Vwap Adx Strategy (Python). StockSharp

Author: StockSharp
N: 1675
v5.0.0 (7/30/2025)
Downloads: 4

Strategy based on VWAP and ADX indicators. Enters long when price is above VWAP and ADX > 25. Enters short when price is below VWAP and ADX > 25. Exits when ADX < 20.
VWAP acts as the session benchmark, and ADX measures conviction. Entries appear when price departs from VWAP with ADX showing strength.
Fits intraday trend traders. Protective stops use ATR multiples.

  • Entry Criteria:

    • Long: Close > VWAP && ADX > 25
    • Short: Close < VWAP && ADX > 25

  • Long/Short: Both
  • Exit Criteria: ADX drops below threshold
  • Stops: Percent-based using StopLossPercent
  • Default Values:

    • StopLossPercent = 2m
    • AdxPeriod = 14
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()

  • Filters:

    • Category: Mean reversion
    • Direction: Both
    • Indicators: VWAP, ADX
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium