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
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="StockSharp.Strategies.0061_MACD_Divergence" Version="5.0.2" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0061_MACD_Divergence" Version="5.0.2" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0061_MACD_Divergence" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add StockSharp.Strategies.0061_MACD_Divergence --version 5.0.2
                    
#r "nuget: StockSharp.Strategies.0061_MACD_Divergence, 5.0.2"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package StockSharp.Strategies.0061_MACD_Divergence@5.0.2
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=StockSharp.Strategies.0061_MACD_Divergence&version=5.0.2
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0061_MACD_Divergence&version=5.0.2
                    
Install as a Cake Tool

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 = 12
    • SlowMacdPeriod = 26
    • SignalPeriod = 9
    • DivergencePeriod = 5
    • CandleType = 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
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

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Version Downloads Last Updated
5.0.2 656 8/7/2025
5.0.1 457 7/19/2025
5.0.0 495 7/11/2025

refactor: move state reset to OnReseted