StockSharp.Strategies.0172_Bollinger_Williams_R
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0172_Bollinger_Williams_R --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0172_Bollinger_Williams_R -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0172_Bollinger_Williams_R" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0172_Bollinger_Williams_R" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0172_Bollinger_Williams_R" />
paket add StockSharp.Strategies.0172_Bollinger_Williams_R --version 5.0.2
#r "nuget: StockSharp.Strategies.0172_Bollinger_Williams_R, 5.0.2"
#:package StockSharp.Strategies.0172_Bollinger_Williams_R@5.0.2
#addin nuget:?package=StockSharp.Strategies.0172_Bollinger_Williams_R&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0172_Bollinger_Williams_R&version=5.0.2
Bollinger Williams R Strategy (C# Version)
Strategy based on Bollinger Bands and Williams %R indicators. Enters long when price is at lower band and Williams %R is oversold (< -80) Enters short when price is at upper band and Williams %R is overbought (> -20)
Testing indicates an average annual return of about 103%. It performs best in the stocks market.
Bollinger bands expose volatility breakouts and Williams %R ensures momentum is extreme. Positions open when price closes outside a band with a matching Williams %R reading.
Best for volatility expansion traders. ATR stops handle adverse turns.
Details
- Entry Criteria:
- Long:
Close < LowerBand && WilliamsR < -80
- Short:
Close > UpperBand && WilliamsR > -20
- Long:
- Long/Short: Both
- Exit Criteria: Price returns to middle band
- Stops: ATR-based using
AtrMultiplier
- Default Values:
BollingerPeriod
= 20BollingerDeviation
= 2.0mWilliamsRPeriod
= 14AtrPeriod
= 14AtrMultiplier
= 2.0mCandleType
= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: Bollinger Bands, Williams %R, R
- 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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