StockSharp.Strategies.0209_Volume_Supertrend.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0209_Volume_Supertrend.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0209_Volume_Supertrend.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0209_Volume_Supertrend.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0209_Volume_Supertrend.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0209_Volume_Supertrend.py" />
paket add StockSharp.Strategies.0209_Volume_Supertrend.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0209_Volume_Supertrend.py, 5.0.1"
#:package StockSharp.Strategies.0209_Volume_Supertrend.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0209_Volume_Supertrend.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0209_Volume_Supertrend.py&version=5.0.1
Volume Supertrend Strategy (Python Version)
This strategy uses Volume Supertrend indicators to generate signals. Long entry occurs when Volume > Avg(Volume) && Price > Supertrend (volume surge with uptrend). Short entry occurs when Volume > Avg(Volume) && Price < Supertrend (volume surge with downtrend). It is suitable for traders seeking opportunities in trend markets.
Testing indicates an average annual return of about 64%. It performs best in the forex market.
Details
- Entry Criteria:
- Long: Volume > Avg(Volume) && Price > Supertrend (volume surge with uptrend)
- Short: Volume > Avg(Volume) && Price < Supertrend (volume surge with downtrend)
- Long/Short: Both sides.
- Exit Criteria:
- Long: Exit long position when Supertrend turns down
- Short: Exit short position when Supertrend turns up
- Stops: Yes.
- Default Values:
VolumeAvgPeriod
= 20SupertrendPeriod
= 10SupertrendMultiplier
= 3mCandleType
= TimeSpan.FromMinutes(5)StopLossPercent
= 2.0m
- Filters:
- Category: Trend
- Direction: Both
- Indicators: Volume Supertrend
- Stops: Yes
- Complexity: Intermediate
- 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.
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Fix C# strategy indentation