StockSharp.Strategies.0068_CCI_Divergence.py 5.0.1

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dotnet add package StockSharp.Strategies.0068_CCI_Divergence.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0068_CCI_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.0068_CCI_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.0068_CCI_Divergence.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0068_CCI_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.0068_CCI_Divergence.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0068_CCI_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.0068_CCI_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.0068_CCI_Divergence.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0068_CCI_Divergence.py&version=5.0.1
                    


                            Install as a Cake Tool

CCI Divergence Strategy (Python Version)

Commodity Channel Index divergences can foreshadow trend reversals when price moves in the opposite direction of the indicator. This strategy compares swing highs and lows in price to those of the CCI to identify hidden strength or weakness.

Testing indicates an average annual return of about 91%. It performs best in the stocks market.

On each candle the system updates recent price and CCI values, flagging bullish divergence when price makes a new low while CCI forms a higher low. Bearish divergence is the opposite. When a divergence aligns with oversold or overbought levels, a trade is opened with a volatility stop.

Exits occur when the CCI crosses back through the zero line, signaling the impulse has played out. Because divergences can persist, the rules also reset after a fixed number of bars to avoid stale signals.

Details

  • Entry Criteria: Price/CCI divergence with CCI below -100 for longs or above +100 for shorts.
  • Long/Short: Both.
  • Exit Criteria: CCI crossing zero or stop-loss.
  • Stops: Yes, percentage based.
  • Default Values:
    • CciPeriod = 20
    • DivergencePeriod = 5
    • OverboughtLevel = 100
    • OversoldLevel = -100
    • CandleType = 15 minute
    • StopLossPercent = 2
  • Filters:
    • Category: Divergence
    • Direction: Both
    • Indicators: CCI
    • Stops: Yes
    • Complexity: Advanced
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: Yes
    • Risk level: Medium
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Version Downloads Last Updated
5.0.1 220 8/7/2025
5.0.0 65 7/19/2025

refactor: move state reset to OnReseted