MA Slope Breakout (C#)

by StockSharp

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...

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NuGet 5.0.2 Install-Package StockSharp.Strategies.0263_MA_Slope_Breakout -Version 5.0.2
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 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 = 20
    • LookbackPeriod = 20
    • DeviationMultiplier = 2m
    • StopLossPercent = 2m
    • CandleType = 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

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