Donchian Volume Strategy (Python). StockSharp

Author: StockSharp
N: 1599
v5.0.1 (6/5/2026)
Downloads: 925

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. [list] [][b]Entry Criteria[/b]: indicator signal [][b]Long/Short[/b]: Both [][b]Exit Criteria[/b]: stop-loss or opposite signal [][b]Stops[/b]: Yes, percent based [][b]Default Values[/b]: [list] [][b]CandleType[/b] = 15 minute [][b]StopLoss[/b] = 2% [/list] [][b]Filters[/b]: [list] []Category: Breakout []Direction: Both []Indicators: Donchian Channel, Volume []Stops: Yes []Complexity: Intermediate []Timeframe: Intraday []Seasonality: No []Neural networks: No []Divergence: No []Risk level: Medium [/list] [/list]