StockSharp.Strategies.0248_Stochastic_Breakout
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0248_Stochastic_Breakout --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0248_Stochastic_Breakout -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0248_Stochastic_Breakout" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0248_Stochastic_Breakout" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0248_Stochastic_Breakout" />
paket add StockSharp.Strategies.0248_Stochastic_Breakout --version 5.0.2
#r "nuget: StockSharp.Strategies.0248_Stochastic_Breakout, 5.0.2"
#:package StockSharp.Strategies.0248_Stochastic_Breakout@5.0.2
#addin nuget:?package=StockSharp.Strategies.0248_Stochastic_Breakout&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0248_Stochastic_Breakout&version=5.0.2
Stochastic Breakout Strategy (C# Version)
This breakout approach monitors the Stochastic oscillator for sharp moves away from its recent average. When the %K line breaks above or below a volatility-adjusted threshold, it signals a burst of momentum that may start a trend.
Testing indicates an average annual return of about 181%. It performs best in the crypto market.
A long position is triggered when %K crosses above the upper threshold after a period of contraction. A short position is taken when %K breaks below the lower threshold. The trade is closed when the oscillator drifts back toward its average or hits a protective stop.
The strategy is designed for intraday traders who want early entry into momentum swings. Using volatility-based bands helps filter noise so only decisive moves create signals.
Details
- Entry Criteria:
- Long: %K > Avg + DeviationMultiplier * StdDev
- Short: %K < Avg - DeviationMultiplier * StdDev
- Long/Short: Both sides.
- Exit Criteria:
- Long: Exit when %K < Avg
- Short: Exit when %K > Avg
- Stops: Yes, percent stop-loss.
- Default Values:
StochasticPeriod
= 14KPeriod
= 3DPeriod
= 3LookbackPeriod
= 20DeviationMultiplier
= 2.0mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: Stochastic Oscillator
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
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Refactor strategy reset handling