Adx Cci Strategy (C#)
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 ...
Install-Package StockSharp.Strategies.0170_ADX_CCI -Version 5.0.2
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