StockSharp.Strategies.0163_RSI_Williams_R 5.0.2

Prefix Reserved
dotnet add package StockSharp.Strategies.0163_RSI_Williams_R --version 5.0.2
                    
NuGet\Install-Package StockSharp.Strategies.0163_RSI_Williams_R -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.0163_RSI_Williams_R" 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.0163_RSI_Williams_R" Version="5.0.2" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0163_RSI_Williams_R" />
                    
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.0163_RSI_Williams_R --version 5.0.2
                    
#r "nuget: StockSharp.Strategies.0163_RSI_Williams_R, 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.0163_RSI_Williams_R@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.0163_RSI_Williams_R&version=5.0.2
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0163_RSI_Williams_R&version=5.0.2
                    
Install as a Cake Tool

Rsi Williams R Strategy (C# Version)

Implementation of strategy - RSI + Williams %R. Buy when RSI is below 30 and Williams %R is below -80 (double oversold condition). Sell when RSI is above 70 and Williams %R is above -20 (double overbought condition).

Testing indicates an average annual return of about 76%. It performs best in the forex market.

RSI outlines the overall momentum, while Williams %R gives a quicker signal of reversal. Trades act on agreement between the two oscillators.

Good for active traders chasing short swings. ATR-based stops are employed.

Details

  • Entry Criteria:
    • Long: RSI < RsiOversold && WilliamsR < WilliamsROversold
    • Short: RSI > RsiOverbought && WilliamsR > WilliamsROverbought
  • Long/Short: Both
  • Exit Criteria:
    • RSI returns to neutral zone
  • Stops: Percent-based using StopLoss
  • Default Values:
    • RsiPeriod = 14
    • RsiOversold = 30m
    • RsiOverbought = 70m
    • WilliamsRPeriod = 14
    • WilliamsROversold = -80m
    • WilliamsROverbought = -20m
    • StopLoss = new Unit(2, UnitTypes.Percent)
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: RSI, Williams %R, R
    • 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

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Version Downloads Last Updated
5.0.2 214 8/7/2025
5.0.1 37 7/19/2025
5.0.0 79 7/11/2025

Use tabs for C# strategy resets