Donchian Volume Strategy (C#). StockSharp

Author: StockSharp
N: 1598
v5.0.1 (7/30/2025)
Downloads: 74

Donchian Volume uses Donchian channel breakouts confirmed by rising volume to initiate trades.
A move outside the channel on strong volume suggests the start of a new trend.
The strategy enters in the direction of the breakout and exits when price closes back inside the channel or volume wanes.
Stops are set a short distance inside the channel to protect against false moves.

  • Entry Criteria: indicator signal
  • Long/Short: Both
  • Exit Criteria: stop-loss or opposite signal
  • Stops: Yes, percent based
  • Default Values:

    • CandleType = 15 minute
    • StopLoss = 2%

  • Filters:

    • Category: Breakout
    • Direction: Both
    • Indicators: Donchian Channel, Volume
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium