StockSharp.Strategies.0130_Lunch_Break_Fade.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0130_Lunch_Break_Fade.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0130_Lunch_Break_Fade.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0130_Lunch_Break_Fade.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0130_Lunch_Break_Fade.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0130_Lunch_Break_Fade.py" />
paket add StockSharp.Strategies.0130_Lunch_Break_Fade.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0130_Lunch_Break_Fade.py, 5.0.1"
#:package StockSharp.Strategies.0130_Lunch_Break_Fade.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0130_Lunch_Break_Fade.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0130_Lunch_Break_Fade.py&version=5.0.1
Lunch Break Fade Strategy (Python Version)
Lunch Break Fade targets reversals that develop during the slow midday period. After the morning session, trends often pause or pull back as volume dries up around lunchtime.
Testing indicates an average annual return of about 127%. It performs best in the stocks market.
The strategy fades the morning move around noon, entering counter to the prevailing direction and covering before volume returns.
A percent stop manages risk if the trend resumes instead of fading.
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.
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