MA Slope Breakout (C#)
MA Slope Breakout The MA Slope Breakout strategy watches the rate of change of the MA. An unusually steep slope hints that a new trend is forming. Testing indicates an average annual return of about 1...
Install-Package StockSharp.Strategies.0263_MA_Slope_Breakout -Version 5.0.2
MA Slope Breakout
The MA Slope Breakout strategy watches the rate of change of the MA. An unusually steep slope hints that a new trend is forming.
Testing indicates an average annual return of about 124%. It performs best in the forex market.
Entries occur when slope exceeds its typical level by a multiple of standard deviation, taking trades in the direction of acceleration with a protective stop.
It appeals to active traders eager for early trend exposure. Positions exit when the slope drifts back toward normal readings. Default MaLength = 20.
Details
- Entry Criteria: Indicator exceeds average by deviation multiplier.
- Long/Short: Both directions.
- Exit Criteria: Indicator reverts to average.
- Stops: Yes.
- Default Values:
MaLength= 20LookbackPeriod= 20DeviationMultiplier= 2mStopLossPercent= 2mCandleType= TimeSpan.FromMinutes(5)
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: MA
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Short-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium