StockSharp.Strategies.0120_First_Day_of_Month 5.0.1

Prefix Reserved
dotnet add package StockSharp.Strategies.0120_First_Day_of_Month --version 5.0.1
                    
NuGet\Install-Package StockSharp.Strategies.0120_First_Day_of_Month -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.0120_First_Day_of_Month" 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.0120_First_Day_of_Month" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0120_First_Day_of_Month" />
                    
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.0120_First_Day_of_Month --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0120_First_Day_of_Month, 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.0120_First_Day_of_Month@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.0120_First_Day_of_Month&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0120_First_Day_of_Month&version=5.0.1
                    
Install as a Cake Tool

First Day of Month Strategy (C# Version)

Many markets exhibit a bullish bias on the first trading day of the month as new capital flows into funds. Traders attempt to front-run this effect by buying at the prior month's close or early in the session.

The strategy enters long at the start of the month and exits before the second day begins, capturing the typical influx of buying.

A small stop protects against downside surprises if the expected strength fails to appear.

Details

  • Entry Criteria: calendar effect triggers
  • Long/Short: Both
  • Exit Criteria: stop-loss or opposite signal
  • Stops: Yes, percent based
  • Default Values:
    • CandleType = 15 minute
    • StopLoss = 2%
  • Filters:
    • Category: Seasonality
    • Direction: Both
    • Indicators: Seasonality
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: Yes
    • 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.

GitHub repositories

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Version Downloads Last Updated
5.0.1 510 7/19/2025
5.0.0 492 7/11/2025