StockSharp.Strategies.0361_Crude_Oil_Predicts_Equity.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0361_Crude_Oil_Predicts_Equity.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0361_Crude_Oil_Predicts_Equity.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.0361_Crude_Oil_Predicts_Equity.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.0361_Crude_Oil_Predicts_Equity.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0361_Crude_Oil_Predicts_Equity.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.0361_Crude_Oil_Predicts_Equity.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0361_Crude_Oil_Predicts_Equity.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.0361_Crude_Oil_Predicts_Equity.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.0361_Crude_Oil_Predicts_Equity.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0361_Crude_Oil_Predicts_Equity.py&version=5.0.0
                    


                            Install as a Cake Tool

Crude Oil Predicts Equity Strategy (Python Version)

This strategy uses the relationship between crude oil and equity returns. If the trailing one‑month return on crude oil is positive, the strategy invests in an equity ETF. Otherwise it rotates the capital into a cash or bond ETF, staying out of equities when oil is weak.

The algorithm monitors daily candles and checks the signal on the first trading day of each month. Orders are submitted at market prices and respect a minimum trade size to avoid tiny fills.

Details

  • Universe: One equity ETF, one crude oil instrument, and a cash or bond ETF.
  • Signal: Go long the equity ETF when crude oil's Lookback period return is greater than zero; otherwise hold the cash ETF.
  • Rebalance: Monthly, at the start of the month.
  • Positioning: Long equity or cash, never both.
  • Parameters:
    • Equity – target equity ETF.
    • Oil – crude oil security for the signal.
    • CashEtf – defensive asset when oil return is negative.
    • Lookback – number of candles used to compute oil return.
    • CandleType – candle timeframe (default: 1 day).
  • Note: The sample focuses on structure and omits transaction costs and slippage.
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
5.0.0 214 8/7/2025

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