Adx Cci Strategy (Python)

Strategy based on ADX and CCI indicators. Enters long when ADX > 25 and CCI is oversold (< -100) Enters short when ADX > 25 and CCI is overbought (> 100) ADX assesses whether a trend has strength and ...

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NuGet 5.0.1 Install-Package StockSharp.Strategies.0170_ADX_CCI.py -Version 5.0.1
Adx Cci Strategy (Python)

Strategy based on ADX and CCI indicators. Enters long when ADX > 25 and CCI is oversold (< -100) Enters short when ADX > 25 and CCI is overbought (> 100) ADX assesses whether a trend has strength and CCI identifies entry timing after pullbacks. Longs and shorts follow the ADX direction. Geared toward momentum traders entering on retracements. ATR multiples manage risk.

  • Entry Criteria:

  • Long: ADX > 25 && CCI < -100

  • Short: ADX > 25 && CCI > 100 []Long/Short: Both []Exit Criteria: Trend weakens or CCI crosses zero []Stops: Percent-based using StopLossPercent []Default Values:

  • AdxPeriod = 14

  • CciPeriod = 20

  • StopLossPercent = 2.0m

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

  • Category: Mean reversion

  • Direction: Both

  • Indicators: ADX, CCI

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Mid-term

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium

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