StockSharp.Strategies.0193_Supertrend_ADX.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0193_Supertrend_ADX.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0193_Supertrend_ADX.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0193_Supertrend_ADX.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0193_Supertrend_ADX.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0193_Supertrend_ADX.py" />
paket add StockSharp.Strategies.0193_Supertrend_ADX.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0193_Supertrend_ADX.py, 5.0.1"
#:package StockSharp.Strategies.0193_Supertrend_ADX.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0193_Supertrend_ADX.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0193_Supertrend_ADX.py&version=5.0.1
Supertrend Adx Strategy (Python Version)
Strategy based on Supertrend indicator and ADX for trend strength confirmation. Entry criteria: Long: Price > Supertrend && ADX > 25 (uptrend with strong movement) Short: Price < Supertrend && ADX > 25 (downtrend with strong movement) Exit criteria: Long: Price < Supertrend (price falls below Supertrend) Short: Price > Supertrend (price rises above Supertrend)
Testing indicates an average annual return of about 166%. It performs best in the stocks market.
Supertrend provides a volatility-adjusted path while ADX confirms the power of the move. Trades take place when both indicators line up.
For those aiming to ride strong trends with trailing stops. ATR determines stop placement.
Details
- Entry Criteria:
- Long:
Close > Supertrend && ADX > AdxThreshold
- Short:
Close < Supertrend && ADX > AdxThreshold
- Long:
- Long/Short: Both
- Exit Criteria: Supertrend reversal
- Stops: Uses Supertrend as trailing stop
- Default Values:
SupertrendPeriod
= 10SupertrendMultiplier
= 3.0mAdxPeriod
= 14AdxThreshold
= 25mCandleType
= TimeSpan.FromMinutes(15).TimeFrame()
- Filters:
- Category: Trend
- Direction: Both
- Indicators: Supertrend, ADX
- 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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Move strategy state reset to OnReseted