StockSharp.Strategies.0326_VWAP_Stochastic_Divergence.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0326_VWAP_Stochastic_Divergence.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0326_VWAP_Stochastic_Divergence.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.0326_VWAP_Stochastic_Divergence.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.0326_VWAP_Stochastic_Divergence.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0326_VWAP_Stochastic_Divergence.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.0326_VWAP_Stochastic_Divergence.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0326_VWAP_Stochastic_Divergence.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.0326_VWAP_Stochastic_Divergence.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.0326_VWAP_Stochastic_Divergence.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0326_VWAP_Stochastic_Divergence.py&version=5.0.1
                    


                            Install as a Cake Tool

VWAP Stochastic Divergence (Python Version)

The VWAP Stochastic Divergence strategy is built around combining VWAP with ADX trend strength indicator.

Testing indicates an average annual return of about 79%. It performs best in the stocks market.

Signals trigger when Stochastic confirms divergence setups on intraday (5m) data. This makes the method suitable for active traders.

Stops rely on ATR multiples and factors like AdxPeriod, AdxThreshold. 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:
    • AdxPeriod = 14
    • AdxThreshold = 25m
    • AdxExitThreshold = 20m
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Trend following
    • Direction: Both
    • Indicators: Stochastic, Divergence
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday (5m)
    • Seasonality: No
    • Neural Networks: No
    • Divergence: Yes
    • 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
5.0.1 213 8/7/2025
5.0.0 292 7/20/2025

Reset strategy state in OnReseted for 324-326
Fix C# indentation and move remaining strategy resets