Midday Reversal Strategy (Python). StockSharp

Author: StockSharp
N: 1573
v5.0.0 (7/30/2025)
Downloads: 17

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