StockSharp.Strategies.0003_ADX_Trend
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0003_ADX_Trend --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0003_ADX_Trend -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0003_ADX_Trend" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0003_ADX_Trend" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0003_ADX_Trend" />
paket add StockSharp.Strategies.0003_ADX_Trend --version 5.0.2
#r "nuget: StockSharp.Strategies.0003_ADX_Trend, 5.0.2"
#:package StockSharp.Strategies.0003_ADX_Trend@5.0.2
#addin nuget:?package=StockSharp.Strategies.0003_ADX_Trend&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0003_ADX_Trend&version=5.0.2
ADX Trend (C# Version)
Strategy based on Average Directional Index (ADX) trend The ADX Trend strategy gauges market strength using the ADX indicator. When ADX is above a threshold and price is on the correct side of its moving average, the system trades in that direction. Positions close once ADX weakens or the opposite setup appears.
Testing indicates an average annual return of about 46%. It performs best in the stocks market.
By waiting for a solid ADX reading, the approach only trades when momentum is firmly established. Stops typically use an ATR multiple so risk adjusts with volatility.
Details
- Entry Criteria: Signals based on MA, ADX, ATR.
- Long/Short: Both directions.
- Exit Criteria: Opposite signal or stop.
- Stops: Yes.
- Default Values:
AdxPeriod
= 14MaPeriod
= 50AtrMultiplier
= 2mAdxExitThreshold
= 20CandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Trend
- Direction: Both
- Indicators: MA, ADX, ATR
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
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Move reset logic to OnReseted in initial strategies