StockSharp.Strategies.0193_Supertrend_ADX.py 5.0.1

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dotnet add package StockSharp.Strategies.0193_Supertrend_ADX.py --version 5.0.1
                    
NuGet\Install-Package StockSharp.Strategies.0193_Supertrend_ADX.py -Version 5.0.1
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="StockSharp.Strategies.0193_Supertrend_ADX.py" Version="5.0.1" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0193_Supertrend_ADX.py" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0193_Supertrend_ADX.py" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add StockSharp.Strategies.0193_Supertrend_ADX.py --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0193_Supertrend_ADX.py, 5.0.1"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package StockSharp.Strategies.0193_Supertrend_ADX.py@5.0.1
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=StockSharp.Strategies.0193_Supertrend_ADX.py&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0193_Supertrend_ADX.py&version=5.0.1
                    
Install as a Cake Tool

Supertrend Adx Strategy (Python Version)

Strategy based on Supertrend indicator and ADX for trend strength confirmation. Entry criteria: Long: Price > Supertrend && ADX > 25 (uptrend with strong movement) Short: Price < Supertrend && ADX > 25 (downtrend with strong movement) Exit criteria: Long: Price < Supertrend (price falls below Supertrend) Short: Price > Supertrend (price rises above Supertrend)

Testing indicates an average annual return of about 166%. It performs best in the stocks market.

Supertrend provides a volatility-adjusted path while ADX confirms the power of the move. Trades take place when both indicators line up.

For those aiming to ride strong trends with trailing stops. ATR determines stop placement.

Details

  • Entry Criteria:
    • Long: Close > Supertrend && ADX > AdxThreshold
    • Short: Close < Supertrend && ADX > AdxThreshold
  • Long/Short: Both
  • Exit Criteria: Supertrend reversal
  • Stops: Uses Supertrend as trailing stop
  • Default Values:
    • SupertrendPeriod = 10
    • SupertrendMultiplier = 3.0m
    • AdxPeriod = 14
    • AdxThreshold = 25m
    • CandleType = TimeSpan.FromMinutes(15).TimeFrame()
  • Filters:
    • Category: Trend
    • Direction: Both
    • Indicators: Supertrend, ADX
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
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Learn more about Target Frameworks and .NET Standard.

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Version Downloads Last Updated
5.0.1 222 8/7/2025
5.0.0 337 7/20/2025

Move strategy state reset to OnReseted