StockSharp.Strategies.0176_ADX_Bollinger
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0176_ADX_Bollinger --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0176_ADX_Bollinger -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0176_ADX_Bollinger" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0176_ADX_Bollinger" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0176_ADX_Bollinger" />
paket add StockSharp.Strategies.0176_ADX_Bollinger --version 5.0.2
#r "nuget: StockSharp.Strategies.0176_ADX_Bollinger, 5.0.2"
#:package StockSharp.Strategies.0176_ADX_Bollinger@5.0.2
#addin nuget:?package=StockSharp.Strategies.0176_ADX_Bollinger&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0176_ADX_Bollinger&version=5.0.2
Adx Bollinger Strategy (C# Version)
Strategy based on ADX and Bollinger Bands indicators. Enters long when ADX > 25 and price breaks above upper Bollinger band Enters short when ADX > 25 and price breaks below lower Bollinger band
Testing indicates an average annual return of about 115%. It performs best in the stocks market.
Bollinger band breaches filtered with ADX ensure price is breaking out with force. The system trades in the direction of the breakout.
Suited for high-volatility environments. An ATR-based stop reduces downside risk.
Details
- Entry Criteria:
- Long:
Close < LowerBand && ADX > 25
- Short:
Close > UpperBand && ADX > 25
- Long:
- Long/Short: Both
- Exit Criteria: Price returns to middle band
- Stops: ATR-based using
AtrMultiplier
- Default Values:
AdxPeriod
= 14BollingerPeriod
= 20BollingerDeviation
= 2.0mAtrPeriod
= 14AtrMultiplier
= 2.0mCandleType
= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: ADX, Bollinger Bands
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
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