Parabolic SAR CCI Strategy (Python)
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 > ...
Install-Package StockSharp.Strategies.0204_Parabolic_SAR_CCI.py -Version 5.0.1
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.
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