StockSharp.Strategies.0087_Parabolic_SAR_Reversal
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0087_Parabolic_SAR_Reversal --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0087_Parabolic_SAR_Reversal -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0087_Parabolic_SAR_Reversal" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0087_Parabolic_SAR_Reversal" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0087_Parabolic_SAR_Reversal" />
paket add StockSharp.Strategies.0087_Parabolic_SAR_Reversal --version 5.0.2
#r "nuget: StockSharp.Strategies.0087_Parabolic_SAR_Reversal, 5.0.2"
#:package StockSharp.Strategies.0087_Parabolic_SAR_Reversal@5.0.2
#addin nuget:?package=StockSharp.Strategies.0087_Parabolic_SAR_Reversal&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0087_Parabolic_SAR_Reversal&version=5.0.2
Parabolic SAR Reversal Strategy (C# Version)
The Parabolic SAR indicator places dots above or below price to signal trend direction. When the dots flip sides, it may mark the end of the previous move. This strategy enters trades on that switch, expecting a short-term reversal.
Testing indicates an average annual return of about 148%. It performs best in the forex market.
A running Parabolic SAR value is maintained for each candle. If the indicator moves from above price to below, a long position is opened. If it flips from below to above, a short trade is executed. The method does not use an explicit profit target and typically relies on discretionary exit or trailing stops outside the sample code.
Because SAR reacts quickly, false signals can occur in ranging markets, so it's best used when price makes decisive swings.
Details
- Entry Criteria: Parabolic SAR switches sides relative to price.
- Long/Short: Both.
- Exit Criteria: Manual or external stop.
- Stops: Not defined.
- Default Values:
InitialAcceleration
= 0.02MaxAcceleration
= 0.2CandleType
= 15 minute
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Parabolic SAR
- Stops: Optional
- Complexity: Basic
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
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Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90