MACD Adaptive Histogram (Python)

The MACD Adaptive Histogram strategy is built around MACD with adaptive histogram threshold. Signals trigger when Histogram confirms trend changes on intraday (15m) data. This makes the method suitabl...

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NuGet 5.0.1 Install-Package StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py -Version 5.0.1
MACD Adaptive Histogram (Python)

The MACD Adaptive Histogram strategy is built around MACD with adaptive histogram threshold. Signals trigger when Histogram confirms trend changes on intraday (15m) data. This makes the method suitable for active traders. Stops rely on ATR multiples and factors like FastPeriod, SlowPeriod. Adjust these defaults to balance risk and reward.

  • Entry Criteria: see implementation for indicator conditions.

  • Long/Short: Both directions.

  • Exit Criteria: opposite signal or stop logic.

  • Stops: Yes, using indicator-based calculations.

  • Default Values:

  • FastPeriod = 12

  • SlowPeriod = 26

  • SignalPeriod = 9

  • HistogramAvgPeriod = 20

  • StdDevMultiplier = 2.0m

  • StopLossPercent = 2.0m

  • CandleType = TimeSpan.FromMinutes(15).TimeFrame() [*]Filters:

  • Category: Trend following

  • Direction: Both

  • Indicators: Histogram

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Intraday (15m)

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium

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