Midday Reversal Strategy (Python)

Midday Reversal seeks turning points that occur around lunchtime when morning trends often exhaust. Liquidity typically dries up mid-session, leading to reversals as traders square positions. The syst...

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NuGet 5.0.1 Install-Package StockSharp.Strategies.0128_Midday_Reversal.py -Version 5.0.1
Midday Reversal Strategy (Python)

Midday Reversal seeks turning points that occur around lunchtime when morning trends often exhaust. Liquidity typically dries up mid-session, leading to reversals as traders square positions. The system monitors for a shift in momentum near midday and enters in the opposite direction of the morning move. A percent stop controls risk and exits occur if the reversal fails to develop by the afternoon.

  • Entry Criteria: indicator signal

  • Long/Short: Both

  • Exit Criteria: stop-loss or opposite signal

  • Stops: Yes, percent based

  • Default Values:

  • CandleType = 15 minute

  • StopLoss = 2% [*]Filters:

  • Category: Intraday

  • Direction: Both

  • Indicators: Price Action

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Intraday

  • Seasonality: No

  • Neural networks: No

  • Divergence: No

  • Risk level: Medium

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