StockSharp.Strategies.0129_Overnight_Gap
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0129_Overnight_Gap --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0129_Overnight_Gap -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0129_Overnight_Gap" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0129_Overnight_Gap" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0129_Overnight_Gap" />
paket add StockSharp.Strategies.0129_Overnight_Gap --version 5.0.2
#r "nuget: StockSharp.Strategies.0129_Overnight_Gap, 5.0.2"
#:package StockSharp.Strategies.0129_Overnight_Gap@5.0.2
#addin nuget:?package=StockSharp.Strategies.0129_Overnight_Gap&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0129_Overnight_Gap&version=5.0.2
Overnight Gap Strategy (C# Version)
Overnight Gap plays the open when price gaps significantly from the prior close due to news or after-hours activity. Large gaps often retrace partially as traders digest the move.
Testing indicates an average annual return of about 124%. It performs best in the forex market.
The strategy fades excessive gaps, entering in the opposite direction shortly after the open and closing before the session ends.
Stops are based on a percentage beyond the gap extremes to manage risk if the move continues.
Details
- Entry Criteria: indicator signal
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType= 15 minuteStopLoss= 2%
- Filters:
- Category: Gap
- Direction: Both
- Indicators: Gap
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- 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.
Add reset handlers for overlooked strategies