Donchian CCI Strategy (C#). StockSharp

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