stocksharp.strategies.0036_atr_expansion
5.0.0
Prefix Reserved
See the version list below for details.
dotnet add package stocksharp.strategies.0036_atr_expansion --version 5.0.0
NuGet\Install-Package stocksharp.strategies.0036_atr_expansion -Version 5.0.0
<PackageReference Include="stocksharp.strategies.0036_atr_expansion" Version="5.0.0" />
<PackageVersion Include="stocksharp.strategies.0036_atr_expansion" Version="5.0.0" />
<PackageReference Include="stocksharp.strategies.0036_atr_expansion" />
paket add stocksharp.strategies.0036_atr_expansion --version 5.0.0
#r "nuget: stocksharp.strategies.0036_atr_expansion, 5.0.0"
#:package stocksharp.strategies.0036_atr_expansion@5.0.0
#addin nuget:?package=stocksharp.strategies.0036_atr_expansion&version=5.0.0
#tool nuget:?package=stocksharp.strategies.0036_atr_expansion&version=5.0.0
ATR Expansion Breakout
This strategy follows bursts of volatility using the Average True Range. When ATR is rising compared to the previous bar and price trades relative to a moving average, it looks to ride the breakout.
Expansion of ATR implies a strong move is underway. Entries align with the direction of price relative to the moving average, while contractions in volatility trigger exits.
Stops are set using an ATR multiple to let trades breathe during high volatility.
Details
- Entry Criteria: ATR increasing and price above/below MA.
- Long/Short: Both directions.
- Exit Criteria: ATR contracts or stop is hit.
- Stops: Yes.
- Default Values:
AtrPeriod
= 14MAPeriod
= 20AtrMultiplier
= 2.0mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: ATR, MA
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday
- 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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