StockSharp.Strategies.0082_Volume_Exhaustion.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0082_Volume_Exhaustion.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0082_Volume_Exhaustion.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.0082_Volume_Exhaustion.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.0082_Volume_Exhaustion.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0082_Volume_Exhaustion.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.0082_Volume_Exhaustion.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0082_Volume_Exhaustion.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.0082_Volume_Exhaustion.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.0082_Volume_Exhaustion.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0082_Volume_Exhaustion.py&version=5.0.1
                    


                            Install as a Cake Tool

Volume Exhaustion Strategy (Python Version)

Sharp spikes in volume often signal the end of a move as traders rush to exit or enter positions. This strategy measures current volume against an average to spot exhaustion. When combined with candle direction and a moving average filter it can pinpoint reversal entries.

Testing indicates an average annual return of about 133%. It performs best in the crypto market.

Each candle updates the average volume. If the new bar's volume exceeds this average by a set multiplier and the candle closes in the direction opposite the prevailing trend, the system enters a trade. A stop based on ATR protects the position.

The trade is typically exited via the stop-loss as the strategy anticipates a swift reversal following the volume burst.

Details

  • Entry Criteria: Volume spike above average with candle opposite the trend.
  • Long/Short: Both.
  • Exit Criteria: Stop-loss.
  • Stops: Yes, ATR based.
  • Default Values:
    • VolumePeriod = 20
    • VolumeMultiplier = 2.0
    • MAPeriod = 20
    • AtrMultiplier = 2 ATR
    • CandleType = 5 minute
  • Filters:
    • Category: Reversal
    • Direction: Both
    • Indicators: Volume, MA, ATR
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • 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.

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Version Downloads Last Updated
5.0.1 249 8/7/2025
5.0.0 81 7/19/2025

Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90