ADX DI

Strategy based on ADX and Directional Movement indicators

Testing indicates an average annual return of about 103%. It performs best in the stocks market.

ADX DI focuses on the crossing of +DI and -DI with rising ADX. A bullish cross of +DI over -DI coupled with strong ADX opens longs, while the opposite opens shorts. Positions close on a weakening ADX or opposite cross.

This combination helps avoid trading every DI cross by demanding confirmation from the ADX. The system aims to capture sustainable trends rather than short-term swings.

Details

• Entry Criteria: Signals based on ADX, ATR.
• Long/Short: Both directions.
• Exit Criteria: Opposite signal or stop.
• Stops: Yes.
• Default Values:
  • AdxPeriod = 14
  • AdxThreshold = 25m
  • AtrMultiplier = 2m
  • CandleType = TimeSpan.FromMinutes(5)
• Filters:
  • Category: Trend
  • Direction: Both
  • Indicators: ADX, ATR
  • Stops: Yes
  • Complexity: Basic
  • Timeframe: Intraday (5m)
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium