StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence" />
paket add StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence --version 5.0.2
#r "nuget: StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence, 5.0.2"
#:package StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence@5.0.2
#addin nuget:?package=StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0336_Parabolic_SAR_RSI_Divergence&version=5.0.2
Parabolic SAR RSI Divergence (C# Version)
The Parabolic SAR RSI Divergence strategy is built around that trades based on Parabolic SAR signals when RSI shows divergence from price.
Testing indicates an average annual return of about 103%. It performs best in the stocks market.
Signals trigger when Parabolic confirms divergence setups on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like SarAccelerationFactor, SarMaxAccelerationFactor. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
SarAccelerationFactor = 0.02m
SarMaxAccelerationFactor = 0.2m
RsiPeriod = 14
CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Parabolic, Divergence
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: Yes
- 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.
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