StockSharp.Strategies.0359_Consistent_Momentum.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0359_Consistent_Momentum.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0359_Consistent_Momentum.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.0359_Consistent_Momentum.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.0359_Consistent_Momentum.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0359_Consistent_Momentum.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.0359_Consistent_Momentum.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0359_Consistent_Momentum.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.0359_Consistent_Momentum.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.0359_Consistent_Momentum.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0359_Consistent_Momentum.py&version=5.0.0
                    


                            Install as a Cake Tool

Consistent Momentum Strategy (Python Version)

The Consistent Momentum strategy selects instruments that exhibit strong momentum across two time windows and rebalances the portfolio monthly. It holds each tranche for a fixed number of months and allocates capital equally to long and short baskets.

Details

  • Entry Criteria: On the first trading day of each month, go long on securities in the top decile of both momentum measures and short the bottom decile.
  • Long/Short: Both directions.
  • Exit Criteria: Positions are closed after the holding period expires or when rebalancing occurs.
  • Stops: No explicit stop logic; position size is based on dollar allocation.
  • Default Values:
    • LookbackDays = 7 * 21
    • HoldingMonths = 6
    • MinTradeUsd = 50
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
  • Filters:
    • Category: Momentum
    • Direction: Both
    • Indicators: Price momentum
    • Stops: No
    • Complexity: Advanced
    • Timeframe: Daily
    • Seasonality: No
    • 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

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Version Downloads Last Updated
5.0.0 168 8/7/2025

fixes.