StockSharp.Strategies.0046_Volume_Spike.py
5.0.0
Prefix Reserved
See the version list below for details.
dotnet add package StockSharp.Strategies.0046_Volume_Spike.py --version 5.0.0
NuGet\Install-Package StockSharp.Strategies.0046_Volume_Spike.py -Version 5.0.0
<PackageReference Include="StockSharp.Strategies.0046_Volume_Spike.py" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0046_Volume_Spike.py" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0046_Volume_Spike.py" />
paket add StockSharp.Strategies.0046_Volume_Spike.py --version 5.0.0
#r "nuget: StockSharp.Strategies.0046_Volume_Spike.py, 5.0.0"
#:package StockSharp.Strategies.0046_Volume_Spike.py@5.0.0
#addin nuget:?package=StockSharp.Strategies.0046_Volume_Spike.py&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0046_Volume_Spike.py&version=5.0.0
Volume Spike Trend (Python Version)
Volume Spike Trend monitors sudden surges in traded volume. When current volume exceeds the recent average by a set multiplier, it signals strong participation.
If volume spikes and price is above the moving average, the strategy buys; if volume spikes below the average, it sells short. Trades exit when volume falls back under the average or the stop-loss is reached.
This method seeks to catch moves fueled by a burst of activity.
Details
- Entry Criteria: Volume change exceeds
VolumeSpikeMultipliertimes average. - Long/Short: Both directions.
- Exit Criteria: Volume drops below average or stop.
- Stops: Yes.
- Default Values:
MAPeriod= 20VolAvgPeriod= 20VolumeSpikeMultiplier= 2.0mCandleType= TimeSpan.FromMinutes(5)
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: Volume, MA
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
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