StockSharp.Strategies.0112_CCI_Failure_Swing 5.0.2

Prefix Reserved 
dotnet add package StockSharp.Strategies.0112_CCI_Failure_Swing --version 5.0.2
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0112_CCI_Failure_Swing -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.0112_CCI_Failure_Swing" 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.0112_CCI_Failure_Swing" Version="5.0.2" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0112_CCI_Failure_Swing" />
                    


                            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.0112_CCI_Failure_Swing --version 5.0.2
                    


                    

                
#r "nuget: StockSharp.Strategies.0112_CCI_Failure_Swing, 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.0112_CCI_Failure_Swing@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.0112_CCI_Failure_Swing&version=5.0.2
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0112_CCI_Failure_Swing&version=5.0.2
                    


                            Install as a Cake Tool

CCI Failure Swing Strategy (C# Version)

The CCI Failure Swing is based on the Commodity Channel Index forming a lower high above +100 or a higher low below -100. This inability to make a new extreme often signals the end of the prior trend.

Testing indicates an average annual return of about 73%. It performs best in the crypto market.

The strategy goes long when CCI holds above -100 and turns up, or short when it fails near +100 and turns down.

A percent stop keeps risk small and trades exit if the CCI crosses back through the previous swing level.

Details

  • Entry Criteria: indicator signal
  • Long/Short: Both
  • Exit Criteria: stop-loss or opposite signal
  • Stops: Yes, percent based
  • Default Values:
    • CandleType = 15 minute
    • StopLoss = 2%
  • Filters:
    • Category: Reversal
    • Direction: Both
    • Indicators: CCI
    • 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
5.0.2 252 8/7/2025
5.0.1 100 7/19/2025
5.0.0 116 7/11/2025

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