StockSharp.Strategies.0047_OBV_Breakout 5.0.2

Prefix Reserved 
dotnet add package StockSharp.Strategies.0047_OBV_Breakout --version 5.0.2
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0047_OBV_Breakout -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.0047_OBV_Breakout" 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.0047_OBV_Breakout" Version="5.0.2" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0047_OBV_Breakout" />
                    


                            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.0047_OBV_Breakout --version 5.0.2
                    


                    

                
#r "nuget: StockSharp.Strategies.0047_OBV_Breakout, 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.0047_OBV_Breakout@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.0047_OBV_Breakout&version=5.0.2
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0047_OBV_Breakout&version=5.0.2
                    


                            Install as a Cake Tool

OBV Breakout (C# Version)

On-Balance Volume (OBV) tracks buying and selling pressure by accumulating volume. This strategy looks for OBV to break above a high or below a low over the lookback window while price confirms the move.

Testing indicates an average annual return of about 178%. It performs best in the stocks market.

A breakout in OBV suggests strong interest. The system goes long if OBV exceeds its previous maximum, or short if it breaks the minimum. Crossing the OBV moving average signals an exit.

This combines volume momentum with price action.

Details

  • Entry Criteria: OBV surpasses highest or lowest value in lookback period.
  • Long/Short: Both directions.
  • Exit Criteria: OBV crosses its MA or stop.
  • Stops: Yes.
  • Default Values:
    • LookbackPeriod = 20
    • OBVMAPeriod = 20
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: OBV, 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

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Version Downloads Last Updated
5.0.2 637 8/7/2025
5.0.1 444 7/19/2025
5.0.0 464 7/11/2025

Move reset logic to OnReseted in initial strategies