Parabolic Sar Volume Strategy (Python). StockSharp

Strategy that combines Parabolic SAR with volume confirmation. Enters trades when price crosses the Parabolic SAR with above-average volume.
Parabolic SAR identifies trend shifts, and higher volume validates the signal. Trades commence when the SAR flip comes with expanding volume.
Useful for traders who track volume-based moves. The SAR trail and an ATR factor guard against big losses.

• Entry Criteria:
  
  
  
  • Long: Close > SAR && Volume > AvgVolume
    
  • Short: Close < SAR && Volume > AvgVolume
    
  
  
• Long/Short: Both
  
• Exit Criteria: SAR flip
  
• Stops: Uses Parabolic SAR as trailing stop
  
• Default Values:
  
  
  
  • Acceleration = 0.02m
    
  • MaxAcceleration = 0.2m
    
  • VolumePeriod = 20
    
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
    
  
  
• Filters:
  
  
  
  • Category: Breakout
    
  • Direction: Both
    
  • Indicators: Parabolic SAR, Parabolic SAR, Volume
    
  • Stops: Yes
    
  • Complexity: Intermediate
    
  • Timeframe: Mid-term
    
  • Seasonality: No
    
  • Neural Networks: No
    
  • Divergence: No
    
  • Risk Level: Medium