Volume Supertrend Strategy (Python)

This strategy uses Volume Supertrend indicators to generate signals. Long entry occurs when Volume > Avg(Volume) && Price > Supertrend (volume surge with uptrend). Short entry occurs when Volume > Avg(Volume) && Price < Supertrend (volume surge with downtrend). It is suitable for traders seeking opportunities in trend markets.

• Entry Criteria:

• Long: Volume > Avg(Volume) && Price > Supertrend (volume surge with uptrend)

• Short: Volume > Avg(Volume) && Price < Supertrend (volume surge with downtrend) []Long/Short: Both sides. []Exit Criteria:

• Long: Exit long position when Supertrend turns down

• Short: Exit short position when Supertrend turns up []Stops: Yes. []Default Values:

• VolumeAvgPeriod = 20

• SupertrendPeriod = 10

• SupertrendMultiplier = 3m

• CandleType = TimeSpan.FromMinutes(5)

• StopLossPercent = 2.0m [*]Filters:

• Category: Trend

• Direction: Both

• Indicators: Volume Supertrend

• Stops: Yes

• Complexity: Intermediate

• Timeframe: Intraday

• Seasonality: No

• Neural networks: No

• Divergence: No

• Risk Level: Medium