StockSharp.Strategies.0162_Bollinger_CCI
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0162_Bollinger_CCI --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0162_Bollinger_CCI -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0162_Bollinger_CCI" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0162_Bollinger_CCI" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0162_Bollinger_CCI" />
paket add StockSharp.Strategies.0162_Bollinger_CCI --version 5.0.2
#r "nuget: StockSharp.Strategies.0162_Bollinger_CCI, 5.0.2"
#:package StockSharp.Strategies.0162_Bollinger_CCI@5.0.2
#addin nuget:?package=StockSharp.Strategies.0162_Bollinger_CCI&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0162_Bollinger_CCI&version=5.0.2
Bollinger Cci Strategy (C# Version)
Implementation of strategy - Bollinger Bands + CCI. Buy when price is below lower Bollinger Band and CCI is below -100 (oversold). Sell when price is above upper Bollinger Band and CCI is above 100 (overbought).
Testing indicates an average annual return of about 73%. It performs best in the crypto market.
Bollinger bands map volatility limits, and CCI measures the distance from the mean. Breaks beyond a band with CCI confirmation trigger trades.
Suitable for volatile markets where trends extend quickly. ATR stops are applied for safety.
Details
- Entry Criteria:
- Long:
Close < LowerBand && CCI < CciOversold
- Short:
Close > UpperBand && CCI > CciOverbought
- Long:
- Long/Short: Both
- Exit Criteria: Price returns to middle band
- Stops: ATR-based using
StopLoss
- Default Values:
BollingerPeriod
= 20BollingerDeviation
= 2.0mCciPeriod
= 20CciOversold
= -100mCciOverbought
= 100mStopLoss
= new Unit(2, UnitTypes.Absolute)CandleType
= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: Bollinger Bands, CCI
- 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.
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