StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py" />
paket add StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py --version 5.0.2
#r "nuget: StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py, 5.0.2"
#:package StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py@5.0.2
#addin nuget:?package=StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0319_Bollinger_K-Means_Cluster.py&version=5.0.2
Bollinger K-Means Cluster (Python Version)
The Bollinger K-Means Cluster strategy is built around Bollinger K-Means Cluster.
Signals trigger when Bollinger confirms trend changes on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like BollingerLength, BollingerDeviation. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
BollingerLength = 20
BollingerDeviation = 2.0m
CandleType = TimeSpan.FromMinutes(5).TimeFrame()
KMeansHistoryLength = 50
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Bollinger
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- 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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