StockSharp.Strategies.0036_ATR_Expansion.py 5.0.1

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dotnet add package StockSharp.Strategies.0036_ATR_Expansion.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0036_ATR_Expansion.py -Version 5.0.1
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0036_ATR_Expansion.py" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0036_ATR_Expansion.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0036_ATR_Expansion.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0036_ATR_Expansion.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0036_ATR_Expansion.py, 5.0.1"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0036_ATR_Expansion.py@5.0.1
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0036_ATR_Expansion.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0036_ATR_Expansion.py&version=5.0.1
                    


                            Install as a Cake Tool

ATR Expansion Breakout (Python Version)

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.

Testing indicates an average annual return of about 145%. It performs best in the crypto market.

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 = 14
    • MAPeriod = 20
    • AtrMultiplier = 2.0m
    • CandleType = 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
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

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Version Downloads Last Updated
5.0.1 216 8/7/2025
5.0.0 38 7/19/2025

Move reset logic to OnReseted in initial strategies