StockSharp.Strategies.0384_Option_Expiration_Week.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0384_Option_Expiration_Week.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0384_Option_Expiration_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.0384_Option_Expiration_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.0384_Option_Expiration_Week.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0384_Option_Expiration_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.0384_Option_Expiration_Week.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0384_Option_Expiration_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.0384_Option_Expiration_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.0384_Option_Expiration_Week.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0384_Option_Expiration_Week.py&version=5.0.0
                    


                            Install as a Cake Tool

Option Expiration Week Strategy (Python Version)

This Python strategy buys and holds an equity ETF only during option-expiration week. Starting on the Monday prior to the third Friday of each month the ETF is bought, and the position is closed at Friday's close. The idea exploits short-term strength often observed during expiration week.

Outside of this window the portfolio remains in cash. Daily candles are used and trades are sent as market orders once per day.

Details

  • Instrument: single equity ETF.
  • Signal: calendar rule for the week ending on the third Friday.
  • Holding period: Monday open to Friday close of expiration week.
  • Positioning: fully invested during the window, flat otherwise.
  • Risk control: trade skipped when order value below MinTradeUsd.
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Learn more about Target Frameworks and .NET Standard.

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NuGet packages

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Version Downloads Last Updated
5.0.0 162 8/7/2025

fixes.