Ichimoku Adx Strategy (C#)
Ichimoku Adx Strategy Strategy based on Ichimoku Cloud and ADX indicators. Entry criteria: Long: Price > Kumo (cloud) && Tenkan > Kijun && ADX > 25 (uptrend with strong movement) Short: Price < Kumo (...
Install-Package StockSharp.Strategies.0200_Ichimoku_ADX -Version 5.0.2
Ichimoku Adx Strategy
Strategy based on Ichimoku Cloud and ADX indicators. Entry criteria: Long: Price > Kumo (cloud) && Tenkan > Kijun && ADX > 25 (uptrend with strong movement) Short: Price < Kumo (cloud) && Tenkan < Kijun && ADX > 25 (downtrend with strong movement) Exit criteria: Long: Price < Kumo (price falls below cloud) Short: Price > Kumo (price rises above cloud)
Testing indicates an average annual return of about 187%. It performs best in the stocks market.
This strategy blends Ichimoku Cloud signals with ADX to filter for powerful trends. Trades occur when price breaks above or below the cloud with ADX confirming.
It favors traders who prefer structured trend setups. ATR-defined stops defend against adverse swings.
Details
- Entry Criteria:
- Long:
Price > Cloud && Tenkan > Kijun && ADX > AdxThreshold - Short:
Price < Cloud && Tenkan < Kijun && ADX > AdxThreshold
- Long:
- Long/Short: Both
- Exit Criteria:
- Price crosses the cloud opposite
- Stops: Uses Ichimoku cloud for trailing stop
- Default Values:
TenkanPeriod= 9KijunPeriod= 26SenkouSpanBPeriod= 52AdxPeriod= 14AdxThreshold= 25mCandleType= TimeSpan.FromMinutes(15).TimeFrame()
- Filters:
- Category: Trend
- Direction: Both
- Indicators: Ichimoku Cloud, ADX
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium