StockSharp.Strategies.0445_Strategy_Tester 5.0.0

Prefix Reserved
dotnet add package StockSharp.Strategies.0445_Strategy_Tester --version 5.0.0
                    
NuGet\Install-Package StockSharp.Strategies.0445_Strategy_Tester -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.0445_Strategy_Tester" 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.0445_Strategy_Tester" Version="5.0.0" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0445_Strategy_Tester" />
                    
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.0445_Strategy_Tester --version 5.0.0
                    
#r "nuget: StockSharp.Strategies.0445_Strategy_Tester, 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.0445_Strategy_Tester@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.0445_Strategy_Tester&version=5.0.0
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0445_Strategy_Tester&version=5.0.0
                    
Install as a Cake Tool

Strategy Tester Sample Strategy (C# Version)

This example illustrates how momentum and trend strength can be combined to form a basic discretionary system. A linear regression slope measures short term momentum while the Average Directional Index gauges the persistence of a move. Two independent rules trigger entries: a momentum pivot accompanied by a drop in ADX, or a new ADX high with momentum turning up from negative values.

The strategy is intentionally simple and focuses on long positions. It is meant as a template for testing ideas such as ATR‑based risk levels and optional exit controls. Developers can expand the exit logic or add stop‑loss handling to turn it into a full trading model.

Details

  • Entry Criteria:
    • Momentum pivot high and ADX declining.
    • ADX pivot high with momentum rising from below zero.
  • Long/Short: Long only by default.
  • Exit Criteria:
    • Momentum pivot high (if momentum exit is enabled).
    • Custom strategy exit placeholder.
  • Stops: None; ATR values are available for external use.
  • Default Values:
    • Momentum length = 20, DI length = 14.
    • ADX key level = 25, ATR length = 14.
  • Filters:
    • Category: Momentum
    • Direction: Long
    • Indicators: Linear Regression, ADX, ATR
    • Stops: No
    • Complexity: Low
    • Timeframe: Short/medium
    • Seasonality: No
    • Neural networks: No
    • Divergence: Yes (momentum pivots)
    • 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.

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Version Downloads Last Updated
5.0.0 650 8/7/2025