StockSharp.Strategies.0161_MACD_CCI
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0161_MACD_CCI --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0161_MACD_CCI -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0161_MACD_CCI" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0161_MACD_CCI" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0161_MACD_CCI" />
paket add StockSharp.Strategies.0161_MACD_CCI --version 5.0.1
#r "nuget: StockSharp.Strategies.0161_MACD_CCI, 5.0.1"
#:package StockSharp.Strategies.0161_MACD_CCI@5.0.1
#addin nuget:?package=StockSharp.Strategies.0161_MACD_CCI&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0161_MACD_CCI&version=5.0.1
Macd Cci Strategy (C# Version)
Implementation of strategy - MACD + CCI. Buy when MACD is above Signal line and CCI is below -100 (oversold). Sell when MACD is below Signal line and CCI is above 100 (overbought).
MACD swings highlight momentum shifts; CCI helps time pullback entries in that direction. Both long and short trades are possible.
Traders who blend momentum with oscillators may like this technique. Risk control uses an ATR stop.
Details
- Entry Criteria:
- Long:
MACD > Signal && CCI < CciOversold
- Short:
MACD < Signal && CCI > CciOverbought
- Long:
- Long/Short: Both
- Exit Criteria: MACD cross in opposite direction
- Stops: Percent-based using
StopLoss
- Default Values:
FastPeriod
= 12SlowPeriod
= 26SignalPeriod
= 9CciPeriod
= 20CciOversold
= -100mCciOverbought
= 100mStopLoss
= new Unit(2, UnitTypes.Percent)CandleType
= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: MACD, CCI
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
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