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CCI Volatility Filter More info on web site https://stocksharp.com/store/
Published
Jul 11, 2025
1y ago
Total Downloads
2.1K
2,107
Install
dotnet add package StockSharp.Strategies.0317_CCI_Volatility_Filter --version 5.0.0
No framework information available.
README
CCI Volatility Filter
The CCI Volatility Filter strategy is built around CCI with Volatility Filter.
Signals trigger when its indicators confirms filtered entries on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like CciPeriod, AtrPeriod. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
CciPeriod = 20AtrPeriod = 14CciOversold = -100mCciOverbought = 100mCandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: multiple indicators
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Adoption Assessment
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No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
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