StockSharp.Strategies.0241_ADX_Mean_Reversion 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0241_ADX_Mean_Reversion --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0241_ADX_Mean_Reversion -Version 5.0.1
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0241_ADX_Mean_Reversion" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0241_ADX_Mean_Reversion" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0241_ADX_Mean_Reversion" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0241_ADX_Mean_Reversion --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0241_ADX_Mean_Reversion, 5.0.1"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0241_ADX_Mean_Reversion@5.0.1
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0241_ADX_Mean_Reversion&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0241_ADX_Mean_Reversion&version=5.0.1
                    


                            Install as a Cake Tool

ADX Mean Reversion Strategy (C# Version)

Here the Average Directional Index (ADX) measures overall trend strength. When ADX is low, the market lacks direction and prices tend to oscillate around a mean value. This strategy exploits that behaviour by trading deviations of ADX from its moving average.

A long trade is entered when ADX drops below the average minus DeviationMultiplier times the standard deviation and price is below the moving average. A short trade is opened when ADX spikes above the upper band and price is above the average. Positions are closed when ADX reverts toward its average.

This system appeals to traders looking for opportunities during low-trend environments. The stop-loss prevents small mean-reversion trades from growing into large losses if a new trend emerges.

Details

  • Entry Criteria:
    • Long: ADX < Avg - DeviationMultiplier * StdDev && Close < MA
    • Short: ADX > Avg + DeviationMultiplier * StdDev && Close > MA
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when ADX > Avg
    • Short: Exit when ADX < Avg
  • Stops: Yes, percent stop-loss.
  • Default Values:
    • AdxPeriod = 14
    • AveragePeriod = 20
    • DeviationMultiplier = 2m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: ADX
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

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Version Downloads Last Updated
5.0.1 274 7/20/2025
5.0.0 62 7/11/2025