StockSharp.Strategies.0006_Tripple_MA.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0006_Tripple_MA.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0006_Tripple_MA.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0006_Tripple_MA.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0006_Tripple_MA.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0006_Tripple_MA.py" />
paket add StockSharp.Strategies.0006_Tripple_MA.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0006_Tripple_MA.py, 5.0.1"
#:package StockSharp.Strategies.0006_Tripple_MA.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0006_Tripple_MA.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0006_Tripple_MA.py&version=5.0.1
Tripple MA (Python Version)
Strategy based on Triple Moving Average crossover
Testing indicates an average annual return of about 55%. It performs best in the stocks market.
Triple MA aligns three moving averages to define direction. When the shortest average is above the middle and long averages a long entry occurs. The reverse alignment opens shorts, and a cross of the short and middle lines closes the trade.
Using three averages helps filter out noise present in single-MA systems. This layered approach seeks to confirm momentum before committing to a trade.
Details
- Entry Criteria: Signals based on MA.
- Long/Short: Both directions.
- Exit Criteria: Opposite signal or stop.
- Stops: Yes.
- Default Values:
ShortMaPeriod
= 5MiddleMaPeriod
= 20LongMaPeriod
= 50StopLossPercent
= 2mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Trend
- Direction: Both
- Indicators: MA
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
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Move reset logic to OnReseted in initial strategies