StockSharp.Strategies.0397_Short_Term_Reversal_Stocks.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0397_Short_Term_Reversal_Stocks.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0397_Short_Term_Reversal_Stocks.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.0397_Short_Term_Reversal_Stocks.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.0397_Short_Term_Reversal_Stocks.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0397_Short_Term_Reversal_Stocks.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.0397_Short_Term_Reversal_Stocks.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0397_Short_Term_Reversal_Stocks.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.0397_Short_Term_Reversal_Stocks.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.0397_Short_Term_Reversal_Stocks.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0397_Short_Term_Reversal_Stocks.py&version=5.0.0
                    


                            Install as a Cake Tool

Short-Term Reversal Stocks (Python Version)

The Short-Term Reversal Stocks strategy applies mean reversion principles to equities. Each day the stocks with the largest losses over the prior week are bought while recent winners are shorted, betting on a short-lived reversal.

Positions are held for only a few days before re-evaluating.

Details

  • Entry Criteria: Daily ranking by one-week return.
  • Long/Short: Both directions.
  • Exit Criteria: Positions closed after several days or when rankings update.
  • Stops: Volatility-based stop may be used.
  • Default Values:
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: Price based
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Short-term
    • 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

This package is not used by any NuGet packages.

GitHub repositories

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Version Downloads Last Updated
5.0.0 225 8/7/2025

fixes.