Strategy Tester Sample Strategy (Python). StockSharp

Author: StockSharp
N: 2157
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This example illustrates how momentum and trend strength can be combined to
form a basic discretionary system. A linear regression slope measures short
term momentum while the Average Directional Index gauges the persistence of a
move. Two independent rules trigger entries: a momentum pivot accompanied by a
drop in ADX, or a new ADX high with momentum turning up from negative values.
The strategy is intentionally simple and focuses on long positions. It is meant
as a template for testing ideas such as ATR‑based risk levels and optional exit
controls. Developers can expand the exit logic or add stop‑loss handling to
turn it into a full trading model.

  • Entry Criteria:

    • Momentum pivot high and ADX declining.
    • ADX pivot high with momentum rising from below zero.

  • Long/Short: Long only by default.
  • Exit Criteria:

    • Momentum pivot high (if momentum exit is enabled).
    • Custom strategy exit placeholder.

  • Stops: None; ATR values are available for external use.
  • Default Values:

    • Momentum length = 20, DI length = 14.
    • ADX key level = 25, ATR length = 14.

  • Filters:

    • Category: Momentum
    • Direction: Long
    • Indicators: Linear Regression, ADX, ATR
    • Stops: No
    • Complexity: Low
    • Timeframe: Short/medium
    • Seasonality: No
    • Neural networks: No
    • Divergence: Yes (momentum pivots)
    • Risk level: Medium