ADX Sentiment Momentum (Python). StockSharp

Author: StockSharp
N: 1967
v5.0.0 (7/30/2025)
Downloads: 4

The ADX Sentiment Momentum strategy is built around ADX Sentiment Momentum.
Signals trigger when its indicators confirms momentum shifts on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like AdxPeriod, AdxThreshold. Adjust these defaults to balance risk and reward.

  • Entry Criteria: see implementation for indicator conditions.
  • Long/Short: Both directions.
  • Exit Criteria: opposite signal or stop logic.
  • Stops: Yes, using indicator-based calculations.
  • Default Values:

    • AdxPeriod = 14
    • AdxThreshold = 25m
    • SentimentPeriod = 5
    • StopLoss = 2m
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()

  • Filters:

    • Category: Trend following
    • Direction: Both
    • Indicators: multiple indicators
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday (5m)
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium