StockSharp.Strategies.0052_Volume_Divergence.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0052_Volume_Divergence.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0052_Volume_Divergence.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.0052_Volume_Divergence.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.0052_Volume_Divergence.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0052_Volume_Divergence.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.0052_Volume_Divergence.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0052_Volume_Divergence.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.0052_Volume_Divergence.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.0052_Volume_Divergence.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0052_Volume_Divergence.py&version=5.0.1
                    


                            Install as a Cake Tool

Volume Divergence (Python Version)

Volume Divergence looks for discrepancies between price movement and trading volume. If price falls but volume increases, it may signal accumulation; if price rises with strong volume, it may signal distribution.

Testing indicates an average annual return of about 43%. It performs best in the stocks market.

The strategy enters long when falling prices are accompanied by rising volume, and enters short when rising prices pair with heavy volume. Exits rely on a moving average crossover.

This approach attempts to trade against unsustainable moves.

Details

  • Entry Criteria: Price and volume moving in opposite directions.
  • Long/Short: Both directions.
  • Exit Criteria: Price crosses MA or stop.
  • Stops: Yes.
  • Default Values:
    • MAPeriod = 20
    • ATRPeriod = 14
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Divergence
    • Direction: Both
    • Indicators: Volume, MA
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural Networks: No
    • Divergence: Yes
    • 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.

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Version Downloads Last Updated
5.0.1 164 8/7/2025
5.0.0 24 7/19/2025

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