StockSharp.Strategies.0076_Fibonacci_Retracement_Reversal 5.0.2

Prefix Reserved
dotnet add package StockSharp.Strategies.0076_Fibonacci_Retracement_Reversal --version 5.0.2
                    
NuGet\Install-Package StockSharp.Strategies.0076_Fibonacci_Retracement_Reversal -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.0076_Fibonacci_Retracement_Reversal" 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.0076_Fibonacci_Retracement_Reversal" Version="5.0.2" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0076_Fibonacci_Retracement_Reversal" />
                    
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.0076_Fibonacci_Retracement_Reversal --version 5.0.2
                    
#r "nuget: StockSharp.Strategies.0076_Fibonacci_Retracement_Reversal, 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.0076_Fibonacci_Retracement_Reversal@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.0076_Fibonacci_Retracement_Reversal&version=5.0.2
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0076_Fibonacci_Retracement_Reversal&version=5.0.2
                    
Install as a Cake Tool

Fibonacci Retracement Reversal Strategy (C# Version)

Markets often retrace a portion of a prior move before resuming trend. This strategy identifies recent swing highs and lows and watches for price to test the 61.8% or 78.6% retracement levels. These areas frequently mark exhaustion points.

Testing indicates an average annual return of about 115%. It performs best in the stocks market.

The algorithm tracks swings over a rolling window and calculates Fibonacci levels between them. When price nears a key retracement and forms a candle in the direction of the original trend, a trade is opened with a stop placed a set percent away. Targets are around the 50% midpoint of the swing.

By focusing on deep pullbacks within an existing trend, the method aims to capture the early stages of a continuation move after sellers or buyers have briefly taken control.

Details

  • Entry Criteria: Price tests 61.8% or 78.6% retracement and prints a confirming candle.
  • Long/Short: Both depending on trend.
  • Exit Criteria: Price reaching the 50% level or stop-loss.
  • Stops: Yes, percentage based.
  • Default Values:
    • SwingLookbackPeriod = 20
    • FibLevelBuffer = 0.5
    • CandleType = 5 minute
    • StopLossPercent = 2
  • Filters:
    • Category: Trend following
    • Direction: Both
    • Indicators: Fibonacci levels
    • Stops: Yes
    • Complexity: Advanced
    • 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.

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NuGet packages

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Version Downloads Last Updated
5.0.2 221 8/7/2025
5.0.1 65 7/19/2025
5.0.0 88 7/11/2025

Move state reset to OnReseted for strategies 71-80