StockSharp.Strategies.0160_ADX_Volume
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0160_ADX_Volume --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0160_ADX_Volume -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0160_ADX_Volume" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0160_ADX_Volume" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0160_ADX_Volume" />
paket add StockSharp.Strategies.0160_ADX_Volume --version 5.0.2
#r "nuget: StockSharp.Strategies.0160_ADX_Volume, 5.0.2"
#:package StockSharp.Strategies.0160_ADX_Volume@5.0.2
#addin nuget:?package=StockSharp.Strategies.0160_ADX_Volume&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0160_ADX_Volume&version=5.0.2
Adx Volume Strategy (C# Version)
Implementation of strategy - ADX + Volume. Enter trades when ADX is above threshold with above average volume. Direction determined by DI+ and DI- comparison.
Testing indicates an average annual return of about 67%. It performs best in the stocks market.
High ADX denotes a strong trend and volume spikes confirm commitment. Entries are made when both indicators show strength together.
Great for catching energetic breakouts. A stop based on ATR keeps exposure in check.
Details
- Entry Criteria:
- Long:
ADX > AdxThreshold && Volume > AvgVolume
- Short:
ADX > AdxThreshold && Volume > AvgVolume
- Long:
- Long/Short: Both
- Exit Criteria: Trend weakens below threshold
- Stops: ATR-based using
StopLoss
- Default Values:
AdxPeriod
= 14AdxThreshold
= 25mVolumeAvgPeriod
= 20StopLoss
= new Unit(2, UnitTypes.Absolute)CandleType
= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: ADX, Volume
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
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