StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter" />
paket add StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter --version 5.0.2
#r "nuget: StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter, 5.0.2"
#:package StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter@5.0.2
#addin nuget:?package=StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0337_Adaptive_RSI_Volume_Filter&version=5.0.2
Adaptive RSI Volume Filter (C# Version)
The Adaptive RSI Volume Filter strategy is built around that trades based on Adaptive RSI with volume confirmation.
Testing indicates an average annual return of about 106%. It performs best in the stocks market.
Signals trigger when its indicators confirms filtered entries on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like MinRsiPeriod, MaxRsiPeriod. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
MinRsiPeriod = 10MaxRsiPeriod = 20AtrPeriod = 14VolumeLookback = 20CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: multiple indicators
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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.
fixes
Reset state in OnReseted for remaining strategies