StockSharp.Strategies.0088_Supertrend_Reversal.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0088_Supertrend_Reversal.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0088_Supertrend_Reversal.py -Version 5.0.1
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0088_Supertrend_Reversal.py" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0088_Supertrend_Reversal.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0088_Supertrend_Reversal.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0088_Supertrend_Reversal.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0088_Supertrend_Reversal.py, 5.0.1"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0088_Supertrend_Reversal.py@5.0.1
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0088_Supertrend_Reversal.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0088_Supertrend_Reversal.py&version=5.0.1
                    


                            Install as a Cake Tool

Supertrend Reversal Strategy (Python Version)

The Supertrend indicator combines ATR and price to produce trailing support or resistance. When the Supertrend line flips from above to below price or vice versa, it suggests a potential trend change. This strategy trades those flips.

Testing indicates an average annual return of about 151%. It performs best in the stocks market.

On each candle an ATR-based calculation updates the Supertrend level. A switch from above price to below triggers a long entry, while a move from below to above creates a short. The code sample omits explicit stops, so exits are discretionary or managed by a separate risk module.

The indicator can react quickly to volatility, so traders often combine it with additional filters to reduce whipsaws.

Details

  • Entry Criteria: Supertrend switches sides relative to price.
  • Long/Short: Both.
  • Exit Criteria: Manual or external stop.
  • Stops: Not defined.
  • Default Values:
    • Period = 10
    • Multiplier = 3.0
    • CandleType = 15 minute
  • Filters:
    • Category: Trend following
    • Direction: Both
    • Indicators: Supertrend
    • Stops: Optional
    • Complexity: Basic
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
There are no supported framework assets in this package.

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
5.0.1 232 8/7/2025
5.0.0 86 7/19/2025

Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90