StockSharp.Strategies.0147_Bollinger_Volume.py
v5.0.0Latest Stable
Any Framework
Bollinger Volume Strategy (Python)
Published
Jul 19, 2025
1y ago
Total Downloads
549
549
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dotnet add package StockSharp.Strategies.0147_Bollinger_Volume.py --version 5.0.0
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README
Bollinger Volume Strategy (Python Version)
Strategy that uses Bollinger Bands breakouts with volume confirmation. Enters positions when price breaks above/below Bollinger Bands with increased volume.
Bollinger bands show volatility expansion and volume confirms the breakout. Positions are taken when price closes outside a band with strong activity.
Suited for breakout players expecting continuation. A stop based on ATR keeps losses manageable.
Details
- Entry Criteria:
- Long:
Close > UpperBand && Volume > AvgVolume * VolumeMultiplier - Short:
Close < LowerBand && Volume > AvgVolume * VolumeMultiplier
- Long:
- Long/Short: Both
- Exit Criteria:
- Price returns to middle band
- Stops: ATR-based using
StopLossAtr - Default Values:
BollingerPeriod= 20BollingerDeviation= 2.0mVolumePeriod= 20VolumeMultiplier= 1.5mStopLossAtr= 2.0mAtrPeriod= 14CandleType= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: Bollinger Bands, Volume
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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