StockSharp.Strategies.0029_MA_Deviation.py
5.0.0
Prefix Reserved
dotnet add package StockSharp.Strategies.0029_MA_Deviation.py --version 5.0.0
NuGet\Install-Package StockSharp.Strategies.0029_MA_Deviation.py -Version 5.0.0
<PackageReference Include="StockSharp.Strategies.0029_MA_Deviation.py" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0029_MA_Deviation.py" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0029_MA_Deviation.py" />
paket add StockSharp.Strategies.0029_MA_Deviation.py --version 5.0.0
#r "nuget: StockSharp.Strategies.0029_MA_Deviation.py, 5.0.0"
#:package StockSharp.Strategies.0029_MA_Deviation.py@5.0.0
#addin nuget:?package=StockSharp.Strategies.0029_MA_Deviation.py&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0029_MA_Deviation.py&version=5.0.0
MA Deviation (Python Version)
Strategy that trades when price deviates significantly from its moving average
MA Deviation enters when price deviates a set percentage from its moving average, anticipating a return to the mean. The position is exited when price converges back toward the average.
Deviation thresholds can be widened or narrowed depending on volatility. Using ATR for position sizing keeps risk consistent across markets.
Details
- Entry Criteria: Signals based on MA, ATR.
- Long/Short: Both directions.
- Exit Criteria: Opposite signal or stop.
- Stops: Yes.
- Default Values:
MAPeriod
= 20DeviationPercent
= 5mAtrPeriod
= 14AtrMultiplier
= 2.0mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Trend
- Direction: Both
- Indicators: MA, ATR
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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
This package is not used by any popular GitHub repositories.
Version | Downloads | Last Updated |
---|---|---|
5.0.0 | 93 | 7/19/2025 |