StockSharp.Strategies.0075_OBV_Divergence.py 5.0.1

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dotnet add package StockSharp.Strategies.0075_OBV_Divergence.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0075_OBV_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.0075_OBV_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.0075_OBV_Divergence.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0075_OBV_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.0075_OBV_Divergence.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0075_OBV_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.0075_OBV_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.0075_OBV_Divergence.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0075_OBV_Divergence.py&version=5.0.1
                    


                            Install as a Cake Tool

OBV Divergence Strategy (Python Version)

On-Balance Volume tracks cumulative trading volume with the idea that volume precedes price. When price forms a new high but OBV fails to confirm—or vice versa—a reversal may be brewing. This strategy uses that divergence to fade unsustainable moves.

Testing indicates an average annual return of about 112%. It performs best in the forex market.

For each candle OBV is updated and compared with the prior reading. A bullish signal emerges if price makes a lower low while OBV prints a higher low. A bearish signal occurs when price rallies to a higher high but OBV lags. A moving average provides an exit point, while a percentage stop keeps losses controlled.

The approach attempts to capture mean reversion following volume exhaustion and often holds trades only until price crosses back over the average line.

Details

  • Entry Criteria: Price/OBV divergence.
  • Long/Short: Both.
  • Exit Criteria: Price crossing moving average or stop-loss.
  • Stops: Yes, percentage based.
  • Default Values:
    • DivergencePeriod = 5
    • MAPeriod = 20
    • CandleType = 5 minute
    • StopLossPercent = 2
  • Filters:
    • Category: Divergence
    • Direction: Both
    • Indicators: OBV, 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
5.0.1 217 8/7/2025
5.0.0 36 7/19/2025

Move state reset to OnReseted for strategies 71-80