StockSharp.Strategies.0081_VWAP_Bounce 5.0.2

Prefix Reserved

dotnet add package StockSharp.Strategies.0081_VWAP_Bounce --version 5.0.2

NuGet\Install-Package StockSharp.Strategies.0081_VWAP_Bounce -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.0081_VWAP_Bounce" 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.0081_VWAP_Bounce" Version="5.0.2" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0081_VWAP_Bounce" />
                    

                            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.0081_VWAP_Bounce --version 5.0.2

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: StockSharp.Strategies.0081_VWAP_Bounce, 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.0081_VWAP_Bounce@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.0081_VWAP_Bounce&version=5.0.2
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0081_VWAP_Bounce&version=5.0.2
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

VWAP Bounce Strategy (C# Version)

Volume Weighted Average Price (VWAP) is a popular intraday benchmark. When price deviates significantly from VWAP and then prints a candle back toward it, a brief reversion move often follows. This strategy trades those bounces.

Testing indicates an average annual return of about 130%. It performs best in the stocks market.

For each bar the current VWAP is computed. If a bullish candle closes below VWAP the system goes long; if a bearish candle closes above VWAP it goes short. A fixed stop-loss percentage manages risk, and positions are typically held only until an opposite signal forms or the stop is reached.

Because it fades intraday extremes, the method works best in range‑bound markets rather than strong trends.

Details

Entry Criteria: Close below VWAP with bullish candle or above VWAP with bearish candle.
Long/Short: Both.
Exit Criteria: Opposite signal or stop-loss.
Stops: Yes, percentage based.
Default Values:
- CandleType = 5 minute
- StopLoss = 2%
Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: VWAP
- 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	213	8/7/2025
5.0.1	39	7/19/2025
5.0.0	81	7/11/2025

Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90