MACD Zero Cross (Python)

This system trades momentum shifts when the Moving Average Convergence Divergence (MACD) histogram approaches the zero line. A rising MACD below zero or falling MACD above zero signals a potential reversal. The strategy waits for the MACD line to trend toward zero while still on the opposite side. Once momentum fades, it enters anticipating a swing in price. Trades exit when MACD crosses its signal line or a stop-loss is triggered.

• Entry Criteria: MACD trending toward zero from either side.

• Long/Short: Both directions.

• Exit Criteria: MACD crosses signal line or stop.

• Stops: Yes.

• Default Values:

• FastPeriod = 12

• SlowPeriod = 26

• SignalPeriod = 9

• StopLossPercent = 2.0m

• CandleType = TimeSpan.FromMinutes(5) [*]Filters:

• Category: Momentum

• Direction: Both

• Indicators: MACD

• Stops: Yes

• Complexity: Basic

• Timeframe: Intraday

• Seasonality: No

• Neural Networks: No

• Divergence: No

• Risk Level: Medium