StockSharp.Strategies.0413_Bollinger_Divergence.py
5.0.0
Prefix Reserved
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
<PackageReference Include="StockSharp.Strategies.0413_Bollinger_Divergence.py" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0413_Bollinger_Divergence.py" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0413_Bollinger_Divergence.py" />
paket add StockSharp.Strategies.0413_Bollinger_Divergence.py --version 5.0.0
#r "nuget: StockSharp.Strategies.0413_Bollinger_Divergence.py, 5.0.0"
#:package StockSharp.Strategies.0413_Bollinger_Divergence.py@5.0.0
#addin nuget:?package=StockSharp.Strategies.0413_Bollinger_Divergence.py&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0413_Bollinger_Divergence.py&version=5.0.0
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
.
- Long: Close below lower band AND upper band contracts by
- Exit Criteria:
- Return to middle band OR take profit percentage.
- Stops: No hard stop; relies on take profit or manual exit.
- Default Values:
BBLength
= 20BBMultiplier
= 2.0CandlePercent
= 30TakeProfit
= 5
- Filters:
- Category: Mean reversion
- Direction: Long & Short
- Indicators: Bollinger Bands
- Complexity: Simple
- 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
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Version | Downloads | Last Updated |
---|---|---|
5.0.0 | 221 | 8/7/2025 |
fixes.