StockSharp.Strategies.0128_Midday_Reversal
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0128_Midday_Reversal --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0128_Midday_Reversal -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0128_Midday_Reversal" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0128_Midday_Reversal" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0128_Midday_Reversal" />
paket add StockSharp.Strategies.0128_Midday_Reversal --version 5.0.2
#r "nuget: StockSharp.Strategies.0128_Midday_Reversal, 5.0.2"
#:package StockSharp.Strategies.0128_Midday_Reversal@5.0.2
#addin nuget:?package=StockSharp.Strategies.0128_Midday_Reversal&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0128_Midday_Reversal&version=5.0.2
Midday Reversal Strategy (C# Version)
Midday Reversal seeks turning points that occur around lunchtime when morning trends often exhaust. Liquidity typically dries up mid-session, leading to reversals as traders square positions.
Testing indicates an average annual return of about 121%. It performs best in the crypto market.
The system monitors for a shift in momentum near midday and enters in the opposite direction of the morning move.
A percent stop controls risk and exits occur if the reversal fails to develop by the afternoon.
Details
- Entry Criteria: indicator signal
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType= 15 minuteStopLoss= 2%
- Filters:
- Category: Intraday
- Direction: Both
- Indicators: Price Action
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- 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
This package is not used by any popular GitHub repositories.
Add reset handlers for overlooked strategies