StockSharp.Strategies.0088_Supertrend_Reversal

Supertrend Reversal Strategy (C# 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