StockSharp.Strategies.0107_Upthrust_Reversal.py
5.0.0
Prefix Reserved
dotnet add package StockSharp.Strategies.0107_Upthrust_Reversal.py --version 5.0.0
NuGet\Install-Package StockSharp.Strategies.0107_Upthrust_Reversal.py -Version 5.0.0
<PackageReference Include="StockSharp.Strategies.0107_Upthrust_Reversal.py" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0107_Upthrust_Reversal.py" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0107_Upthrust_Reversal.py" />
paket add StockSharp.Strategies.0107_Upthrust_Reversal.py --version 5.0.0
#r "nuget: StockSharp.Strategies.0107_Upthrust_Reversal.py, 5.0.0"
#:package StockSharp.Strategies.0107_Upthrust_Reversal.py@5.0.0
#addin nuget:?package=StockSharp.Strategies.0107_Upthrust_Reversal.py&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0107_Upthrust_Reversal.py&version=5.0.0
Upthrust Reversal Strategy (Python Version)
Upthrust Reversal is the bearish companion to the spring and occurs when price briefly breaks above resistance but quickly falls back. The move flushes out late buyers before reversing lower.
This strategy sells short once price drops back under the breakout level, expecting supply to overwhelm demand.
A stop just above the upthrust high manages risk and positions exit if price recovers above that level.
Details
- Entry Criteria: indicator signal
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType
= 15 minuteStopLoss
= 2%
- Filters:
- Category: Reversal
- Direction: Both
- Indicators: Wyckoff
- 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.
GitHub repositories
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Version | Downloads | Last Updated |
---|---|---|
5.0.0 | 21 | 7/19/2025 |