StockSharp.Strategies.0245_Momentum_Breakout.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0245_Momentum_Breakout.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0245_Momentum_Breakout.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.0245_Momentum_Breakout.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.0245_Momentum_Breakout.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0245_Momentum_Breakout.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.0245_Momentum_Breakout.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0245_Momentum_Breakout.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.0245_Momentum_Breakout.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.0245_Momentum_Breakout.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0245_Momentum_Breakout.py&version=5.0.1
                    


                            Install as a Cake Tool

Momentum Breakout Strategy (Python Version)

This breakout system looks for sudden surges in momentum relative to its historical average. When momentum readings exceed the average by a large margin, price may be starting a fast directional move.

Testing indicates an average annual return of about 82%. It performs best in the stocks market.

The strategy buys when momentum rises above the average plus Multiplier times its standard deviation. A short is initiated when momentum falls below the average minus the same multiplier. Positions are closed once momentum returns toward its mean.

Traders who enjoy fast moves may appreciate the clear rules for capturing bursts of strength. A stop-loss based on percentage of price protects against failed breakouts.

Details

  • Entry Criteria:
    • Long: Momentum > Avg + Multiplier * StdDev
    • Short: Momentum < Avg - Multiplier * StdDev
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when Momentum < Avg
    • Short: Exit when Momentum > Avg
  • Stops: Yes, percent stop-loss.
  • Default Values:
    • MomentumPeriod = 14
    • AveragePeriod = 20
    • Multiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: Momentum
    • 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

This package is not used by any NuGet packages.

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Version Downloads Last Updated
5.0.1 215 8/7/2025
5.0.0 293 7/20/2025

Refactor strategy reset handling