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CCI Put Call Ratio Divergence (C#)
Published
Aug 7, 2025
1y ago
Total Downloads
2.1K
2,107
Install
dotnet add package StockSharp.Strategies.0350_CCI_Put_Call_Ratio_Divergence --version 5.0.2
No framework information available.
README
CCI Put Call Ratio Divergence (C# Version)
The CCI Put Call Ratio Divergence strategy is built around CCI Put Call Ratio Divergence.
Testing indicates an average annual return of about 133%. It performs best in the crypto market.
Signals trigger when Divergence confirms divergence setups on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like CciPeriod, AtrMultiplier. 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 = 20AtrMultiplier = 2mCandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Divergence
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: Yes
- Risk Level: Medium
Changes from Previous Version
No structural changes between v5.0.1 and v5.0.2.
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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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