StockSharp.Strategies.0150_VWAP_Stochastic 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0150_VWAP_Stochastic --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0150_VWAP_Stochastic -Version 5.0.1
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.0150_VWAP_Stochastic" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0150_VWAP_Stochastic" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0150_VWAP_Stochastic" />
                    


                            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.0150_VWAP_Stochastic --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0150_VWAP_Stochastic, 5.0.1"
#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.0150_VWAP_Stochastic@5.0.1
#: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.0150_VWAP_Stochastic&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0150_VWAP_Stochastic&version=5.0.1
                    


                            Install as a Cake Tool

Vwap Stochastic Strategy (C# Version)

Strategy combining VWAP and Stochastic indicators. Buys when price is below VWAP and Stochastic is oversold. Sells when price is above VWAP and Stochastic is overbought.

VWAP marks the average trading level and Stochastic shows overbought or oversold conditions. Longs trigger below VWAP with a rising oscillator, shorts above VWAP with a falling one.

Day traders watching intraday value levels may benefit from this style. Stops are placed using an ATR multiple.

Details

  • Entry Criteria:
    • Long: Close < VWAP && StochK < OversoldLevel
    • Short: Close > VWAP && StochK > OverboughtLevel
  • Long/Short: Both
  • Exit Criteria:
    • Long: Close > VWAP
    • Short: Close < VWAP
  • Stops: Percent-based using StopLossPercent
  • Default Values:
    • StochPeriod = 14
    • StochKPeriod = 3
    • StochDPeriod = 3
    • OverboughtLevel = 80m
    • OversoldLevel = 20m
    • StopLossPercent = 2m
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: VWAP, Stochastic Oscillator
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • 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
5.0.1 18 7/19/2025
5.0.0 64 7/11/2025