MACD Bollinger Strategy

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