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Published
Jul 19, 2025
1y ago
Total Downloads
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Install

dotnet add package StockSharp.Strategies.0176_ADX_Bollinger.py --version 5.0.0

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README

Adx Bollinger Strategy (Python 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

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/Short: Both
  • Exit Criteria: Price returns to middle band
  • Stops: ATR-based using AtrMultiplier
  • Default Values:
    • AdxPeriod = 14
    • BollingerPeriod = 20
    • BollingerDeviation = 2.0m
    • AtrPeriod = 14
    • AtrMultiplier = 2.0m
    • CandleType = 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

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No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.

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