Implementation of strategy - Parabolic SAR + Stochastic. Buy when price is above SAR and Stochastic %K is below 20 (oversold). Sell when price is below SAR and Stochastic %K is above 80 (overbought).
Parabolic SAR supplies the trend and Stochastic refines entry on pullbacks. Signals flip when SAR changes side.
A straightforward trend strategy with built-in SAR stops. ATR settings handle additional risk control.
- Entry Criteria:
- Long: Close > SAR && StochK < StochOversold
- Short: Close < SAR && StochK > StochOverbought
- Long/Short: Both
- Exit Criteria:
- Parabolic SAR flip in opposite direction
- Stops: Dynamic SAR based
- Default Values:
- AccelerationFactor = 0.02m
- MaxAccelerationFactor = 0.2m
- StochK = 3
- StochD = 3
- StochPeriod = 14
- StochOversold = 20m
- StochOverbought = 80m
- CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: Parabolic SAR, Parabolic SAR, Stochastic Oscillator
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium