StockSharp.Strategies.0105_False_Breakout_Trap.py
5.0.0
Prefix Reserved
See the version list below for details.
dotnet add package StockSharp.Strategies.0105_False_Breakout_Trap.py --version 5.0.0
NuGet\Install-Package StockSharp.Strategies.0105_False_Breakout_Trap.py -Version 5.0.0
<PackageReference Include="StockSharp.Strategies.0105_False_Breakout_Trap.py" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0105_False_Breakout_Trap.py" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0105_False_Breakout_Trap.py" />
paket add StockSharp.Strategies.0105_False_Breakout_Trap.py --version 5.0.0
#r "nuget: StockSharp.Strategies.0105_False_Breakout_Trap.py, 5.0.0"
#:package StockSharp.Strategies.0105_False_Breakout_Trap.py@5.0.0
#addin nuget:?package=StockSharp.Strategies.0105_False_Breakout_Trap.py&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0105_False_Breakout_Trap.py&version=5.0.0
False Breakout Trap Strategy (Python Version)
The False Breakout Trap aims to capitalize on breaks that fail to hold beyond key support or resistance. Traders often jump into a breakout only to see price quickly reverse, leaving them trapped.
This strategy waits for that failure, entering in the opposite direction once price closes back inside the range.
Stop placement is tight, just beyond the failed breakout level, ensuring losses stay small if the reversal doesn't materialize.
Details
- Entry Criteria: indicator signal
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType
= 15 minuteStopLoss
= 2%
- Filters:
- Category: Reversal
- Direction: Both
- Indicators: Price Action
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk level: Medium
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.