StockSharp.Strategies.0194_Keltner_MACD.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0194_Keltner_MACD.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0194_Keltner_MACD.py -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.0194_Keltner_MACD.py" 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.0194_Keltner_MACD.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0194_Keltner_MACD.py" />
                    


                            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.0194_Keltner_MACD.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0194_Keltner_MACD.py, 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.0194_Keltner_MACD.py@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.0194_Keltner_MACD.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0194_Keltner_MACD.py&version=5.0.1
                    


                            Install as a Cake Tool

Keltner Macd Strategy (Python Version)

Strategy based on Keltner Channels and MACD. Enters long when price breaks above upper Keltner Channel with MACD > Signal. Enters short when price breaks below lower Keltner Channel with MACD < Signal. Exits when MACD crosses its signal line in the opposite direction.

Testing indicates an average annual return of about 169%. It performs best in the crypto market.

Keltner Channel breakouts serve as the trigger, and MACD momentum filters the direction. The strategy initiates trades once both signals align.

Good for traders chasing volatility expansions with momentum backing. An ATR-based stop contains risk.

Details

  • Entry Criteria:
    • Long: Close > UpperBand && MACD > Signal
    • Short: Close < LowerBand && MACD < Signal
  • Long/Short: Both
  • Exit Criteria: MACD cross opposite
  • Stops: ATR-based using AtrMultiplier
  • Default Values:
    • EmaPeriod = 20
    • Multiplier = 2m
    • AtrPeriod = 14
    • MacdFastPeriod = 12
    • MacdSlowPeriod = 26
    • MacdSignalPeriod = 9
    • AtrMultiplier = 2m
    • CandleType = TimeSpan.FromMinutes(15).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: Keltner Channel, MACD
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • 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.

GitHub repositories

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Version Downloads Last Updated
5.0.1 218 8/7/2025
5.0.0 317 7/20/2025

Move strategy state reset to OnReseted