StockSharp.Strategies.0083_ADX_Weakening.py 5.0.1

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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
                    
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.0083_ADX_Weakening.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.0083_ADX_Weakening.py" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0083_ADX_Weakening.py" />
                    
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paket add StockSharp.Strategies.0083_ADX_Weakening.py --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0083_ADX_Weakening.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.0083_ADX_Weakening.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.0083_ADX_Weakening.py&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0083_ADX_Weakening.py&version=5.0.1
                    
Install as a Cake Tool

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 = 14
    • MaPeriod = 20
    • StopLoss = 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
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Version Downloads Last Updated
5.0.1 250 8/7/2025
5.0.0 98 7/19/2025

Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90