I'm not sure there is a "Correct" way of writing this (though as Marielle's answer points out there is a conventional way), but to me there certainly seems to be intuitive ways. One possibility is to write the modifier keys in the order of the finger generally used to press that key (left to right).
Control is generally pressed by the pinky (little) finger, so it would appear first, pinky being the leftmost finger on the left hand.
Shift is the ring finger if
Control is already pressed, so it would come second. Should both Control and shift be pressed, then
Alt may likely be pressed by the thumb. So we get:
Control (pinky) + Shift (ring finger) + Alt (thumb) + key (last by default)
Regardless of what order you decide to place the modifier keys in, the key being modified should always appear last. Think of it as a noun, and the modifiers as adjectives.
Of course, if you've got a shortcut that requires 3 modifiers at once, I feel you may need to do some reworking. It's awkward to perform, and there are surely more than enough 2 modifier combinations available should you run out of single modifier shortcuts that make sense.