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Macd Vwap Strategy (Python)
Published
Jul 19, 2025
1y ago
Total Downloads
1.2K
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Install
dotnet add package StockSharp.Strategies.0174_MACD_VWAP.py --version 5.0.0
No framework information available.
README
Macd Vwap Strategy (Python Version)
Strategy based on MACD and VWAP indicators. Enters long when MACD > Signal and price > VWAP Enters short when MACD < Signal and price < VWAP
MACD momentum is gauged relative to the VWAP line. Long trades look for MACD strength below VWAP, whereas shorts take form above it.
Ideal for intraday momentum players using volume-weighted references. ATR-based stops manage risk.
Details
- Entry Criteria:
- Long:
MACD > Signal && Close > VWAP - Short:
MACD < Signal && Close < VWAP
- Long:
- Long/Short: Both
- Exit Criteria: MACD cross opposite
- Stops: Percent-based using
StopLossPercent - Default Values:
MacdFast= 12MacdSlow= 26MacdSignal= 9StopLossPercent= 2.0mCandleType= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: MACD, VWAP
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Adoption Assessment
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No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
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