StockSharp.Strategies.0074_Williams_R_Divergence.py 5.0.0

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dotnet add package StockSharp.Strategies.0074_Williams_R_Divergence.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0074_Williams_R_Divergence.py -Version 5.0.0
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.0074_Williams_R_Divergence.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0074_Williams_R_Divergence.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0074_Williams_R_Divergence.py" />
                    


                            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.0074_Williams_R_Divergence.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0074_Williams_R_Divergence.py, 5.0.0"
#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.0074_Williams_R_Divergence.py@5.0.0
#: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.0074_Williams_R_Divergence.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0074_Williams_R_Divergence.py&version=5.0.0
                    


                            Install as a Cake Tool

Williams %R Divergence Strategy (Python Version)

The Williams %R oscillator gauges overbought and oversold conditions. When price makes a new low but %R forms a higher low, or when price prints a new high but %R turns lower, momentum may reverse. This strategy hunts for such divergences at the extremes of the indicator.

Every bar the system records the latest close and %R value to compare with the prior reading. A bullish divergence combined with an oversold level below -80 triggers a long entry, while a bearish divergence and a reading above -20 produces a short. Stops are set using a percentage of price.

Positions exit when the oscillator returns to the opposite extreme, capturing the snap back from the divergence signal.

Details

  • Entry Criteria: Price/%R divergence with %R below -80 for longs or above -20 for shorts.
  • Long/Short: Both.
  • Exit Criteria: Williams %R reaching the opposite extreme or stop-loss.
  • Stops: Yes, percentage based.
  • Default Values:
    • WilliamsRPeriod = 14
    • DivergencePeriod = 5
    • CandleType = 5 minute
    • StopLossPercent = 2
  • Filters:
    • Category: Divergence
    • Direction: Both
    • Indicators: Williams %R
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: Yes
    • Risk level: Medium
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Version Downloads Last Updated
5.0.0 19 7/19/2025