StockSharp.Strategies.0221_Bollinger_Band_Squeeze.py 5.0.1

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dotnet add package StockSharp.Strategies.0221_Bollinger_Band_Squeeze.py --version 5.0.1

NuGet\Install-Package StockSharp.Strategies.0221_Bollinger_Band_Squeeze.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.0221_Bollinger_Band_Squeeze.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.0221_Bollinger_Band_Squeeze.py" Version="5.0.1" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0221_Bollinger_Band_Squeeze.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.0221_Bollinger_Band_Squeeze.py --version 5.0.1

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#r "nuget: StockSharp.Strategies.0221_Bollinger_Band_Squeeze.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.0221_Bollinger_Band_Squeeze.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.0221_Bollinger_Band_Squeeze.py&version=5.0.1
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0221_Bollinger_Band_Squeeze.py&version=5.0.1
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Bollinger Band Squeeze Strategy (Python Version)

This setup monitors the width of the Bollinger Bands to detect periods of low volatility. When the bands contract relative to their recent average, it signals a potential volatility expansion is near.

Testing indicates an average annual return of about 100%. It performs best in the forex market.

Once a squeeze is identified, the strategy waits for price to break outside the bands. A close above the upper band initiates a long, while a close below the lower band opens a short. The trade is closed if price returns toward the middle of the bands or if a stop-loss is triggered.

The method targets traders who like to trade volatility breakouts rather than trend continuation. Using the band width as a filter helps avoid false signals during choppy conditions.

Details

Entry Criteria:
- Long: Band width < average width && Close > upper band
- Short: Band width < average width && Close < lower band
Long/Short: Both sides.
Exit Criteria:
- Long: Exit when price drops back inside the bands
- Short: Exit when price rises back inside the bands
Stops: Yes, typically at 2*ATR.
Default Values:
- BollingerPeriod = 20
- BollingerMultiplier = 2.0m
- LookbackPeriod = 20
- CandleType = TimeSpan.FromMinutes(5)
Filters:
- Category: Breakout
- Direction: Both
- Indicators: Bollinger Bands
- 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.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

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Version	Downloads	Last Updated
5.0.1	216	8/7/2025
5.0.0	298	7/20/2025

Move state resets to OnReseted for strategies 224-227