Published
Aug 7, 2025
1y ago
Total Downloads
2.1K
2,119
Install
dotnet add package StockSharp.Strategies.0190_VWAP_ADX --version 5.0.2
No framework information available.
README
Vwap Adx Strategy (C# Version)
Strategy based on VWAP and ADX indicators. Enters long when price is above VWAP and ADX > 25. Enters short when price is below VWAP and ADX > 25. Exits when ADX < 20.
Testing indicates an average annual return of about 157%. It performs best in the crypto market.
VWAP acts as the session benchmark, and ADX measures conviction. Entries appear when price departs from VWAP with ADX showing strength.
Fits intraday trend traders. Protective stops use ATR multiples.
Details
- Entry Criteria:
- Long:
Close > VWAP && ADX > 25 - Short:
Close < VWAP && ADX > 25
- Long:
- Long/Short: Both
- Exit Criteria: ADX drops below threshold
- Stops: Percent-based using
StopLossPercent - Default Values:
StopLossPercent= 2mAdxPeriod= 14CandleType= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: VWAP, ADX
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Changes from Previous Version
No structural changes between v5.0.1 and v5.0.2.
Adoption Assessment
A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.
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.
Related Guides & Workflows
Learn how to evaluate, integrate, or audit this package in your .NET project.