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Add MACD confirmation requirement to range regime signals for consistency

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Justin Oros
2026-02-04 16:21:40 -07:00
parent 3d435a1357
commit 3bad01c2f3
1 changed files with 4 additions and 0 deletions
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alpaca_trader/engine.py
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@@ -706,6 +706,8 @@ def advanced_signal_generator(symbol):
if current_price <= lower.iloc[-1] and rsi_val < RSI_RANGE_OVERSOLD: if current_price <= lower.iloc[-1] and rsi_val < RSI_RANGE_OVERSOLD:
if REQUIRE_CANDLE_PATTERN and not bullish_pattern: if REQUIRE_CANDLE_PATTERN and not bullish_pattern:
debug_print("Range buy rejected: candle pattern required") debug_print("Range buy rejected: candle pattern required")
elif REQUIRE_MACD_CONFIRMATION and macd_signal != "bullish":
debug_print("Range buy rejected: MACD confirmation required")
else: else:
signal = "buy" signal = "buy"
strength = 0.85 strength = 0.85
@@ -716,6 +718,8 @@ def advanced_signal_generator(symbol):
elif current_price >= upper.iloc[-1] and rsi_val > RSI_RANGE_OVERBOUGHT: elif current_price >= upper.iloc[-1] and rsi_val > RSI_RANGE_OVERBOUGHT:
if REQUIRE_CANDLE_PATTERN and not bearish_pattern: if REQUIRE_CANDLE_PATTERN and not bearish_pattern:
debug_print("Range sell rejected: candle pattern required") debug_print("Range sell rejected: candle pattern required")
elif REQUIRE_MACD_CONFIRMATION and macd_signal != "bearish":
debug_print("Range sell rejected: MACD confirmation required")
else: else:
signal = "sell" signal = "sell"
strength = 0.85 strength = 0.85