Adx Volume Strategy (C#)

Implementation of strategy - ADX + Volume. Enter trades when ADX is above threshold with above average volume. Direction determined by DI+ and DI- comparison. High ADX denotes a strong trend and volum...

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NuGet 5.0.2 Install-Package StockSharp.Strategies.0160_ADX_Volume -Version 5.0.2
Adx Volume Strategy (C#)

Implementation of strategy - ADX + Volume. Enter trades when ADX is above threshold with above average volume. Direction determined by DI+ and DI- comparison. High ADX denotes a strong trend and volume spikes confirm commitment. Entries are made when both indicators show strength together. Great for catching energetic breakouts. A stop based on ATR keeps exposure in check.

  • Entry Criteria:

  • Long: ADX > AdxThreshold && Volume > AvgVolume

  • Short: ADX > AdxThreshold && Volume > AvgVolume []Long/Short: Both []Exit Criteria: Trend weakens below threshold []Stops: ATR-based using StopLoss []Default Values:

  • AdxPeriod = 14

  • AdxThreshold = 25m

  • VolumeAvgPeriod = 20

  • StopLoss = new Unit(2, UnitTypes.Absolute)

  • CandleType = TimeSpan.FromMinutes(5).TimeFrame() [*]Filters:

  • Category: Breakout

  • Direction: Both

  • Indicators: ADX, Volume

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Mid-term

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium

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