StockSharp.Strategies.0053_Volume_MA_Cross.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0053_Volume_MA_Cross.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0053_Volume_MA_Cross.py -Version 5.0.1
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0053_Volume_MA_Cross.py" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0053_Volume_MA_Cross.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0053_Volume_MA_Cross.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0053_Volume_MA_Cross.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0053_Volume_MA_Cross.py, 5.0.1"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0053_Volume_MA_Cross.py@5.0.1
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0053_Volume_MA_Cross.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0053_Volume_MA_Cross.py&version=5.0.1
                    


                            Install as a Cake Tool

Volume MA Cross (Python Version)

This strategy processes volume through fast and slow moving averages. When the fast volume MA crosses above the slow volume MA, it indicates increasing participation and triggers a long entry. A cross below signals weakness and initiates a short.

Testing indicates an average annual return of about 46%. It performs best in the stocks market.

Positions are closed when the opposite crossover occurs. Price is monitored with its own moving average to help filter trades.

Volume-based signals often precede price movement, giving early entries.

Details

  • Entry Criteria: Fast volume MA crosses slow volume MA.
  • Long/Short: Both directions.
  • Exit Criteria: Reverse crossover or stop.
  • Stops: Yes.
  • Default Values:
    • FastVolumeMALength = 10
    • SlowVolumeMALength = 50
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Momentum
    • Direction: Both
    • Indicators: Volume MA
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

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Version Downloads Last Updated
5.0.1 165 8/7/2025
5.0.0 22 7/19/2025

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