Skip to main content
Total Downloads
1.5K
1,522
Published
Aug 7, 2025
1y ago

Get Started

dotnet add package StockSharp.Strategies.0210_ADX_Donchian.py --version 5.0.1

No framework information available.

README

ADX Donchian Strategy (Python Version)

This strategy uses ADX Donchian indicators to generate signals. Long entry occurs when ADX > AdxThreshold && Price >= upperBorder (strong trend with breakout up). Short entry occurs when ADX > AdxThreshold && Price <= lowerBorder (strong trend with breakout down). It is suitable for traders seeking opportunities in mixed markets.

Testing indicates an average annual return of about 67%. It performs best in the stocks market.

Details

  • Entry Criteria:
    • Long: ADX > AdxThreshold && Price >= upperBorder (strong trend with breakout up)
    • Short: ADX > AdxThreshold && Price <= lowerBorder (strong trend with breakout down)
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit position when ADX falls below (threshold - 5)
    • Short: Exit position when ADX falls below (threshold - 5)
  • Stops: Yes.
  • Default Values:
    • AdxPeriod = 14
    • DonchianPeriod = 5
    • StopLossPercent = 2m
    • CandleType = TimeSpan.FromMinutes(5)
    • AdxThreshold = 10
    • Multiplier = 0.1m
  • Filters:
    • Category: Mixed
    • Direction: Both
    • Indicators: ADX Donchian
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium

Downloads by Version

Similar & Alternative Packages

Hand-picked matching NuGet libraries based on tags & ecosystem

Depended On By

Find packages that declare this package as a dependency. NuGet does not provide a reverse-dependency endpoint, so candidates are checked on demand.

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.