MACD Bollinger Strategy (Python). StockSharp

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