MACD Adaptive Histogram (C#)

MACD Adaptive Histogram

Trades statistically large MACD histogram values. Use finished 15-minute candles and H = MACD(12,26) − Signal(9). Compute A = SMA(20) and D = StandardDeviation(20) of H. Wait for all indicators to form and D > 0.

From flat, buy if H >= A + 2 × D && H > 0; sell if H <= A − 2 × D && H < 0. Close the entire long when H <= A, or the entire short when H >= A. Every signal order starts a pause of CooldownBars = 16 finished candles for further signal decisions.

Filled positions have local native percentage protection: StopLossPercent = 2 from the actual entry execution price. It monitors the instrument's bid/ask updates and submits a market exit independently of the signal cooldown; a quote feed is required between candles. No take-profit is configured.

FastPeriod = 12; SlowPeriod = 26; SignalPeriod = 9; HistogramAvgPeriod = 20; StdDevMultiplier = 2; StopLossPercent = 2; CooldownBars = 16.