StockSharp.Strategies.0171_MACD_Williams_R.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0171_MACD_Williams_R.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0171_MACD_Williams_R.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.0171_MACD_Williams_R.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.0171_MACD_Williams_R.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0171_MACD_Williams_R.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.0171_MACD_Williams_R.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0171_MACD_Williams_R.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.0171_MACD_Williams_R.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.0171_MACD_Williams_R.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0171_MACD_Williams_R.py&version=5.0.1
                    


                            Install as a Cake Tool

Macd Williams R Strategy (Python Version)

Strategy based on MACD and Williams %R indicators. Enters long when MACD > Signal and Williams %R is oversold (< -80) Enters short when MACD < Signal and Williams %R is overbought (> -20)

Testing indicates an average annual return of about 100%. It performs best in the forex market.

MACD indicates the larger momentum shift, while Williams %R pinpoints near-term reversals. Both signals must line up to initiate a trade.

Good for those who like to combine trend and countertrend cues. Stops hinge on an ATR factor.

Details

  • Entry Criteria:
    • Long: MACD > Signal && WilliamsR < -80
    • Short: MACD < Signal && WilliamsR > -20
  • Long/Short: Both
  • Exit Criteria: MACD cross in opposite direction
  • Stops: Percent-based using StopLossPercent
  • Default Values:
    • MacdFast = 12
    • MacdSlow = 26
    • MacdSignal = 9
    • WilliamsRPeriod = 14
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: MACD, Williams %R, R
    • 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.

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NuGet packages

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Version Downloads Last Updated
5.0.1 222 8/7/2025
5.0.0 67 7/19/2025

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