Donchian Channel (C#). StockSharp

Author: StockSharp
N: 1326
v5.0.1 (7/30/2025)
Downloads: 72

Strategy based on Donchian Channel
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.

  • Entry Criteria: Signals based on Price Action.
  • Long/Short: Both directions.
  • Exit Criteria: Opposite signal.
  • Stops: No.
  • Default Values:

    • ChannelPeriod = 20
    • CandleType = 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