StockSharp.Strategies.0098_Gap_Fill_Reversal.py
5.0.0
Prefix Reserved
See the version list below for details.
dotnet add package StockSharp.Strategies.0098_Gap_Fill_Reversal.py --version 5.0.0
NuGet\Install-Package StockSharp.Strategies.0098_Gap_Fill_Reversal.py -Version 5.0.0
<PackageReference Include="StockSharp.Strategies.0098_Gap_Fill_Reversal.py" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0098_Gap_Fill_Reversal.py" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0098_Gap_Fill_Reversal.py" />
paket add StockSharp.Strategies.0098_Gap_Fill_Reversal.py --version 5.0.0
#r "nuget: StockSharp.Strategies.0098_Gap_Fill_Reversal.py, 5.0.0"
#:package StockSharp.Strategies.0098_Gap_Fill_Reversal.py@5.0.0
#addin nuget:?package=StockSharp.Strategies.0098_Gap_Fill_Reversal.py&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0098_Gap_Fill_Reversal.py&version=5.0.0
Gap Fill Reversal Strategy (Python Version)
Gap Fill Reversal takes advantage of overnight gaps that quickly retrace during the next session. When price gaps away from the prior close but immediately moves back to fill that void, it often signals an exhaustion of the initial move.
The strategy enters once the gap is fully closed and looks for a reversal in the opposite direction of the open. It aims to capture the snap back that occurs as trapped traders exit their positions.
A percent-based stop defines the risk and positions close when momentum fades or the stop is hit.
Details
- Entry Criteria: pattern match
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType
= 15 minuteStopLoss
= 2%
- Filters:
- Category: Pattern
- Direction: Both
- Indicators: Gap
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
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