MACD Breakout (Python). StockSharp

Author: StockSharp
N: 1781
v5.0.1 (6/5/2026)
Downloads: 1205

The MACD Breakout strategy watches the MACD for sudden expansions. When readings jump beyond their normal range, price often starts a new move. A position opens once the indicator pierces a band derived from recent data and a deviation multiplier. Long and short trades are possible with a stop attached. This system fits momentum traders seeking early breakouts. Trades close as the MACD falls back toward the mean. Defaults start with [b]FastEmaPeriod[/b] = 12. [list] [][b]Entry Criteria[/b]: Indicator exceeds average by deviation multiplier. [][b]Long/Short[/b]: Both directions. [][b]Exit Criteria[/b]: Indicator reverts to average. [][b]Stops[/b]: Yes. [][b]Default Values[/b]: [list] [][b]FastEmaPeriod[/b] = 12 [][b]SlowEmaPeriod[/b] = 26 [][b]SignalPeriod[/b] = 9 [][b]SmaPeriod[/b] = 20 [][b]DeviationMultiplier[/b] = 2.0m [][b]StopLossPercent[/b] = 2.0m [][b]CandleType[/b] = TimeSpan.FromMinutes(5) [/list] [][b]Filters[/b]: [list] []Category: Breakout []Direction: Both []Indicators: MACD []Stops: Yes []Complexity: Intermediate []Timeframe: Short-term []Seasonality: No []Neural Networks: No []Divergence: No [*]Risk Level: Medium [/list] [/list]