Double Supertrend (C#). StockSharp

Author: StockSharp
N: 2108
v5.0.0 (6/9/2026)
Downloads: 564

Double Supertrend employs two ATR‑based moving averages with different periods and multipliers. The first line sets the trade direction, while the second can act as a target or trailing exit. This combination allows flexible trend following with defined profit and risk parameters. When price moves above both lines and the strategy is set to trade long, a position is opened. For short trades the conditions are mirrored. Exits depend on the selected take‑profit type or a percentage stop loss.

  • Data: Price candles.

  • Entry Criteria: Price crosses supertrend lines in the allowed Direction.

  • Exit Criteria: Opposite line break, take‑profit (TPType/TPPercent) or stop‑loss (SLPercent).

  • Stops: Percentage stop based on SLPercent.

  • Default Values:

  • ATRPeriod1 = 10

  • Factor1 = 3.0

  • ATRPeriod2 = 20

  • Factor2 = 5.0

  • Direction = "Long"

  • TPType = "Supertrend"

  • TPPercent = 1.5

  • SLPercent = 10.0 [*]Filters:

  • Category: Trend following

  • Direction: Configurable

  • Indicators: ATR‑based Supertrend

  • Complexity: Advanced

  • Risk level: Medium