StockSharp.Strategies.0188_Parabolic_SAR_Volume.py

Parabolic Sar Volume Strategy (Python Version)

Strategy that combines Parabolic SAR with volume confirmation. Enters trades when price crosses the Parabolic SAR with above-average volume.

Parabolic SAR identifies trend shifts, and higher volume validates the signal. Trades commence when the SAR flip comes with expanding volume.

Useful for traders who track volume-based moves. The SAR trail and an ATR factor guard against big losses.

Details

• Entry Criteria:
  • Long: Close > SAR && Volume > AvgVolume
  • Short: Close < SAR && Volume > AvgVolume
• Long/Short: Both
• Exit Criteria: SAR flip
• Stops: Uses Parabolic SAR as trailing stop
• Default Values:
  • Acceleration = 0.02m
  • MaxAcceleration = 0.2m
  • VolumePeriod = 20
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Breakout
  • Direction: Both
  • Indicators: Parabolic SAR, Parabolic SAR, Volume
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Mid-term
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium