Bollinger Adx Strategy (C#)
Strategy combining Bollinger Bands and ADX indicators. Looks for breakouts with strong trend confirmation. Price movements outside Bollinger bands are filtered through ADX for strength. Trades engage ...
Install-Package StockSharp.Strategies.0153_Bollinger_ADX -Version 5.0.1
Strategy combining Bollinger Bands and ADX indicators. Looks for breakouts with strong trend confirmation. Price movements outside Bollinger bands are filtered through ADX for strength. Trades engage when a band break coincides with high ADX. Useful for volatility surges accompanied by strong trends. Stop size is driven by ATR.
Entry Criteria:
Long: Close < LowerBand && ADX > AdxThreshold
Short: Close > UpperBand && ADX > AdxThreshold []Long/Short: Both []Exit Criteria:
Bollinger mean reversion []Stops: ATR-based using AtrMultiplier []Default Values:
BollingerPeriod = 20
BollingerDeviation = 2.0m
AdxPeriod = 14
AdxThreshold = 25m
AtrMultiplier = 2.0m
CandleType = TimeSpan.FromMinutes(5).TimeFrame() [*]Filters:
Category: Mean reversion
Direction: Both
Indicators: Bollinger Bands, ADX
Stops: Yes
Complexity: Intermediate
Timeframe: Mid-term
Seasonality: No
Neural Networks: No
Divergence: No
Risk Level: Medium