StockSharp.Strategies.0309_Supertrend_Momentum_Filter.py

Supertrend Momentum Filter (Python Version)

The Supertrend Momentum Filter strategy is built around Supertrend and Momentum indicators.

Signals trigger when its indicators confirms filtered entries on intraday (5m) data. This makes the method suitable for active traders.

Stops rely on ATR multiples and factors like SupertrendPeriod, SupertrendMultiplier. Adjust these defaults to balance risk and reward.

Details

• Entry Criteria: see implementation for indicator conditions.
• Long/Short: Both directions.
• Exit Criteria: opposite signal or stop logic.
• Stops: Yes, using indicator-based calculations.
• Default Values:
  • SupertrendPeriod = 10
  • SupertrendMultiplier = 3.0m
  • MomentumPeriod = 14
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Trend following
  • Direction: Both
  • Indicators: multiple indicators
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Intraday (5m)
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium