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End of Month Strength Strategy (C#)
Published
Jul 19, 2025
1y ago
Total Downloads
1.2K
1,170
Install
dotnet add package StockSharp.Strategies.0119_End_of_Month_Strength --version 5.0.1
No framework information available.
README
End of Month Strength Strategy (C# Version)
End of Month Strength observes that equities often rally during the last few trading days as portfolio managers adjust holdings. Buying pressure tied to window dressing can create a reliable upward bias ahead of the monthly close.
The strategy buys near the final days of the month and exits on the first trading day of the new month to capture that tendency.
Stops are placed below recent support to guard against unexpected weakness.
Details
- Entry Criteria: calendar effect triggers
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType= 15 minuteStopLoss= 2%
- Filters:
- Category: Seasonality
- Direction: Both
- Indicators: Seasonality
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: Yes
- Neural networks: No
- Divergence: No
- Risk level: Medium
Changes from Previous Version
No structural changes between v5.0.0 and v5.0.1.
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No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
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