The SuperTrend strategy is a trend-following strategy that generates buy and sell signals based on the SuperTrend indicator. The SuperTrend indicator is calculated using the high, low, and close prices of the asset, as well as two parameters: periodo and atr_multiplicador. The strategy uses the following indicators:
ST_long: This is the value of the SuperTrend indicator for the long side of the trade.
ST_short: This is the value of the SuperTrend indicator for the short side of the trade.
During the population of indicators, the strategy calculates the SuperTrend values using the specified periodo and atr_multiplicador parameters.
The buy signal is generated when the close price crosses above the ST_long value and the volume is greater than 0. The sell signal is generated when the close price crosses below the ST_short value and the volume is greater than 0. The strategy uses limit orders for both buying and selling, and the time in force for the orders is set to "gtc" (good 'til canceled). The minimal ROI (return on investment) for this strategy is set to 100% and the stoploss is set to -10%. Note: This is a basic description of the strategy. For detailed implementation and usage, please refer to the documentation provided with the strategy template.