Volume Supertrend Strategy (C#). StockSharp

This strategy uses Volume Supertrend indicators to generate signals.
Long entry occurs when Volume > Avg(Volume) && Price > Supertrend (volume surge with uptrend). Short entry occurs when Volume > Avg(Volume) && Price < Supertrend (volume surge with downtrend).
It is suitable for traders seeking opportunities in trend markets.

• Entry Criteria:
  
  
  
  • Long: Volume > Avg(Volume) && Price > Supertrend (volume surge with uptrend)
    
  • Short: Volume > Avg(Volume) && Price < Supertrend (volume surge with downtrend)
    
  
  
• Long/Short: Both sides.
  
• Exit Criteria:
  
  
  
  • Long: Exit long position when Supertrend turns down
    
  • Short: Exit short position when Supertrend turns up
    
  
  
• Stops: Yes.
  
• Default Values:
  
  
  
  • VolumeAvgPeriod = 20
    
  • SupertrendPeriod = 10
    
  • SupertrendMultiplier = 3m
    
  • CandleType = TimeSpan.FromMinutes(5)
    
  • StopLossPercent = 2.0m
    
  
  
• Filters:
  
  
  
  • Category: Trend
    
  • Direction: Both
    
  • Indicators: Volume Supertrend
    
  • Stops: Yes
    
  • Complexity: Intermediate
    
  • Timeframe: Intraday
    
  • Seasonality: No
    
  • Neural networks: No
    
  • Divergence: No
    
  • Risk Level: Medium