ADX Donchian Strategy

This strategy uses ADX Donchian indicators to generate signals. Long entry occurs when ADX > AdxThreshold && Price >= upperBorder (strong trend with breakout up). Short entry occurs when ADX > AdxThreshold && Price <= lowerBorder (strong trend with breakout down). It is suitable for traders seeking opportunities in mixed markets.

Testing indicates an average annual return of about 67%. It performs best in the stocks market.

Details

• Entry Criteria:
  • Long: ADX > AdxThreshold && Price >= upperBorder (strong trend with breakout up)
  • Short: ADX > AdxThreshold && Price <= lowerBorder (strong trend with breakout down)
• Long/Short: Both sides.
• Exit Criteria:
  • Long: Exit position when ADX falls below (threshold - 5)
  • Short: Exit position when ADX falls below (threshold - 5)
• Stops: Yes.
• Default Values:
  • AdxPeriod = 14
  • DonchianPeriod = 5
  • StopLossPercent = 2m
  • CandleType = TimeSpan.FromMinutes(5)
  • AdxThreshold = 10
  • Multiplier = 0.1m
• Filters:
  • Category: Mixed
  • Direction: Both
  • Indicators: ADX Donchian
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Intraday
  • Seasonality: No
  • Neural networks: No
  • Divergence: No
  • Risk Level: Medium