StockSharp.Strategies.0122_January_Effect.py
5.0.0
Prefix Reserved
dotnet add package StockSharp.Strategies.0122_January_Effect.py --version 5.0.0
NuGet\Install-Package StockSharp.Strategies.0122_January_Effect.py -Version 5.0.0
<PackageReference Include="StockSharp.Strategies.0122_January_Effect.py" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0122_January_Effect.py" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0122_January_Effect.py" />
paket add StockSharp.Strategies.0122_January_Effect.py --version 5.0.0
#r "nuget: StockSharp.Strategies.0122_January_Effect.py, 5.0.0"
#:package StockSharp.Strategies.0122_January_Effect.py@5.0.0
#addin nuget:?package=StockSharp.Strategies.0122_January_Effect.py&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0122_January_Effect.py&version=5.0.0
January Effect Strategy (Python Version)
The January Effect observes that small-cap stocks often outperform early in the year, possibly due to tax-loss selling in December. Traders attempt to capture this tendency by buying in late December and selling after the first few weeks of January.
The strategy follows that schedule, entering near year-end and exiting mid-January.
A stop-loss ensures losses stay manageable if the effect fails to appear.
Details
- Entry Criteria: calendar effect triggers
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType
= 15 minuteStopLoss
= 2%
- Filters:
- Category: Seasonality
- Direction: Both
- Indicators: Seasonality
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: Yes
- Neural networks: No
- Divergence: No
- Risk level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
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Version | Downloads | Last Updated |
---|---|---|
5.0.0 | 38 | 7/19/2025 |