Bollinger Divergence (C#). StockSharp

Author: StockSharp
N: 2096
v5.0.0 (6/9/2026)
Downloads: 549

Bollinger Divergence hunts for extremes where price pierces a band yet the opposite band begins to contract. This divergence between price momentum and volatility often precedes a snap back toward the middle of the range. A long signal appears when a candle closes beneath the lower band while the upper band narrows by at least a set percentage. For shorts the pattern is mirrored around the upper band. Positions target a quick move back to the middle Bollinger line with an optional fixed take‑profit. The setup performs best in range‑bound markets or after a volatility spike begins to fade. The CandlePercent parameter controls how much the opposite band must contract before a trade is allowed, helping avoid whipsaws during strong trends.

  • Data: Price candles.

  • Entry Criteria:

  • Long: Close below lower band AND upper band contracts by CandlePercent.

  • Short: Close above upper band AND lower band contracts by CandlePercent. [*]Exit Criteria:

  • Return to middle band OR take profit percentage. []Stops: No hard stop; relies on take profit or manual exit. []Default Values:

  • BBLength = 20

  • BBMultiplier = 2.0

  • CandlePercent = 30

  • TakeProfit = 5 [*]Filters:

  • Category: Mean reversion

  • Direction: Long & Short

  • Indicators: Bollinger Bands

  • Complexity: Simple

  • Risk level: Medium