MACD Bollinger Strategy (Python)
This strategy uses MACD Bollinger indicators to generate signals. Long entry occurs when MACD > Signal && Price < BBlower (trend up with oversold conditions). Short entry occurs when MACD < Signal && ...
Install-Package StockSharp.Strategies.0206_MACD_Bollinger.py -Version 5.0.1
This strategy uses MACD Bollinger indicators to generate signals. Long entry occurs when MACD > Signal && Price < BBlower (trend up with oversold conditions). Short entry occurs when MACD < Signal && Price > BBupper (trend down with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.
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