Volume Climax Reversal Strategy (C#)
Volume Climax Reversal seeks turning points marked by extremely high volume after a strong trend. Such climactic spikes suggest exhaustion as the last buyers or sellers rush in before momentum fades. ...
Install-Package StockSharp.Strategies.0115_Volume_Climax_Reversal -Version 5.0.1
Volume Climax Reversal seeks turning points marked by extremely high volume after a strong trend. Such climactic spikes suggest exhaustion as the last buyers or sellers rush in before momentum fades. The strategy enters against the prior move once a large volume bar closes and price begins to retrace. A tight percent stop protects the position, and trades exit if volume fails to drop off or price continues in the original direction.
Entry Criteria: indicator signal
Long/Short: Both
Exit Criteria: stop-loss or opposite signal
Stops: Yes, percent based
Default Values:
CandleType = 15 minute
StopLoss = 2% [*]Filters:
Category: Volume
Direction: Both
Indicators: Volume
Stops: Yes
Complexity: Intermediate
Timeframe: Intraday
Seasonality: No
Neural networks: No
Divergence: No
Risk level: Medium