StockSharp.Strategies.0206_MACD_Bollinger.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0206_MACD_Bollinger.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0206_MACD_Bollinger.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0206_MACD_Bollinger.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0206_MACD_Bollinger.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0206_MACD_Bollinger.py" />
paket add StockSharp.Strategies.0206_MACD_Bollinger.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0206_MACD_Bollinger.py, 5.0.1"
#:package StockSharp.Strategies.0206_MACD_Bollinger.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0206_MACD_Bollinger.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0206_MACD_Bollinger.py&version=5.0.1
MACD Bollinger Strategy (Python Version)
This strategy uses MACD Bollinger indicators to generate signals. Long entry occurs when MACD > Signal && Price < BB_lower (trend up with oversold conditions). Short entry occurs when MACD < Signal && Price > BB_upper (trend down with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.
Testing indicates an average annual return of about 55%. It performs best in the stocks market.
Details
- Entry Criteria:
- Long: MACD > Signal && Price < BB_lower (trend up with oversold conditions)
- Short: MACD < Signal && Price > BB_upper (trend down with overbought conditions)
- Long/Short: Both sides.
- Exit Criteria:
- Long: Exit long position when price returns to middle band
- Short: Exit short position when price returns to middle band
- Stops: Yes.
- Default Values:
MacdFast
= 12MacdSlow
= 26MacdSignal
= 9BollingerPeriod
= 20BollingerDeviation
= 2.0mAtrPeriod
= 14AtrMultiplier
= 2mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Mixed
- Direction: Both
- Indicators: MACD Bollinger
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
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Fix C# strategy indentation