StockSharp.Strategies.0206_MACD_Bollinger.py 5.0.1

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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
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="StockSharp.Strategies.0206_MACD_Bollinger.py" Version="5.0.1" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0206_MACD_Bollinger.py" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0206_MACD_Bollinger.py" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add StockSharp.Strategies.0206_MACD_Bollinger.py --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0206_MACD_Bollinger.py, 5.0.1"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package StockSharp.Strategies.0206_MACD_Bollinger.py@5.0.1
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=StockSharp.Strategies.0206_MACD_Bollinger.py&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0206_MACD_Bollinger.py&version=5.0.1
                    
Install as a Cake Tool

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 = 12
    • MacdSlow = 26
    • MacdSignal = 9
    • BollingerPeriod = 20
    • BollingerDeviation = 2.0m
    • AtrPeriod = 14
    • AtrMultiplier = 2m
    • CandleType = 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
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Version Downloads Last Updated
5.0.1 165 8/7/2025
5.0.0 278 7/20/2025

Fix C# strategy indentation