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dotnet add package StockSharp.Strategies.0204_Parabolic_SAR_CCI --version 5.0.2

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README

Parabolic SAR CCI Strategy (C# Version)

This strategy uses Parabolic SAR CCI indicators to generate signals. Long entry occurs when Price > SAR && CCI < -100 (trend up with oversold conditions). Short entry occurs when Price < SAR && CCI > 100 (trend down with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.

Testing indicates an average annual return of about 49%. It performs best in the crypto market.

Details

  • Entry Criteria:
    • Long: Price > SAR && CCI < -100 (trend up with oversold conditions)
    • Short: Price < SAR && CCI > 100 (trend down with overbought conditions)
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit long position when price drops below SAR
    • Short: Exit short position when price rises above SAR
  • Stops: No.
  • Default Values:
    • SarAccelerationFactor = 0.02m
    • SarMaxAccelerationFactor = 0.2m
    • CciPeriod = 20
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mixed
    • Direction: Both
    • Indicators: Parabolic SAR CCI
    • Stops: No
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium

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