StockSharp.Strategies.0143_Parabolic_SAR_RSI.py 5.0.0

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dotnet add package StockSharp.Strategies.0143_Parabolic_SAR_RSI.py --version 5.0.0
                    
NuGet\Install-Package StockSharp.Strategies.0143_Parabolic_SAR_RSI.py -Version 5.0.0
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="StockSharp.Strategies.0143_Parabolic_SAR_RSI.py" Version="5.0.0" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0143_Parabolic_SAR_RSI.py" Version="5.0.0" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0143_Parabolic_SAR_RSI.py" />
                    
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For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add StockSharp.Strategies.0143_Parabolic_SAR_RSI.py --version 5.0.0
                    
#r "nuget: StockSharp.Strategies.0143_Parabolic_SAR_RSI.py, 5.0.0"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package StockSharp.Strategies.0143_Parabolic_SAR_RSI.py@5.0.0
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=StockSharp.Strategies.0143_Parabolic_SAR_RSI.py&version=5.0.0
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0143_Parabolic_SAR_RSI.py&version=5.0.0
                    
Install as a Cake Tool

Parabolic Sar Rsi Strategy (Python Version)

Strategy that combines Parabolic SAR for trend direction and RSI for entry confirmation with oversold/overbought conditions.

Here the Parabolic SAR outlines the prevailing trend and RSI measures exhaustion. Trades are opened once both indicators signal the same direction.

The combination is appealing to those who like trailing stops, since SAR also provides a dynamic exit. The stop placement follows the SAR curve.

Details

  • Entry Criteria:
    • Long: Close > SAR && RSI < RsiOversold
    • Short: Close < SAR && RSI > RsiOverbought
  • Long/Short: Both
  • Exit Criteria:
    • Long: Close < SAR
    • Short: Close > SAR
  • Stops: Uses Parabolic SAR as a trailing stop
  • Default Values:
    • SarAf = 0.02m
    • SarMaxAf = 0.2m
    • RsiPeriod = 14
    • RsiOversold = 30m
    • RsiOverbought = 70m
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: Parabolic SAR, Parabolic SAR, RSI
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
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Version Downloads Last Updated
5.0.0 22 7/19/2025