Strategy based on ADX and CCI indicators. Enters long when ADX > 25 and CCI is oversold (< -100) Enters short when ADX > 25 and CCI is overbought (> 100)
ADX assesses whether a trend has strength and CCI identifies entry timing after pullbacks. Longs and shorts follow the ADX direction.
Geared toward momentum traders entering on retracements. ATR multiples manage risk.
- Entry Criteria:
- Long: ADX > 25 && CCI < -100
- Short: ADX > 25 && CCI > 100
- Long/Short: Both
- Exit Criteria: Trend weakens or CCI crosses zero
- Stops: Percent-based using StopLossPercent
- Default Values:
- AdxPeriod = 14
- CciPeriod = 20
- StopLossPercent = 2.0m
- CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: ADX, CCI
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium