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
<PackageReference Include="StockSharp.Strategies.0040_ATR_Trailing" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0040_ATR_Trailing" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0040_ATR_Trailing" />
paket add StockSharp.Strategies.0040_ATR_Trailing --version 5.0.2
#r "nuget: StockSharp.Strategies.0040_ATR_Trailing, 5.0.2"
#:package StockSharp.Strategies.0040_ATR_Trailing@5.0.2
#addin nuget:?package=StockSharp.Strategies.0040_ATR_Trailing&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0040_ATR_Trailing&version=5.0.2
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= 14AtrMultiplier= 3.0mMAPeriod= 20CandleType= 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
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.
Move reset logic to OnReseted in initial strategies