Volume MA Cross (Python)

This strategy processes volume through fast and slow moving averages. When the fast volume MA crosses above the slow volume MA, it indicates increasing participation and triggers a long entry. A cross...

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NuGet 5.0.1 Install-Package StockSharp.Strategies.0053_Volume_MA_Cross.py -Version 5.0.1
Volume MA Cross (Python)

This strategy processes volume through fast and slow moving averages. When the fast volume MA crosses above the slow volume MA, it indicates increasing participation and triggers a long entry. A cross below signals weakness and initiates a short. Positions are closed when the opposite crossover occurs. Price is monitored with its own moving average to help filter trades. Volume-based signals often precede price movement, giving early entries.

  • Entry Criteria: Fast volume MA crosses slow volume MA.

  • Long/Short: Both directions.

  • Exit Criteria: Reverse crossover or stop.

  • Stops: Yes.

  • Default Values:

  • FastVolumeMALength = 10

  • SlowVolumeMALength = 50

  • CandleType = TimeSpan.FromMinutes(5) [*]Filters:

  • Category: Momentum

  • Direction: Both

  • Indicators: Volume MA

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Intraday

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium

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