StockSharp.Strategies.0400_Smart_Factors_Momentum_Market 5.0.0

Prefix Reserved
dotnet add package StockSharp.Strategies.0400_Smart_Factors_Momentum_Market --version 5.0.0
                    
NuGet\Install-Package StockSharp.Strategies.0400_Smart_Factors_Momentum_Market -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.0400_Smart_Factors_Momentum_Market" 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.0400_Smart_Factors_Momentum_Market" Version="5.0.0" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0400_Smart_Factors_Momentum_Market" />
                    
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.0400_Smart_Factors_Momentum_Market --version 5.0.0
                    
#r "nuget: StockSharp.Strategies.0400_Smart_Factors_Momentum_Market, 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.0400_Smart_Factors_Momentum_Market@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.0400_Smart_Factors_Momentum_Market&version=5.0.0
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0400_Smart_Factors_Momentum_Market&version=5.0.0
                    
Install as a Cake Tool

Smart Factors Momentum Market (C# Version)

The Smart Factors Momentum Market strategy blends multiple equity factors with a broad market trend filter. The system goes long the market only when both the momentum factor basket and the overall index show positive trends, and exits to cash otherwise.

Details

  • Entry Criteria: Composite factor momentum and market trend confirmation.
  • Long/Short: Long only.
  • Exit Criteria: Exit when factor momentum or market trend turns negative.
  • Stops: No explicit stop.
  • Default Values:
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
  • Filters:
    • Category: Momentum
    • Direction: Long
    • Indicators: Multiple
    • Stops: No
    • Complexity: Intermediate
    • Timeframe: Medium-term
    • 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

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
5.0.0 230 8/7/2025

fixes