StockSharp.Strategies.0061_MACD_Divergence
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0061_MACD_Divergence --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0061_MACD_Divergence -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0061_MACD_Divergence" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0061_MACD_Divergence" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0061_MACD_Divergence" />
paket add StockSharp.Strategies.0061_MACD_Divergence --version 5.0.2
#r "nuget: StockSharp.Strategies.0061_MACD_Divergence, 5.0.2"
#:package StockSharp.Strategies.0061_MACD_Divergence@5.0.2
#addin nuget:?package=StockSharp.Strategies.0061_MACD_Divergence&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0061_MACD_Divergence&version=5.0.2
MACD Divergence (C# Version)
MACD Divergence looks for disagreement between price action and the MACD indicator. Higher highs in price but lower highs in MACD suggest weakening momentum (bearish divergence), while lower lows in price and higher MACD lows hint at bullish reversal.
Testing indicates an average annual return of about 70%. It performs best in the stocks market.
After detecting divergence, the system waits for MACD to cross its signal line before entering. The trade is closed if MACD crosses back or the stop-loss triggers.
Details
- Entry Criteria: Bullish or bearish divergence plus MACD crossing signal line.
- Long/Short: Both directions.
- Exit Criteria: MACD crosses opposite direction or stop.
- Stops: Yes.
- Default Values:
FastMacdPeriod= 12SlowMacdPeriod= 26SignalPeriod= 9DivergencePeriod= 5CandleType= TimeSpan.FromMinutes(15)StopLossPercent= 2.0m
- Filters:
- Category: Divergence
- Direction: Both
- Indicators: MACD
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural Networks: No
- Divergence: Yes
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
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refactor: move state reset to OnReseted