StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py" />
paket add StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py, 5.0.1"
#:package StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0260_Supertrend_Distance_Breakout.py&version=5.0.1
Supertrend Distance Breakout (Python Version)
The Supertrend Distance Breakout strategy watches the Supertrend for sharp expansions. When readings jump beyond their average range, price often starts a new move.
Testing indicates an average annual return of about 115%. It performs best in the stocks market.
A position opens once the indicator pierces a band derived from recent data and a deviation multiplier. Long and short trades are possible with a stop attached.
This system fits momentum traders seeking early breakouts. Trades close as the Supertrend falls back toward the mean. Defaults start with SupertrendPeriod
= 10.
Details
- Entry Criteria: Indicator exceeds average by deviation multiplier.
- Long/Short: Both directions.
- Exit Criteria: Indicator reverts to average.
- Stops: Yes.
- Default Values:
SupertrendPeriod
= 10SupertrendMultiplier
= 3mLookbackPeriod
= 20DeviationMultiplier
= 2mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: Supertrend
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Short-term
- 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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Move indicator setup to OnStarted