StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter" />
paket add StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter --version 5.0.2
#r "nuget: StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter, 5.0.2"
#:package StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter@5.0.2
#addin nuget:?package=StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0345_VWAP_Behavioral_Bias_Filter&version=5.0.2
VWAP Behavioral Bias Filter (C# Version)
The VWAP Behavioral Bias Filter strategy is built around VWAP Behavioral Bias Filter.
Testing indicates an average annual return of about 124%. It performs best in the forex market.
Signals trigger when Behavioral confirms filtered entries on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like BiasThreshold, BiasWindowSize. 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:
BiasThreshold = 0.5m
BiasWindowSize = 20
StopLoss = 2m
CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Behavioral, Bias
- 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.
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Fix C# indentation and move remaining strategy resets