StockSharp.Strategies.0080_Pivot_Point_Reversal.py 5.0.1

Prefix Reserved
dotnet add package StockSharp.Strategies.0080_Pivot_Point_Reversal.py --version 5.0.1
                    
NuGet\Install-Package StockSharp.Strategies.0080_Pivot_Point_Reversal.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.0080_Pivot_Point_Reversal.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.0080_Pivot_Point_Reversal.py" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0080_Pivot_Point_Reversal.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.0080_Pivot_Point_Reversal.py --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0080_Pivot_Point_Reversal.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.0080_Pivot_Point_Reversal.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.0080_Pivot_Point_Reversal.py&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0080_Pivot_Point_Reversal.py&version=5.0.1
                    
Install as a Cake Tool

Pivot Point Reversal Strategy (Python Version)

Daily pivot points and their support and resistance levels often act as turning points for intraday price action. This strategy calculates the classic floor-trader pivots from the prior day's high, low and close, then looks for candles bouncing off S1 or R1.

Testing indicates an average annual return of about 127%. It performs best in the stocks market.

When price approaches support level S1 and forms a bullish candle, a long entry is taken. If price tests resistance level R1 and prints a bearish candle, a short is opened. Trades exit upon reaching the central pivot or if the protective stop is hit.

The method resets at the start of each trading day with new pivot calculations, making it well suited for sessions with clear intraday ranges.

Details

  • Entry Criteria: Bullish candle near S1 or bearish candle near R1.
  • Long/Short: Both.
  • Exit Criteria: Price crossing the central pivot or stop-loss.
  • Stops: Yes, percentage based.
  • Default Values:
    • CandleType = 5 minute
    • StopLossPercent = 2
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: Pivot Points
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: Yes
    • 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
5.0.1 162 8/7/2025
5.0.0 21 7/19/2025

Move state reset to OnReseted for strategies 71-80