stocksharp.strategies.0028_zscore 5.0.0

Prefix Reserved
There is a newer version of this package available.
See the version list below for details. 
dotnet add package stocksharp.strategies.0028_zscore --version 5.0.0
                    


                    

                
NuGet\Install-Package stocksharp.strategies.0028_zscore -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.0028_zscore" 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.0028_zscore" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="stocksharp.strategies.0028_zscore" />
                    


                            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.0028_zscore --version 5.0.0
                    


                    

                
#r "nuget: stocksharp.strategies.0028_zscore, 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.0028_zscore@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.0028_zscore&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=stocksharp.strategies.0028_zscore&version=5.0.0
                    


                            Install as a Cake Tool

ZScore

Strategy based on Z-Score indicator for mean reversion trading

ZScore measures price deviation from a moving average. Extreme high or low z-scores suggest overextension and prompt trades in the opposite direction. The trade ends when the z-score normalizes.

Z-Score is a flexible filter because it can be scaled to any time series. Using a volatility-adjusted exit helps the system adapt to changing market conditions.

Details

  • Entry Criteria: Signals based on MA, ZScore.
  • Long/Short: Both directions.
  • Exit Criteria: Opposite signal or stop.
  • Stops: Yes.
  • Default Values:
    • ZScoreEntryThreshold = 2.0m
    • ZScoreExitThreshold = 0.0m
    • MAPeriod = 20
    • StdDevPeriod = 20
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: MA, ZScore
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday (5m)
    • 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.

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NuGet packages

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Version Downloads Last Updated
5.0.2 221 8/7/2025
5.0.1 71 7/19/2025
5.0.0 93 7/11/2025