StockSharp.Strategies.0389_Payday_Anomaly
v5.0.0Latest Stable
Any Framework
Payday Anomaly Strategy (C#)
Published
Aug 7, 2025
1y ago
Total Downloads
725
725
Install
dotnet add package StockSharp.Strategies.0389_Payday_Anomaly --version 5.0.0
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README
Payday Anomaly Strategy (C# Version)
This strategy exploits the "payday" effect by holding a broad market ETF around typical salary payment dates. The ETF is owned from two trading days before month-end through the third trading day of the new month, capturing inflows from paycheck contributions.
The rest of the month the portfolio is in cash. Daily candles determine the window and market orders adjust the position.
Details
- Instrument: broad market ETF.
- Window: from two days before month end to third trading day of next month.
- Positioning: long during window, flat otherwise.
- Data: daily candles.
- Risk control: trade skipped if order value below
MinTradeUsd.
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