StockSharp.Strategies.0419_Double_Supertrend.py

Double Supertrend (Python Version)

Double Supertrend employs two ATR‑based moving averages with different periods and multipliers. The first line sets the trade direction, while the second can act as a target or trailing exit. This combination allows flexible trend following with defined profit and risk parameters.

When price moves above both lines and the strategy is set to trade long, a position is opened. For short trades the conditions are mirrored. Exits depend on the selected take‑profit type or a percentage stop loss.

Details

• Data: Price candles.
• Entry Criteria: Price crosses supertrend lines in the allowed Direction.
• Exit Criteria: Opposite line break, take‑profit (TPType/TPPercent) or stop‑loss (SLPercent).
• Stops: Percentage stop based on SLPercent.
• Default Values:
  • ATRPeriod1 = 10
  • Factor1 = 3.0
  • ATRPeriod2 = 20
  • Factor2 = 5.0
  • Direction = "Long"
  • TPType = "Supertrend"
  • TPPercent = 1.5
  • SLPercent = 10.0
• Filters:
  • Category: Trend following
  • Direction: Configurable
  • Indicators: ATR‑based Supertrend
  • Complexity: Advanced
  • Risk level: Medium