StockSharp.Strategies.0098_Gap_Fill_Reversal.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0098_Gap_Fill_Reversal.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0098_Gap_Fill_Reversal.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.0098_Gap_Fill_Reversal.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.0098_Gap_Fill_Reversal.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0098_Gap_Fill_Reversal.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.0098_Gap_Fill_Reversal.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0098_Gap_Fill_Reversal.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.0098_Gap_Fill_Reversal.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.0098_Gap_Fill_Reversal.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0098_Gap_Fill_Reversal.py&version=5.0.1
                    


                            Install as a Cake Tool

Gap Fill Reversal Strategy (Python Version)

Gap Fill Reversal takes advantage of overnight gaps that quickly retrace during the next session. When price gaps away from the prior close but immediately moves back to fill that void, it often signals an exhaustion of the initial move.

Testing indicates an average annual return of about 181%. It performs best in the crypto market.

The strategy enters once the gap is fully closed and looks for a reversal in the opposite direction of the open. It aims to capture the snap back that occurs as trapped traders exit their positions.

A percent-based stop defines the risk and positions close when momentum fades or the stop is hit.

Details

  • Entry Criteria: pattern match
  • Long/Short: Both
  • Exit Criteria: stop-loss or opposite signal
  • Stops: Yes, percent based
  • Default Values:
    • CandleType = 15 minute
    • StopLoss = 2%
  • Filters:
    • Category: Pattern
    • Direction: Both
    • Indicators: Gap
    • 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
5.0.1 220 8/7/2025
5.0.0 43 7/19/2025

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