Smart Factors Momentum Market (C#). StockSharp

Author: StockSharp
N: 2070
v5.0.0 (8/7/2025)
Downloads: 0

The Smart Factors Momentum Market strategy blends multiple equity factors with a broad market trend filter. The system goes long the market only when both the momentum factor basket and the overall index show positive trends, and exits to cash otherwise.

  • Entry Criteria: Composite factor momentum and market trend confirmation.
  • Long/Short: Long only.
  • Exit Criteria: Exit when factor momentum or market trend turns negative.
  • Stops: No explicit stop.
  • Default Values:

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

  • Filters:

    • Category: Momentum
    • Direction: Long
    • Indicators: Multiple
    • Stops: No
    • Complexity: Intermediate
    • Timeframe: Medium-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium