StockSharp.Strategies.0403_Term_Structure_Commodities 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0403_Term_Structure_Commodities --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0403_Term_Structure_Commodities -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.0403_Term_Structure_Commodities" 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.0403_Term_Structure_Commodities" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0403_Term_Structure_Commodities" />
                    


                            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.0403_Term_Structure_Commodities --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0403_Term_Structure_Commodities, 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.0403_Term_Structure_Commodities@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.0403_Term_Structure_Commodities&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0403_Term_Structure_Commodities&version=5.0.0
                    


                            Install as a Cake Tool

Term Structure Commodities (C# Version)

The strategy trades the slope of commodity futures curves. It buys contracts in backwardation and sells those in contango, betting on mean reversion in the term structure.

Each month the system ranks futures by carry, going long the strongest backwardation and short the steepest contango. Positions roll prior to expiry.

Details

  • Data: Front and deferred futures prices.
  • Entry: Long top carry commodities, short bottom carry.
  • Exit: Roll on contract expiration or if carry flips sign.
  • Instruments: Commodity futures.
  • Risk: Equal dollar weighting with stop on adverse carry change.
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.

GitHub repositories

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Version Downloads Last Updated
5.0.0 162 8/7/2025

fixes