StockSharp.Strategies.0119_End_of_Month_Strength.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0119_End_of_Month_Strength.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0119_End_of_Month_Strength.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.0119_End_of_Month_Strength.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.0119_End_of_Month_Strength.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0119_End_of_Month_Strength.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.0119_End_of_Month_Strength.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0119_End_of_Month_Strength.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.0119_End_of_Month_Strength.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.0119_End_of_Month_Strength.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0119_End_of_Month_Strength.py&version=5.0.0
                    


                            Install as a Cake Tool

End of Month Strength Strategy (Python Version)

End of Month Strength observes that equities often rally during the last few trading days as portfolio managers adjust holdings. Buying pressure tied to window dressing can create a reliable upward bias ahead of the monthly close.

The strategy buys near the final days of the month and exits on the first trading day of the new month to capture that tendency.

Stops are placed below recent support to guard against unexpected weakness.

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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NuGet packages

This package is not used by any NuGet packages.

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Version Downloads Last Updated
5.0.0 22 7/19/2025