Parabolic SAR CCI Strategy (C#). StockSharp

Author: StockSharp
N: 1692
v5.0.2 (6/9/2026)
Downloads: 1605

This strategy uses Parabolic SAR CCI indicators to generate signals. Long entry occurs when Price > SAR && CCI < -100 (trend up with oversold conditions). Short entry occurs when Price < SAR && CCI > 100 (trend down with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.

  • Entry Criteria:

  • Long: Price > SAR && CCI < -100 (trend up with oversold conditions)

  • Short: Price < SAR && CCI > 100 (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 = 0.02m

  • SarMaxAccelerationFactor = 0.2m

  • CciPeriod = 20

  • 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