StockSharp.Strategies.0214_Bollinger_Supertrend.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0214_Bollinger_Supertrend.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0214_Bollinger_Supertrend.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.0214_Bollinger_Supertrend.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.0214_Bollinger_Supertrend.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0214_Bollinger_Supertrend.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.0214_Bollinger_Supertrend.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0214_Bollinger_Supertrend.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.0214_Bollinger_Supertrend.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.0214_Bollinger_Supertrend.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0214_Bollinger_Supertrend.py&version=5.0.1
                    


                            Install as a Cake Tool

Bollinger Supertrend Strategy (Python Version)

This strategy blends Bollinger Bands with the Supertrend indicator to pinpoint entries during strong directional moves. Bollinger Bands gauge volatility expansion while the Supertrend line tracks the overall trend and acts as a trailing stop.

Testing indicates an average annual return of about 79%. It performs best in the stocks market.

A long trade triggers when price closes above the upper Bollinger Band and remains above the Supertrend line, confirming momentum and trend alignment. A short trade occurs when price closes below the lower band while staying under the Supertrend level. Trades are exited once price crosses back through the Supertrend, indicating momentum has faded.

Because the system waits for breakouts beyond normal volatility, it suits traders looking to capture sustained runs rather than quick reversals. The Supertrend stop dynamically adjusts to market swings, helping manage risk without manual intervention.

Details

  • Entry Criteria:
    • Long: Close > upper Bollinger Band && Close > Supertrend
    • Short: Close < lower Bollinger Band && Close < Supertrend
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when price crosses below Supertrend
    • Short: Exit when price crosses above Supertrend
  • Stops: Yes, via Supertrend trailing stop.
  • Default Values:
    • BollingerPeriod = 20
    • BollingerDeviation = 2.0m
    • SupertrendPeriod = 10
    • SupertrendMultiplier = 3.0m
    • CandleType = TimeSpan.FromMinutes(15)
  • Filters:
    • Category: Trend
    • Direction: Both
    • Indicators: Bollinger Bands, Supertrend
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium
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Version Downloads Last Updated
5.0.1 212 8/7/2025
5.0.0 292 7/20/2025

Refactor strategy reset handling