StockSharp.Strategies.0296_Z-Score_Volume_Filter.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0296_Z-Score_Volume_Filter.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0296_Z-Score_Volume_Filter.py -Version 5.0.0
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.0296_Z-Score_Volume_Filter.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0296_Z-Score_Volume_Filter.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0296_Z-Score_Volume_Filter.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.0296_Z-Score_Volume_Filter.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0296_Z-Score_Volume_Filter.py, 5.0.0"
#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.0296_Z-Score_Volume_Filter.py@5.0.0
#: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.0296_Z-Score_Volume_Filter.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0296_Z-Score_Volume_Filter.py&version=5.0.0
                    


                            Install as a Cake Tool

Z-Score Volume Filter (Python Version)

The Z-Score Volume Filter strategy uses the Z-Score alongside volatility filters. It enters trades only when specified conditions align.

Signals require the indicator to surpass a threshold while volatility meets predefined criteria. Positions can be long or short with built-in stops.

Designed for traders who value risk control, the strategy exits as soon as the indicator mean reverts or volatility shifts. Initial setting LookbackPeriod = 20.

Details

  • Entry Criteria: Indicator crosses back toward mean.
  • Long/Short: Both directions.
  • Exit Criteria: Indicator reverts to average.
  • Stops: Yes.
  • Default Values:
    • LookbackPeriod = 20
    • ZScoreThreshold = 2.0m
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: Z-Score
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Short-term
    • 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

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Version Downloads Last Updated
5.0.0 291 7/20/2025