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Published
Jul 20, 2025
1y ago
Total Downloads
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Install

dotnet add package StockSharp.Strategies.0303_Seasonality_Adjusted_Momentum --version 5.0.1

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README

Seasonality Adjusted Momentum (C# Version)

The Seasonality Adjusted Momentum strategy is built around momentum indicator adjusted with seasonality strength.

Signals trigger when Seasonality confirms momentum shifts on daily data. This makes the method suitable for active traders.

Stops rely on ATR multiples and factors like MomentumPeriod, SeasonalityThreshold. Adjust these defaults to balance risk and reward.

Details

  • Entry Criteria: see implementation for indicator conditions.
  • Long/Short: Both directions.
  • Exit Criteria: opposite signal or stop logic.
  • Stops: Yes, using indicator-based calculations.
  • Default Values:
    • MomentumPeriod = 14
    • SeasonalityThreshold = 0.5m
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
  • Filters:
    • Category: Trend following
    • Direction: Both
    • Indicators: Seasonality, Adjusted
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Daily
    • 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.

Adoption Assessment

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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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