Dollar Carry Trade (C#). StockSharp

Author: StockSharp
N: 2002
v5.0.0 (8/7/2025)
Downloads: 0

The Dollar Carry Trade strategy ranks USD currency pairs by interest-rate differential and goes long USD against low-carry currencies and short against high-carry currencies. Rebalances monthly on the first trading day.

  • Entry Criteria: Rank by carry; long low-carry, short high-carry.
  • Long/Short: Both.
  • Exit Criteria: Monthly rebalance.
  • Stops: No explicit stop.
  • Default Values:

    • K = 3
    • CandleType = TimeSpan.FromDays(1).TimeFrame()

  • Filters:

    • Category: Fundamental
    • Direction: Both
    • Indicators: Rates
    • Stops: No
    • Complexity: Intermediate
    • Timeframe: Daily
    • Seasonality: Yes
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium