Linear regression cross with an ADX filter. This is a full ATS that only needs to be tweaked/optimized to each individual instrument.
ADX strength input: everything greater than the input will be considered a good candidate for entry. 25 is set to default.
ADX period input: period at which to calculate ADX filters
ADX exit input: when to exit a trend. Usually anything over 45 could end up as a reversal point.
I also included a 'Directional Movement' exit to save a positions profit or limit losses.
UPDATED: .zip file
| Created By | ashmanz80 |
| NinjaTrader Version | 8 |
| File Size | 24.3 KB |
| Create Date | 02/21/2018 |
| # of Downloads | 1770 |
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