StockSharp.Strategies.0116_Day_of_Week.py 5.0.0

Prefix Reserved
dotnet add package StockSharp.Strategies.0116_Day_of_Week.py --version 5.0.0
                    
NuGet\Install-Package StockSharp.Strategies.0116_Day_of_Week.py -Version 5.0.0
                    
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.0116_Day_of_Week.py" Version="5.0.0" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0116_Day_of_Week.py" Version="5.0.0" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0116_Day_of_Week.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.0116_Day_of_Week.py --version 5.0.0
                    
#r "nuget: StockSharp.Strategies.0116_Day_of_Week.py, 5.0.0"
                    
#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.0116_Day_of_Week.py@5.0.0
                    
#: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.0116_Day_of_Week.py&version=5.0.0
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0116_Day_of_Week.py&version=5.0.0
                    
Install as a Cake Tool

Day of Week Effect Strategy (Python Version)

The Day of Week Effect exploits tendencies for markets to exhibit recurring behavior on specific weekdays. Some indices show consistent strength midweek while Monday or Friday can be relatively weak.

The strategy opens trades based on those historical tendencies, buying or selling at the start of the session and exiting by the close.

A modest stop guards against anomalies, closing the position early if the pattern fails on a given day.

Details

  • Entry Criteria: calendar effect triggers
  • Long/Short: Both
  • Exit Criteria: stop-loss or opposite signal
  • Stops: Yes, percent based
  • Default Values:
    • CandleType = 15 minute
    • StopLoss = 2%
  • Filters:
    • Category: Seasonality
    • Direction: Both
    • Indicators: Seasonality
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: Yes
    • 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.

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Version Downloads Last Updated
5.0.0 20 7/19/2025