StockSharp.Strategies.0161_MACD_CCI 5.0.1

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dotnet add package StockSharp.Strategies.0161_MACD_CCI --version 5.0.1
                    
NuGet\Install-Package StockSharp.Strategies.0161_MACD_CCI -Version 5.0.1
                    
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.0161_MACD_CCI" Version="5.0.1" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0161_MACD_CCI" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0161_MACD_CCI" />
                    
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.0161_MACD_CCI --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0161_MACD_CCI, 5.0.1"
                    
#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.0161_MACD_CCI@5.0.1
                    
#: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.0161_MACD_CCI&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0161_MACD_CCI&version=5.0.1
                    
Install as a Cake Tool

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/Short: Both
  • Exit Criteria: MACD cross in opposite direction
  • Stops: Percent-based using StopLoss
  • Default Values:
    • FastPeriod = 12
    • SlowPeriod = 26
    • SignalPeriod = 9
    • CciPeriod = 20
    • CciOversold = -100m
    • CciOverbought = 100m
    • StopLoss = 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
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Learn more about Target Frameworks and .NET Standard.

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Version Downloads Last Updated
5.0.1 22 7/19/2025
5.0.0 60 7/11/2025