StockSharp.Strategies.0165_VWAP_CCI 5.0.2

Prefix Reserved

dotnet add package StockSharp.Strategies.0165_VWAP_CCI --version 5.0.2

NuGet\Install-Package StockSharp.Strategies.0165_VWAP_CCI -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.0165_VWAP_CCI" 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.0165_VWAP_CCI" Version="5.0.2" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0165_VWAP_CCI" />
                    

                            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.0165_VWAP_CCI --version 5.0.2

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: StockSharp.Strategies.0165_VWAP_CCI, 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.0165_VWAP_CCI@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.0165_VWAP_CCI&version=5.0.2
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0165_VWAP_CCI&version=5.0.2
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Vwap Cci Strategy (C# Version)

Implementation of strategy - VWAP + CCI. Buy when price is below VWAP and CCI is below -100 (oversold). Sell when price is above VWAP and CCI is above 100 (overbought).

Testing indicates an average annual return of about 82%. It performs best in the stocks market.

VWAP acts as a value benchmark, and CCI highlights momentum moves away from it. Entries favor strong CCI readings relative to VWAP.

Designed for day traders focusing on VWAP interaction. ATR stops help maintain discipline.

Details

Entry Criteria:
- Long: Close < VWAP && CCI < CciOversold
- Short: Close > VWAP && CCI > CciOverbought
Long/Short: Both
Exit Criteria:
- Price crosses back through VWAP
Stops: Percent-based using StopLoss
Default Values:
- CciPeriod = 20
- CciOversold = -100m
- CciOverbought = 100m
- StopLoss = new Unit(2, UnitTypes.Percent)
- CandleType = TimeSpan.FromMinutes(5).TimeFrame()
Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: VWAP, CCI
- 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
5.0.2	162	8/7/2025
5.0.1	25	7/19/2025
5.0.0	57	7/11/2025

Use tabs for C# strategy resets