StockSharp.Strategies.0084_ATR_Exhaustion 5.0.2

Prefix Reserved 
dotnet add package StockSharp.Strategies.0084_ATR_Exhaustion --version 5.0.2
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0084_ATR_Exhaustion -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.0084_ATR_Exhaustion" 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.0084_ATR_Exhaustion" Version="5.0.2" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0084_ATR_Exhaustion" />
                    


                            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.0084_ATR_Exhaustion --version 5.0.2
                    


                    

                
#r "nuget: StockSharp.Strategies.0084_ATR_Exhaustion, 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.0084_ATR_Exhaustion@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.0084_ATR_Exhaustion&version=5.0.2
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0084_ATR_Exhaustion&version=5.0.2
                    


                            Install as a Cake Tool

ATR Exhaustion Strategy (C# Version)

A sudden surge in Average True Range indicates expanding volatility that can quickly fade. This strategy looks for ATR readings that spike above a moving average by a configurable multiplier. When coupled with a reversal candle it aims to capture the subsequent contraction.

Testing indicates an average annual return of about 139%. It performs best in the stocks market.

Each bar updates ATR and its own average. If ATR exceeds the average by the multiplier and the candle closes opposite the prior move, a trade is opened. The stop-loss uses an ATR multiple as well, anchoring risk to current volatility levels.

Positions typically rely on the stop for exit, seeking a swift retracement after the volatility burst subsides.

Details

  • Entry Criteria: ATR spike above average with reversal candle.
  • Long/Short: Both.
  • Exit Criteria: Stop-loss.
  • Stops: Yes, ATR based.
  • Default Values:
    • AtrPeriod = 14
    • AtrAvgPeriod = 20
    • AtrMultiplier = 1.5
    • MaPeriod = 20
    • StopLoss = 2%
    • CandleType = 5 minute
  • Filters:
    • Category: Reversal
    • Direction: Both
    • Indicators: ATR, MA
    • Stops: Yes
    • Complexity: Intermediate
    • 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

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Version Downloads Last Updated
5.0.2 223 8/7/2025
5.0.1 67 7/19/2025
5.0.0 89 7/11/2025

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