StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py -Version 5.0.1
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py, 5.0.1"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py@5.0.1
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0051_Volume_Weighted_Price_Breakout.py&version=5.0.1
                    


                            Install as a Cake Tool

Volume Weighted Price Breakout (Python Version)

This strategy combines a moving average with a volume‑weighted moving average (VWMA). When price trades above the VWMA, it suggests buyers are dominant. A breakout occurs when price crosses the VWMA from the opposite side.

Testing indicates an average annual return of about 40%. It performs best in the crypto market.

Trades align with the VWMA direction and use the simple moving average as a higher‑level trend filter. Exits occur when price reverses relative to the moving average.

The goal is to capture breakouts supported by volume.

Details

  • Entry Criteria: Price above or below VWMA with MA confirmation.
  • Long/Short: Both directions.
  • Exit Criteria: Price crosses MA in opposite direction or stop.
  • Stops: Yes.
  • Default Values:
    • MAPeriod = 20
    • VWAPPeriod = 20
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: VWMA, MA
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.1 251 8/7/2025
5.0.0 98 7/19/2025

style: align C# strategies with tabs