Faithful translation of Myquant's Apache-2.0 MACD_STOCK strategy to MSFT.USEQ, using daily bars and long-only, unleveraged exposure. Preserve the source's signal inequalities, cumulative entry counter, rolling daily price array, and bar-close exit checks. The companion configuration specifies short_term=12, long_term=26, macd_term=9, hist_size=60, openlong_signal=2, is_fixation_stop=0, is_movement_stop=1, stop_fixation_profit=0.20, stop_fixation_loss=0.068 and stop_movement_profit=0.068. These values were recovered from the [author's companion configuration](https://github.com/myquant/strategy/blob/master/MACD-STOCK/python/macd_stock.ini); its identity with the requested pinned revision remains unverified. Venue, instrument, sizing and costs are platform adaptations: replace open_vol=2000 shares with 20% of current equity, rounded down to whole shares and capped by available cash after estimated costs; use $100,000 initial capital, leverage 1, zero commissions and platform spread/impact. The original Chinese-stock restriction to selling yesterday's shares is adapted to USEQ's sellable position quantity. This tests the source mechanism on MSFT, not its original stock pool or claimed performance. All exits execute at the completed bar's close; the source does not implement intrabar protective orders.