StockSharp.Strategies.0432_Macd_Dmi.py 5.0.0

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dotnet add package StockSharp.Strategies.0432_Macd_Dmi.py --version 5.0.0
                    
NuGet\Install-Package StockSharp.Strategies.0432_Macd_Dmi.py -Version 5.0.0
                    
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.0432_Macd_Dmi.py" Version="5.0.0" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0432_Macd_Dmi.py" Version="5.0.0" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0432_Macd_Dmi.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.0432_Macd_Dmi.py --version 5.0.0
                    
#r "nuget: StockSharp.Strategies.0432_Macd_Dmi.py, 5.0.0"
                    
#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.0432_Macd_Dmi.py@5.0.0
                    
#: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.0432_Macd_Dmi.py&version=5.0.0
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0432_Macd_Dmi.py&version=5.0.0
                    
Install as a Cake Tool

MACD + DMI Strategy (Python Version)

Combines the Moving Average Convergence Divergence with the Directional Movement Index to trade only when trend strength is confirmed. The system waits for a MACD crossover and checks that the dominant directional line exceeds the opposite line while the ADX is above a key level.

The strategy is designed for both long and short positions. By pairing momentum and trend filters, it aims to avoid whipsaws in sideways markets. Protective stops based on volatility keep risk contained.

Details

  • Entry Criteria:
    • Long: MACD line crosses above signal, +DI > -DI, and ADX above the key level.
    • Short: MACD line crosses below signal, -DI > +DI, and ADX above the key level.
  • Exit Criteria:
    • Reverse signal or volatility stop hit.
  • Indicators:
    • MACD (fast 12, slow 26, signal 9)
    • Directional Movement Index (length 14, ADX smoothing 14)
  • Stops: Uses built-in stop-loss and take-profit via StartProtection.
  • Default Values:
    • Ma1Length = 10
    • Ma2Length = 20
    • DmiLength = 14
    • AdxSmoothing = 14
    • KeyLevel = 20
  • Filters:
    • Trend following
    • Works on multiple timeframes
    • Indicators: MACD, DMI
    • Stops: Yes
    • Complexity: Moderate
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Version Downloads Last Updated
5.0.0 215 8/7/2025

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