Stochastic Dynamic Zones (Python)

The Stochastic Dynamic Zones strategy is built around Stochastic Oscillator with Dynamic Overbought/Oversold Zones. Signals trigger when Stochastic confirms trend changes on intraday (5m) data. This m...

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NuGet 5.0.1 Install-Package StockSharp.Strategies.0315_Stochastic_Dynamic_Zones.py -Version 5.0.1
Stochastic Dynamic Zones (Python)

The Stochastic Dynamic Zones strategy is built around Stochastic Oscillator with Dynamic Overbought/Oversold Zones. Signals trigger when Stochastic confirms trend changes on intraday (5m) data. This makes the method suitable for active traders. Stops rely on ATR multiples and factors like StochPeriod, StochKPeriod. Adjust these defaults to balance risk and reward.

  • 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:

  • StochPeriod = 14

  • StochKPeriod = 3

  • StochDPeriod = 3

  • LookbackPeriod = 20

  • StandardDeviationFactor = 2.0m

  • CandleType = TimeSpan.FromMinutes(5).TimeFrame() [*]Filters:

  • Category: Trend following

  • Direction: Both

  • Indicators: Stochastic

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Intraday (5m)

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium

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