StockSharp.Strategies.0143_Parabolic_SAR_RSI.py
5.0.0
Prefix Reserved
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
<PackageReference Include="StockSharp.Strategies.0143_Parabolic_SAR_RSI.py" Version="5.0.0" />
<PackageVersion Include="StockSharp.Strategies.0143_Parabolic_SAR_RSI.py" Version="5.0.0" />
<PackageReference Include="StockSharp.Strategies.0143_Parabolic_SAR_RSI.py" />
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"
#:package StockSharp.Strategies.0143_Parabolic_SAR_RSI.py@5.0.0
#addin nuget:?package=StockSharp.Strategies.0143_Parabolic_SAR_RSI.py&version=5.0.0
#tool nuget:?package=StockSharp.Strategies.0143_Parabolic_SAR_RSI.py&version=5.0.0
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:
- Long/Short: Both
- Exit Criteria:
- Long:
Close < SAR
- Short:
Close > SAR
- Long:
- Stops: Uses Parabolic SAR as a trailing stop
- Default Values:
SarAf
= 0.02mSarMaxAf
= 0.2mRsiPeriod
= 14RsiOversold
= 30mRsiOverbought
= 70mCandleType
= 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
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
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Version | Downloads | Last Updated |
---|---|---|
5.0.0 | 22 | 7/19/2025 |