Volatility Adjusted Moving Average (C#). StockSharp

Author: StockSharp
N: 1398
v5.0.2 (6/9/2026)
Downloads: 1382

This technique modifies a moving average band by a multiple of ATR. When price moves beyond the adjusted band, it indicates an accelerated trend. Long trades are opened above the upper band, shorts below the lower band. A cross back through the baseline moving average closes the position. Because the bands expand with volatility, stops adapt to market conditions.

  • Entry Criteria: Price breaks above or below MA ± ATR multiplier.

  • Long/Short: Both directions.

  • Exit Criteria: Price crosses MA or stop.

  • Stops: Yes.

  • Default Values:

  • MAPeriod = 20

  • ATRPeriod = 14

  • ATRMultiplier = 2.0m

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

  • Category: Trend

  • Direction: Both

  • Indicators: MA, ATR

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Intraday

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium