StockSharp.Strategies.0188_Parabolic_SAR_Volume
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0188_Parabolic_SAR_Volume --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0188_Parabolic_SAR_Volume -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0188_Parabolic_SAR_Volume" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0188_Parabolic_SAR_Volume" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0188_Parabolic_SAR_Volume" />
paket add StockSharp.Strategies.0188_Parabolic_SAR_Volume --version 5.0.2
#r "nuget: StockSharp.Strategies.0188_Parabolic_SAR_Volume, 5.0.2"
#:package StockSharp.Strategies.0188_Parabolic_SAR_Volume@5.0.2
#addin nuget:?package=StockSharp.Strategies.0188_Parabolic_SAR_Volume&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0188_Parabolic_SAR_Volume&version=5.0.2
Parabolic Sar Volume Strategy (C# Version)
Strategy that combines Parabolic SAR with volume confirmation. Enters trades when price crosses the Parabolic SAR with above-average volume.
Testing indicates an average annual return of about 151%. It performs best in the stocks market.
Parabolic SAR identifies trend shifts, and higher volume validates the signal. Trades commence when the SAR flip comes with expanding volume.
Useful for traders who track volume-based moves. The SAR trail and an ATR factor guard against big losses.
Details
- Entry Criteria:
- Long:
Close > SAR && Volume > AvgVolume
- Short:
Close < SAR && Volume > AvgVolume
- Long:
- Long/Short: Both
- Exit Criteria: SAR flip
- Stops: Uses Parabolic SAR as trailing stop
- Default Values:
Acceleration
= 0.02mMaxAcceleration
= 0.2mVolumePeriod
= 20CandleType
= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: Parabolic SAR, Parabolic SAR, Volume
- 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
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