Adx Cci Strategy

Strategy based on ADX and CCI indicators. Enters long when ADX > 25 and CCI is oversold (< -100) Enters short when ADX > 25 and CCI is overbought (> 100)

Testing indicates an average annual return of about 97%. It performs best in the crypto market.

ADX assesses whether a trend has strength and CCI identifies entry timing after pullbacks. Longs and shorts follow the ADX direction.

Geared toward momentum traders entering on retracements. ATR multiples manage risk.

Details

• Entry Criteria:
  • Long: ADX > 25 && CCI < -100
  • Short: ADX > 25 && CCI > 100
• Long/Short: Both
• Exit Criteria: Trend weakens or CCI crosses zero
• Stops: Percent-based using StopLossPercent
• Default Values:
  • AdxPeriod = 14
  • CciPeriod = 20
  • StopLossPercent = 2.0m
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Mean reversion
  • Direction: Both
  • Indicators: ADX, CCI
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Mid-term
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium