StockSharp.Strategies.0413_Bollinger_Divergence.py 5.0.0

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dotnet add package StockSharp.Strategies.0413_Bollinger_Divergence.py --version 5.0.0
                    
NuGet\Install-Package StockSharp.Strategies.0413_Bollinger_Divergence.py -Version 5.0.0
                    
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.0413_Bollinger_Divergence.py" Version="5.0.0" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0413_Bollinger_Divergence.py" Version="5.0.0" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0413_Bollinger_Divergence.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.0413_Bollinger_Divergence.py --version 5.0.0
                    
#r "nuget: StockSharp.Strategies.0413_Bollinger_Divergence.py, 5.0.0"
                    
#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.0413_Bollinger_Divergence.py@5.0.0
                    
#: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.0413_Bollinger_Divergence.py&version=5.0.0
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0413_Bollinger_Divergence.py&version=5.0.0
                    
Install as a Cake Tool

Bollinger Divergence (Python Version)

Bollinger Divergence hunts for extremes where price pierces a band yet the opposite band begins to contract. This divergence between price momentum and volatility often precedes a snap back toward the middle of the range.

A long signal appears when a candle closes beneath the lower band while the upper band narrows by at least a set percentage. For shorts the pattern is mirrored around the upper band. Positions target a quick move back to the middle Bollinger line with an optional fixed take‑profit.

The setup performs best in range‑bound markets or after a volatility spike begins to fade. The CandlePercent parameter controls how much the opposite band must contract before a trade is allowed, helping avoid whipsaws during strong trends.

Details

  • Data: Price candles.
  • Entry Criteria:
    • Long: Close below lower band AND upper band contracts by CandlePercent.
    • Short: Close above upper band AND lower band contracts by CandlePercent.
  • Exit Criteria:
    • Return to middle band OR take profit percentage.
  • Stops: No hard stop; relies on take profit or manual exit.
  • Default Values:
    • BBLength = 20
    • BBMultiplier = 2.0
    • CandlePercent = 30
    • TakeProfit = 5
  • Filters:
    • Category: Mean reversion
    • Direction: Long & Short
    • Indicators: Bollinger Bands
    • Complexity: Simple
    • Risk level: Medium
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Version Downloads Last Updated
5.0.0 221 8/7/2025

fixes.