StockSharp.Strategies.0250_Williams_R_Breakout.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0250_Williams_R_Breakout.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0250_Williams_R_Breakout.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.0250_Williams_R_Breakout.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.0250_Williams_R_Breakout.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0250_Williams_R_Breakout.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.0250_Williams_R_Breakout.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0250_Williams_R_Breakout.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.0250_Williams_R_Breakout.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.0250_Williams_R_Breakout.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0250_Williams_R_Breakout.py&version=5.0.1
                    


                            Install as a Cake Tool

Williams R Breakout Strategy (Python Version)

This strategy seeks momentum bursts by watching Williams %R relative to its historical average. When the oscillator pushes far beyond typical readings, it may signal the start of a strong move.

Testing indicates an average annual return of about 91%. It performs best in the stocks market.

A long position is opened when %R climbs above the average plus Multiplier times an estimated standard deviation. A short position is taken when %R drops below the average minus the same multiplier. The trade closes once %R returns toward its average or a stop-loss is hit.

The approach caters to breakout traders who want early participation in emerging trends. Position risk is managed with a percentage stop based on the entry price.

Details

  • Entry Criteria:
    • Long: %R > Avg + Multiplier * StdDev
    • Short: %R < Avg - Multiplier * StdDev
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when %R < Avg
    • Short: Exit when %R > Avg
  • Stops: Yes, percent stop-loss.
  • Default Values:
    • WilliamsRPeriod = 14
    • AvgPeriod = 20
    • Multiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: Williams %R
    • 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.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.1 229 8/7/2025
5.0.0 340 7/20/2025

Refactor strategy reset handling