ADX Donchian Strategy (C#)

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 > AdxThre...

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NuGet 5.0.2 Install-Package StockSharp.Strategies.0210_ADX_Donchian -Version 5.0.2
ADX Donchian Strategy (C#)

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.

  • 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

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