Stochastic Failure Swing Strategy (Python). StockSharp

Author: StockSharp
N: 1539
v5.0.0 (7/23/2025)
Downloads: 13

The Stochastic Failure Swing monitors the oscillator for a lower high above 80 or a higher low below 20.
When the indicator fails to reach a new extreme and then reverses, it often signals a trend shift.
The strategy buys when a higher low forms below 20 and %K crosses back above %D, or sells when a lower high occurs above 80 and %K crosses under.
Trades employ a small percent stop and close when the stochastic crosses back through the prior swing level.

  • 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: Reversal
    • Direction: Both
    • Indicators: Stochastic
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium