MA Volume Strategy (Python). StockSharp

Author: StockSharp
N: 1583
v5.0.0 (7/30/2025)
Downloads: 14

MA Volume combines a moving average trend filter with volume surges to time entries.
Rising volume alongside price above the average signals strong accumulation; falling volume below the average indicates distribution.
The strategy trades in the direction of the moving average when volume expands, exiting once volume dries up or the average reverses.
A percent stop protects against sudden shifts in trend.

  • 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: Trend following
    • Direction: Both
    • Indicators: Moving Average, Volume
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium