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
                    
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.0130_Lunch_Break_Fade.py" Version="5.0.1" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0130_Lunch_Break_Fade.py" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0130_Lunch_Break_Fade.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.0130_Lunch_Break_Fade.py --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0130_Lunch_Break_Fade.py, 5.0.1"
                    
#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.0130_Lunch_Break_Fade.py@5.0.1
                    
#: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.0130_Lunch_Break_Fade.py&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0130_Lunch_Break_Fade.py&version=5.0.1
                    
Install as a Cake Tool

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 minute
    • StopLoss = 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
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
5.0.1 220 8/7/2025
5.0.0 59 7/19/2025

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