StockSharp.Strategies.0083_ADX_Weakening.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0083_ADX_Weakening.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0083_ADX_Weakening.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0083_ADX_Weakening.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0083_ADX_Weakening.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0083_ADX_Weakening.py" />
paket add StockSharp.Strategies.0083_ADX_Weakening.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0083_ADX_Weakening.py, 5.0.1"
#:package StockSharp.Strategies.0083_ADX_Weakening.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0083_ADX_Weakening.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0083_ADX_Weakening.py&version=5.0.1
ADX Weakening Strategy (Python Version)
The Average Directional Index measures trend strength. When ADX begins to decline it often signals that the current move is losing momentum. This system trades against that weakening trend when price is on the opposite side of a simple moving average.
Testing indicates an average annual return of about 136%. It performs best in the stocks market.
For each bar the strategy computes ADX and an MA. If ADX decreases compared to the prior value and price is above the MA, a long entry is placed. If ADX falls while price is below the MA, it goes short. A fixed stop-loss protects the position.
Because the approach anticipates a slowdown rather than a full reversal, trades usually hold only until ADX starts to rise again or the stop is hit.
Details
- Entry Criteria: ADX lower than previous value and price relative to MA.
- Long/Short: Both.
- Exit Criteria: Stop-loss.
- Stops: Yes, percentage based.
- Default Values:
AdxPeriod
= 14MaPeriod
= 20StopLoss
= 2%CandleType
= 15 minute
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: ADX, MA
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday
- 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
This package is not used by any popular GitHub repositories.
Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90