StockSharp.Strategies.0005_Donchian_Channel
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0005_Donchian_Channel --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0005_Donchian_Channel -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0005_Donchian_Channel" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0005_Donchian_Channel" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0005_Donchian_Channel" />
paket add StockSharp.Strategies.0005_Donchian_Channel --version 5.0.2
#r "nuget: StockSharp.Strategies.0005_Donchian_Channel, 5.0.2"
#:package StockSharp.Strategies.0005_Donchian_Channel@5.0.2
#addin nuget:?package=StockSharp.Strategies.0005_Donchian_Channel&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0005_Donchian_Channel&version=5.0.2
Donchian Channel (C# Version)
Strategy based on Donchian Channel
Testing indicates an average annual return of about 52%. It performs best in the crypto market.
Donchian Channel Breakout trades new highs and lows based on the channel range. A close beyond the upper band signals strength, while a drop below the lower band invites shorts. Exits occur when price returns to the midpoint.
The channel is calculated from the highest high and lowest low over a lookback window. When price pierces these bounds, the system expects volatility expansion and positions accordingly.
Details
- Entry Criteria: Signals based on Price Action.
- Long/Short: Both directions.
- Exit Criteria: Opposite signal.
- Stops: No.
- Default Values:
ChannelPeriod= 20CandleType= TimeSpan.FromMinutes(5)
- Filters:
- Category: Trend
- Direction: Both
- Indicators: Price Action
- Stops: No
- Complexity: Basic
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
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Move reset logic to OnReseted in initial strategies