StockSharp.Strategies.0147_Bollinger_Volume
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0147_Bollinger_Volume --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0147_Bollinger_Volume -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0147_Bollinger_Volume" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0147_Bollinger_Volume" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0147_Bollinger_Volume" />
paket add StockSharp.Strategies.0147_Bollinger_Volume --version 5.0.2
#r "nuget: StockSharp.Strategies.0147_Bollinger_Volume, 5.0.2"
#:package StockSharp.Strategies.0147_Bollinger_Volume@5.0.2
#addin nuget:?package=StockSharp.Strategies.0147_Bollinger_Volume&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0147_Bollinger_Volume&version=5.0.2
Bollinger Volume Strategy (C# Version)
Strategy that uses Bollinger Bands breakouts with volume confirmation. Enters positions when price breaks above/below Bollinger Bands with increased volume.
Testing indicates an average annual return of about 178%. It performs best in the stocks market.
Bollinger bands show volatility expansion and volume confirms the breakout. Positions are taken when price closes outside a band with strong activity.
Suited for breakout players expecting continuation. A stop based on ATR keeps losses manageable.
Details
- Entry Criteria:
- Long:
Close > UpperBand && Volume > AvgVolume * VolumeMultiplier - Short:
Close < LowerBand && Volume > AvgVolume * VolumeMultiplier
- Long:
- Long/Short: Both
- Exit Criteria:
- Price returns to middle band
- Stops: ATR-based using
StopLossAtr - Default Values:
BollingerPeriod= 20BollingerDeviation= 2.0mVolumePeriod= 20VolumeMultiplier= 1.5mStopLossAtr= 2.0mAtrPeriod= 14CandleType= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: Bollinger Bands, Volume
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- 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
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