StockSharp.Strategies.0122_January_Effect.py 5.0.0

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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
                    
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.0122_January_Effect.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.0122_January_Effect.py" Version="5.0.0" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0122_January_Effect.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.0122_January_Effect.py --version 5.0.0
                    
#r "nuget: StockSharp.Strategies.0122_January_Effect.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.0122_January_Effect.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.0122_January_Effect.py&version=5.0.0
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0122_January_Effect.py&version=5.0.0
                    
Install as a Cake Tool

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 minute
    • StopLoss = 2%
  • Filters:
    • Category: Seasonality
    • Direction: Both
    • Indicators: Seasonality
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: Yes
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
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Learn more about Target Frameworks and .NET Standard.

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Version Downloads Last Updated
5.0.0 38 7/19/2025