Donchian CCI Strategy (C#)
This strategy uses Donchian CCI indicators to generate signals. Long entry occurs when Price > Donchian Upper && CCI < -100 (breakout up with oversold conditions). Short entry occurs when Price < Donc...
Install-Package StockSharp.Strategies.0202_Donchian_CCI -Version 5.0.2
This strategy uses Donchian CCI indicators to generate signals. Long entry occurs when Price > Donchian Upper && CCI < -100 (breakout up with oversold conditions). Short entry occurs when Price < Donchian Lower && CCI > 100 (breakout down with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.
Entry Criteria:
Long: Price > Donchian Upper && CCI < -100 (breakout up with oversold conditions)
Short: Price < Donchian Lower && CCI > 100 (breakout down with overbought conditions) []Long/Short: Both sides. []Exit Criteria:
Long: Exit long position when price falls below middle band
Short: Exit short position when price rises above middle band []Stops: Yes. []Default Values:
DonchianPeriod = 20
CciPeriod = 20
StopLossPercent = 2m
CandleType = TimeSpan.FromMinutes(5) [*]Filters:
Category: Mixed
Direction: Both
Indicators: Donchian CCI
Stops: Yes
Complexity: Intermediate
Timeframe: Intraday
Seasonality: No
Neural networks: No
Divergence: No
Risk Level: Medium