Bollinger Adx Strategy (C#). StockSharp

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