StockSharp.Strategies.0375_January_Barometer.py 5.0.0

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dotnet add package StockSharp.Strategies.0375_January_Barometer.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0375_January_Barometer.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.0375_January_Barometer.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.0375_January_Barometer.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0375_January_Barometer.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.0375_January_Barometer.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0375_January_Barometer.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.0375_January_Barometer.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.0375_January_Barometer.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0375_January_Barometer.py&version=5.0.0
                    


                            Install as a Cake Tool

January Barometer Strategy (Python Version)

The January Barometer states that the market’s performance in January sets the tone for the remainder of the year. This strategy invests in an equity ETF for the rest of the year only if January closes higher; otherwise it stays in a cash proxy. The allocation decision is made once per year and held until year end.

On the first trading day of February the algorithm measures the total return of the equity ETF during January. If the return is positive and the order value exceeds the minimum threshold, it buys the equity ETF and holds it through December. If January was negative, it holds the cash ETF instead. The process repeats each year.

Details

  • Entry Criteria:
    • On the first trading day of February calculate the total January return of EquityETF.
    • Buy EquityETF if the return is positive and order size >= MinTradeUsd; otherwise hold CashETF.
  • Long/Short: Long equities or cash only.
  • Exit Criteria: Close the equity position on the last trading day of the year.
  • Stops: None.
  • Default Values:
    • EquityETF – ETF representing the equity market.
    • CashETF – cash proxy ETF.
    • CandleType = 1 day.
    • MinTradeUsd – minimum trade value.
  • Filters:
    • Category: Seasonal.
    • Direction: Long only.
    • Timeframe: Long‑term.
    • Rebalance: Annually.
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Version Downloads Last Updated
5.0.0 211 8/7/2025

fixes.