StockSharp.Strategies.0039_HV_Breakout.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0039_HV_Breakout.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0039_HV_Breakout.py -Version 5.0.1
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.0039_HV_Breakout.py" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0039_HV_Breakout.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0039_HV_Breakout.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.0039_HV_Breakout.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0039_HV_Breakout.py, 5.0.1"
#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.0039_HV_Breakout.py@5.0.1
#: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.0039_HV_Breakout.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0039_HV_Breakout.py&version=5.0.1
                    


                            Install as a Cake Tool

Historical Volatility Breakout (Python Version)

This breakout method uses historical volatility to set dynamic thresholds. When price moves beyond a reference level by more than the current volatility, it indicates a potential trend.

Testing indicates an average annual return of about 154%. It performs best in the stocks market.

The strategy compares price to levels derived from standard deviation and a simple moving average. Breakouts above or below those levels trigger trades.

Exits occur when price crosses back through the moving average or the stop hits.

Details

  • Entry Criteria: Price breaks above or below HV-based level.
  • Long/Short: Both directions.
  • Exit Criteria: Price crosses MA or stop.
  • Stops: Yes.
  • Default Values:
    • HvPeriod = 20
    • MAPeriod = 20
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: HV, 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
5.0.1 212 8/7/2025
5.0.0 37 7/19/2025

Move reset logic to OnReseted in initial strategies