StockSharp.Strategies.0041_Vol_Adjusted_MA
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0041_Vol_Adjusted_MA --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0041_Vol_Adjusted_MA -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0041_Vol_Adjusted_MA" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0041_Vol_Adjusted_MA" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0041_Vol_Adjusted_MA" />
paket add StockSharp.Strategies.0041_Vol_Adjusted_MA --version 5.0.2
#r "nuget: StockSharp.Strategies.0041_Vol_Adjusted_MA, 5.0.2"
#:package StockSharp.Strategies.0041_Vol_Adjusted_MA@5.0.2
#addin nuget:?package=StockSharp.Strategies.0041_Vol_Adjusted_MA&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0041_Vol_Adjusted_MA&version=5.0.2
Volatility Adjusted Moving Average (C# Version)
This technique modifies a moving average band by a multiple of ATR. When price moves beyond the adjusted band, it indicates an accelerated trend.
Testing indicates an average annual return of about 160%. It performs best in the forex market.
Long trades are opened above the upper band, shorts below the lower band. A cross back through the baseline moving average closes the position.
Because the bands expand with volatility, stops adapt to market conditions.
Details
- Entry Criteria: Price breaks above or below MA ± ATR multiplier.
- Long/Short: Both directions.
- Exit Criteria: Price crosses MA or stop.
- Stops: Yes.
- Default Values:
MAPeriod
= 20ATRPeriod
= 14ATRMultiplier
= 2.0mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Trend
- Direction: Both
- Indicators: MA, ATR
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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.
Move reset logic to OnReseted in initial strategies