StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py" />
paket add StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py, 5.0.1"
#:package StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0307_MACD_Adaptive_Histogram.py&version=5.0.1
MACD Adaptive Histogram (Python Version)
The MACD Adaptive Histogram strategy is built around MACD with adaptive histogram threshold.
Testing indicates an average annual return of about 184%. It performs best in the crypto market.
Signals trigger when Histogram confirms trend changes on intraday (15m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like FastPeriod, SlowPeriod. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
FastPeriod = 12
SlowPeriod = 26
SignalPeriod = 9
HistogramAvgPeriod = 20
StdDevMultiplier = 2.0m
StopLossPercent = 2.0m
CandleType = TimeSpan.FromMinutes(15).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Histogram
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (15m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
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fixes
fix csharp indentation