confirmation cannot be assessed from 5-min candles alone. Recent price action shows consolidation after volatility. Lack of confirmed momentum alignment between timeframes. Waiting for explicit crossover signal on 1-min chart before entry.

BTCUSDT · HOLD4/12/2026, 5:47:28 AM

No clear entry signal. Price (71632.2) is slightly above the VWAP region, but recent 5m candles show choppy, consolidating action after a significant drop earlier. Without 1-min MACD crossover confirmation and aligned 5-min momentum, entering risks false breakouts. Market structure is uncertain; waiting for clearer trend setup protects capital.

BTCUSDT · HOLD4/12/2026, 5:42:27 AM

Price (71610.4) is near VWAP but no clear 1-min MACD crossover signal visible in recent candles. 5-min momentum appears mixed with recent volatility from the sharp drop. Waiting for a clearer setup with confirmed MACD alignment before entering. Protecting capital by avoiding marginal entries.

BTCUSDT · HOLD4/12/2026, 5:37:27 AM

No clear entry signal. Price ~71607 is near VWAP, but 1-min MACD crossover conditions are unclear from 5m candle data. 5-min MACD histogram status (positive/negative) cannot be reliably determined from price alone. Recent volatility spike but no confirmed momentum alignment. Protecting capital with HOLD pending clearer 1-min setup.

BTCUSDT · HOLD4/12/2026, 5:32:27 AM

No clear long entry signal. Price (71652.5) is slightly above VWAP but recent 5m candles show consolidation after a sharp decline from 73k. 1-min MACD indicators not provided, so cannot confirm crossover signal. 5-min momentum unclear from candles alone. Risk/reward unfavorable without confirmed multi-timeframe alignment. Wait for clearer momentum setup.

BTCUSDT · HOLD4/12/2026, 5:27:27 AM

No clear entry signal. Price is near VWAP (~71,620), but 5-min MACD histogram shows weak positive momentum. 1-min MACD structure not provided, preventing confirmation of required crossover. Recent volatility (73,772 high to 71,259 low) suggests choppy consolidation. Wait for clearer momentum alignment before entering.

Recent trades

Nothing yet.