StockSharp.Strategies.0386_Paired_Switching.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0386_Paired_Switching.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0386_Paired_Switching.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.0386_Paired_Switching.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.0386_Paired_Switching.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0386_Paired_Switching.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.0386_Paired_Switching.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0386_Paired_Switching.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.0386_Paired_Switching.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.0386_Paired_Switching.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0386_Paired_Switching.py&version=5.0.0
                    


                            Install as a Cake Tool

Paired Switching Strategy (Python Version)

This quarterly strategy switches between two ETFs, always holding the one with the higher prior-quarter return. On the first trading day of each quarter the trailing 63-day performance of both funds is compared and the entire portfolio is allocated to the leader.

Daily candles drive the calculations and trades are executed with market orders. The approach aims to capture relative strength between closely related ETFs.

Details

  • Instruments: two user-specified ETFs.
  • Signal: compare prior-quarter total returns.
  • Rebalance: first trading day of each quarter.
  • Positioning: fully invested in the better-performing ETF.
  • Risk control: no trade if order value below MinTradeUsd.
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
5.0.0 225 8/7/2025

fixes.