StockSharp.Strategies.0128_Midday_Reversal
Midday Reversal Strategy (C#)
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README
Midday Reversal Strategy (C# Version)
Midday Reversal seeks turning points that occur around lunchtime when morning trends often exhaust. Liquidity typically dries up mid-session, leading to reversals as traders square positions.
Testing indicates an average annual return of about 121%. It performs best in the crypto market.
The system monitors for a shift in momentum near midday and enters in the opposite direction of the morning move.
A percent stop controls risk and exits occur if the reversal fails to develop by the afternoon.
Details
- Entry Criteria: indicator signal
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType= 15 minuteStopLoss= 2%
- Filters:
- Category: Intraday
- Direction: Both
- Indicators: Price Action
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk level: Medium
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