ADX Donchian Strategy (Python). StockSharp

This strategy uses ADX Donchian indicators to generate signals.
Long entry occurs when ADX > AdxThreshold && Price >= upperBorder (strong trend with breakout up). Short entry occurs when ADX > AdxThreshold && Price <= lowerBorder (strong trend with breakout down).
It is suitable for traders seeking opportunities in mixed markets.

• Entry Criteria:
  
  
  
  • Long: ADX > AdxThreshold && Price >= upperBorder (strong trend with breakout up)
    
  • Short: ADX > AdxThreshold && Price <= lowerBorder (strong trend with breakout down)
    
  
  
• Long/Short: Both sides.
  
• Exit Criteria:
  
  
  
  • Long: Exit position when ADX falls below (threshold - 5)
    
  • Short: Exit position when ADX falls below (threshold - 5)
    
  
  
• Stops: Yes.
  
• Default Values:
  
  
  
  • AdxPeriod = 14
    
  • DonchianPeriod = 5
    
  • StopLossPercent = 2m
    
  • CandleType = TimeSpan.FromMinutes(5)
    
  • AdxThreshold = 10
    
  • Multiplier = 0.1m
    
  
  
• Filters:
  
  
  
  • Category: Mixed
    
  • Direction: Both
    
  • Indicators: ADX Donchian
    
  • Stops: Yes
    
  • Complexity: Intermediate
    
  • Timeframe: Intraday
    
  • Seasonality: No
    
  • Neural networks: No
    
  • Divergence: No
    
  • Risk Level: Medium