StockSharp.Strategies.0040_ATR_Trailing 5.0.2

Prefix Reserved
dotnet add package StockSharp.Strategies.0040_ATR_Trailing --version 5.0.2
                    
NuGet\Install-Package StockSharp.Strategies.0040_ATR_Trailing -Version 5.0.2
                    
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.0040_ATR_Trailing" Version="5.0.2" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0040_ATR_Trailing" Version="5.0.2" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0040_ATR_Trailing" />
                    
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.0040_ATR_Trailing --version 5.0.2
                    
#r "nuget: StockSharp.Strategies.0040_ATR_Trailing, 5.0.2"
                    
#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.0040_ATR_Trailing@5.0.2
                    
#: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.0040_ATR_Trailing&version=5.0.2
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0040_ATR_Trailing&version=5.0.2
                    
Install as a Cake Tool

ATR Trailing Stops (C# Version)

ATR Trailing uses an average true range multiple to trail stops behind open positions. Entries occur when price crosses a moving average, and the trailing stop adjusts with volatility.

Testing indicates an average annual return of about 157%. It performs best in the crypto market.

As price advances, the stop ratchets up (or down) based on the latest ATR reading, never retreating. This locks in gains as the trend persists.

Exits happen when the trailing stop is triggered or when price crosses back through the moving average.

Details

  • Entry Criteria: Price above or below MA.
  • Long/Short: Both directions.
  • Exit Criteria: Trailing stop hit or price crosses MA.
  • Stops: Yes.
  • Default Values:
    • AtrPeriod = 14
    • AtrMultiplier = 3.0m
    • MAPeriod = 20
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Trend
    • Direction: Both
    • Indicators: ATR, MA
    • Stops: Yes
    • Complexity: Intermediate
    • 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.

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.

Version Downloads Last Updated
5.0.2 552 8/7/2025
5.0.1 363 7/19/2025
5.0.0 400 7/11/2025

Move reset logic to OnReseted in initial strategies