Parabolic SAR CCI Strategy (C#)

Parabolic SAR CCI Strategy

This strategy uses Parabolic SAR CCI indicators to generate signals. Long entry occurs when Price > SAR && CCI < CciOversold (trend up with oversold conditions). Short entry occurs when Price < SAR && CCI > CciOverbought (trend down with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.

Testing indicates an average annual return of about 49%. It performs best in the crypto market.

Details

• Entry Criteria:
  • Long: Price > SAR && CCI < CciOversold (trend up with oversold conditions)
  • Short: Price < SAR && CCI > CciOverbought (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 = 0.02
  • SarMaxAccelerationFactor = 0.2
  • CciPeriod = 20
  • CciOversold = -100
  • CciOverbought = 100 -100 and 100 are the defaults of the CCI levels the rules quote. An entry is a pullback within the trend the SAR shows, and the SAR acts as the trailing exit: a long closes on a close below it and a short on a close above it. An entry signal against an open position reverses it.
  • 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