StockSharp.Strategies.0038_BB_Width 5.0.2

Prefix Reserved
dotnet add package StockSharp.Strategies.0038_BB_Width --version 5.0.2
                    
NuGet\Install-Package StockSharp.Strategies.0038_BB_Width -Version 5.0.2
                    
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.0038_BB_Width" Version="5.0.2" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0038_BB_Width" Version="5.0.2" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0038_BB_Width" />
                    
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.0038_BB_Width --version 5.0.2
                    
#r "nuget: StockSharp.Strategies.0038_BB_Width, 5.0.2"
                    
#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.0038_BB_Width@5.0.2
                    
#: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.0038_BB_Width&version=5.0.2
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0038_BB_Width&version=5.0.2
                    
Install as a Cake Tool

Bollinger Band Width Breakout (C# Version)

Bollinger Band Width measures the spread between the upper and lower bands. Expanding width suggests volatility and possible trend formation. This strategy trades breakouts when the width is increasing.

Testing indicates an average annual return of about 151%. It performs best in the stocks market.

Price position relative to the middle band sets direction. A widening channel with price above the mid-band triggers longs, while a widening channel below it triggers shorts.

Exits occur when the band width contracts or a volatility stop is reached.

Details

  • Entry Criteria: Band width expanding and price relative to middle band.
  • Long/Short: Both directions.
  • Exit Criteria: Band width contracts or stop.
  • Stops: Yes.
  • Default Values:
    • BollingerPeriod = 20
    • BollingerDeviation = 2.0m
    • AtrMultiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: Bollinger Bands, ATR
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.2 241 8/7/2025
5.0.1 93 7/19/2025
5.0.0 111 7/11/2025

Move reset logic to OnReseted in initial strategies