ADX DI (Python)

Strategy based on ADX and Directional Movement indicators ADX DI focuses on the crossing of +DI and -DI with rising ADX. A bullish cross of +DI over -DI coupled with strong ADX opens longs, while the ...

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NuGet 5.0.0 Install-Package StockSharp.Strategies.0022_ADX_DI.py -Version 5.0.0
ADX DI (Python)

Strategy based on ADX and Directional Movement indicators ADX DI focuses on the crossing of +DI and -DI with rising ADX. A bullish cross of +DI over -DI coupled with strong ADX opens longs, while the opposite opens shorts. Positions close on a weakening ADX or opposite cross. This combination helps avoid trading every DI cross by demanding confirmation from the ADX. The system aims to capture sustainable trends rather than short-term swings.

  • Entry Criteria: Signals based on ADX, ATR.

  • Long/Short: Both directions.

  • Exit Criteria: Opposite signal or stop.

  • Stops: Yes.

  • Default Values:

  • AdxPeriod = 14

  • AdxThreshold = 25m

  • AtrMultiplier = 2m

  • CandleType = TimeSpan.FromMinutes(5) [*]Filters:

  • Category: Trend

  • Direction: Both

  • Indicators: ADX, ATR

  • Stops: Yes

  • Complexity: Basic

  • Timeframe: Intraday (5m)

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium

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