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StockSharp.Strategies.0194_Keltner_MACD package icon

StockSharp.Strategies.0194_Keltner_MACD

v5.0.2Latest Stable
Any Framework

Keltner Macd Strategy (C#)

StockSharp
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Published
Aug 7, 2025
1y ago
Total Downloads
2.1K
2,075

Install

dotnet add package StockSharp.Strategies.0194_Keltner_MACD --version 5.0.2
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README

Keltner Macd Strategy (C# 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

Changes from Previous Version

No structural changes between v5.0.1 and v5.0.2.

Adoption Assessment

A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.

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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