StockSharp.Strategies.0451_Three_Ema_Cross.py 5.0.0

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dotnet add package StockSharp.Strategies.0451_Three_Ema_Cross.py --version 5.0.0
                    
NuGet\Install-Package StockSharp.Strategies.0451_Three_Ema_Cross.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.0451_Three_Ema_Cross.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.0451_Three_Ema_Cross.py" Version="5.0.0" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0451_Three_Ema_Cross.py" />
                    
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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.0451_Three_Ema_Cross.py --version 5.0.0
                    
#r "nuget: StockSharp.Strategies.0451_Three_Ema_Cross.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.0451_Three_Ema_Cross.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.0451_Three_Ema_Cross.py&version=5.0.0
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0451_Three_Ema_Cross.py&version=5.0.0
                    
Install as a Cake Tool

Three EMA Cross Strategy (Python Version)

The Three EMA Cross strategy combines a classic fast/slow moving average crossover with a longer trend filter. After the fast EMA crosses above the slow EMA, the strategy waits for a pullback to the fast average while the closing price remains above a broader trend EMA. This setup attempts to capture continuation moves after a brief retracement within the prevailing trend.

Positions are exited when momentum fades and the fast EMA crosses back below the slow EMA. A percentage-based stop loss protects the position if price moves against the trade. The technique works well on markets with persistent trends and tends to avoid choppy ranges.

Details

  • Entry Criteria:
    • Recent fast EMA cross above slow EMA within last N bars.
    • Current close ≥ fast EMA and session low ≤ fast EMA.
    • Trend EMA ≤ current close.
  • Long/Short: Long only.
  • Exit Criteria:
    • Fast EMA drops below slow EMA.
  • Stops: Stop loss at stop_loss_percent of entry price.
  • Default Values:
    • FastEmaLength = 10
    • SlowEmaLength = 20
    • TrendEmaLength = 100
    • StopLossPercent = 2.0
    • CrossBackBars = 10
  • Filters:
    • Category: Trend following
    • Direction: Long
    • Indicators: EMA
    • Stops: Yes
    • Complexity: Medium
    • Timeframe: Any
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
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Version Downloads Last Updated
5.0.0 224 8/7/2025

fixes.