StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew" />
paket add StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew --version 5.0.2
#r "nuget: StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew, 5.0.2"
#:package StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew@5.0.2
#addin nuget:?package=StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0348_Stochastic_Implied_Volatility_Skew&version=5.0.2
Stochastic Implied Volatility Skew (C# Version)
The Stochastic Implied Volatility Skew strategy is built around Stochastic Implied Volatility Skew.
Signals trigger when Stochastic confirms trend changes on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like StochLength, StochK. 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:
StochLength = 14
StochK = 3
StochD = 3
IvPeriod = 20
StopLoss = 2m
CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Stochastic, Skew
- 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
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Refactor resets for strategies 342-344
Fix C# indentation and move remaining strategy resets