StockSharp.Strategies.0240_MACD_Mean_Reversion.py 5.0.1

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dotnet add package StockSharp.Strategies.0240_MACD_Mean_Reversion.py --version 5.0.1

NuGet\Install-Package StockSharp.Strategies.0240_MACD_Mean_Reversion.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.0240_MACD_Mean_Reversion.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.0240_MACD_Mean_Reversion.py" Version="5.0.1" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0240_MACD_Mean_Reversion.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.0240_MACD_Mean_Reversion.py --version 5.0.1

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: StockSharp.Strategies.0240_MACD_Mean_Reversion.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.0240_MACD_Mean_Reversion.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.0240_MACD_Mean_Reversion.py&version=5.0.1
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0240_MACD_Mean_Reversion.py&version=5.0.1
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

MACD Mean Reversion Strategy (Python Version)

This method tracks the MACD histogram relative to its own average. Extreme histogram readings often revert once momentum subsides. By monitoring the difference between MACD and its signal line, the strategy finds overextended moves.

Testing indicates an average annual return of about 67%. It performs best in the stocks market.

A long position is entered when the MACD histogram falls below the mean by DeviationMultiplier standard deviations. A short position is opened when the histogram rises above the mean by the same amount. The trade is closed when the histogram crosses back through its average.

This approach caters to traders comfortable fading momentum extremes. A stop-loss measured as a percentage of entry price guards against trends that continue to strengthen.

Details

Entry Criteria:
- Long: MACD Histogram < Avg - DeviationMultiplier * StdDev
- Short: MACD Histogram > Avg + DeviationMultiplier * StdDev
Long/Short: Both sides.
Exit Criteria:
- Long: Exit when Histogram > Avg
- Short: Exit when Histogram < Avg
Stops: Yes, percent stop-loss.
Default Values:
- FastMacdPeriod = 12
- SlowMacdPeriod = 26
- SignalPeriod = 9
- AveragePeriod = 20
- DeviationMultiplier = 2m
- CandleType = TimeSpan.FromMinutes(5)
Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: MACD
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk Level: Medium

There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

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Version	Downloads	Last Updated
5.0.1	213	8/7/2025
5.0.0	291	7/20/2025

Move state reset to OnReseted for strategies 231-240