StockSharp.Strategies.0052_Volume_Divergence.py 5.0.0

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dotnet add package StockSharp.Strategies.0052_Volume_Divergence.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0052_Volume_Divergence.py -Version 5.0.0
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<PackageReference Include="StockSharp.Strategies.0052_Volume_Divergence.py" Version="5.0.0" />
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<PackageVersion Include="StockSharp.Strategies.0052_Volume_Divergence.py" Version="5.0.0" />
                    


                            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 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0052_Volume_Divergence.py, 5.0.0"
#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@5.0.0
#: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=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0052_Volume_Divergence.py&version=5.0.0
                    


                            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.

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
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Version Downloads Last Updated
5.0.1 225 8/7/2025
5.0.0 79 7/19/2025