Choppiness Index Breakout (C#). StockSharp

Author: StockSharp
N: 1406
v5.0.1 (7/30/2025)
Downloads: 64

The Choppiness Index gauges whether the market is trending or ranging. When the indicator drops below a threshold, it signals the start of a trend from a choppy environment.
This strategy enters in the direction of price relative to its moving average when choppiness falls. It exits if choppiness rises back above a high threshold or a stop-loss hits.
The goal is to catch new trends emerging from consolidation periods.

  • Entry Criteria: Choppiness below ChoppinessThreshold with price above/below MA.
  • Long/Short: Both directions.
  • Exit Criteria: Choppiness above HighChoppinessThreshold or stop.
  • Stops: Yes.
  • Default Values:

    • MAPeriod = 20
    • ChoppinessPeriod = 14
    • ChoppinessThreshold = 38.2m
    • HighChoppinessThreshold = 61.8m
    • CandleType = TimeSpan.FromMinutes(5)

  • Filters:

    • Category: Breakout
    • Direction: Both
    • Indicators: Choppiness, MA
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium