DMI Winner (Python)
DMI Winner is a trend‑following strategy based on the Directional Movement Index (DMI). It opens trades when the +DI and -DI lines cross and the Average Directional Index (ADX) rises above a key thres...
Install-Package StockSharp.Strategies.0417_Dmi_Winner.py -Version 5.0.0
DMI Winner is a trend‑following strategy based on the Directional Movement Index (DMI). It opens trades when the +DI and -DI lines cross and the Average Directional Index (ADX) rises above a key threshold, signalling a strong trend. An optional moving‑average filter keeps trades in the direction of the broader trend. A stop‑loss can also be enabled to cap downside risk, though by default the system relies on signal reversals for exits.
Data: Price candles.
Entry Criteria:
Long: +DI crosses above -DI AND ADX > KeyLevel (with optional MA filter).
Short: -DI crosses above +DI AND ADX > KeyLevel (with optional MA filter). []Exit Criteria: Opposite DI cross or stop‑loss if enabled. []Stops: Optional stop‑loss (UseSL). [*]Default Values:
DILength = 14
KeyLevel = 23
UseMA = True
UseSL = False [*]Filters:
Category: Trend following
Direction: Long & Short
Indicators: DMI, Moving Average
Complexity: Moderate
Risk level: Medium