StockSharp.Strategies.0247_RSI_Breakout 5.0.2

Prefix Reserved
dotnet add package StockSharp.Strategies.0247_RSI_Breakout --version 5.0.2
                    
NuGet\Install-Package StockSharp.Strategies.0247_RSI_Breakout -Version 5.0.2
                    
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.0247_RSI_Breakout" Version="5.0.2" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0247_RSI_Breakout" Version="5.0.2" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0247_RSI_Breakout" />
                    
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.0247_RSI_Breakout --version 5.0.2
                    
#r "nuget: StockSharp.Strategies.0247_RSI_Breakout, 5.0.2"
                    
#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.0247_RSI_Breakout@5.0.2
                    
#: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.0247_RSI_Breakout&version=5.0.2
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0247_RSI_Breakout&version=5.0.2
                    
Install as a Cake Tool

RSI Breakout Strategy (C# Version)

The RSI Breakout strategy looks for momentum bursts when the Relative Strength Index pushes beyond its typical range. By measuring RSI deviations from its moving average, the system aims to catch new trends as they begin.

Testing indicates an average annual return of about 88%. It performs best in the stocks market.

A long position is opened when RSI closes above the average plus Multiplier times the standard deviation. A short position is taken when RSI falls below the average minus that multiplier. Positions are closed once RSI crosses back through its average value.

Momentum traders may find this approach useful for identifying early breakouts while still maintaining defined exit levels. A stop-loss percentage protects against sudden reversals.

Details

  • Entry Criteria:
    • Long: RSI > Avg + Multiplier * StdDev
    • Short: RSI < Avg - Multiplier * StdDev
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when RSI < Avg
    • Short: Exit when RSI > Avg
  • Stops: Yes, percent stop-loss.
  • Default Values:
    • RsiPeriod = 14
    • AveragePeriod = 20
    • Multiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: RSI
    • 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
5.0.2 253 8/7/2025
5.0.1 352 7/20/2025
5.0.0 117 7/11/2025

Refactor strategy reset handling