StockSharp.Strategies.0453_Vela_Superada.py

Vela Superada Strategy (Python Version)

The Vela Superada strategy trades a two-candle reversal pattern. A bullish setup occurs when a bearish candle is immediately followed by a bullish candle that closes above the prior open. Trades are filtered with a short-term EMA, RSI and MACD trend to avoid counter-trend signals. Both long and short sides can be enabled.

The strategy employs percentage-based take profit and stop loss levels and dynamically tightens a trailing stop once price moves favorably. This allows capturing extended moves while protecting against reversals.

Details

• Entry Criteria:
  • Long: Previous candle bearish, current bullish, close and previous close above EMA, RSI < 65, MACD rising.
  • Short: Previous candle bullish, current bearish, close and previous close below EMA, RSI > 35, MACD falling.
• Long/Short: Configurable (long by default).
• Exit Criteria:
  • Trailing stop or opposite signal.
• Stops: Percent-based stop loss and take profit.
• Default Values:
  • EmaLength = 10
  • RsiLength = 14
  • ShowLong = True
  • ShowShort = False
  • TpPercent = 1.2
  • SlPercent = 1.8
• Filters:
  • Category: Pattern + indicators
  • Direction: Both
  • Indicators: EMA, RSI, MACD
  • Stops: Yes
  • Complexity: Medium
  • Timeframe: Any
  • Seasonality: No
  • Neural networks: No
  • Divergence: Yes
  • Risk level: Medium