Donchian Channel Width Breakout (C#). StockSharp

Author: StockSharp
N: 1790
v5.0.1 (7/30/2025)
Downloads: 70

The Donchian Channel Width Breakout strategy observes the Donchian for sharp expansions. When readings jump beyond their average range, price often starts a new move.
A position opens once the indicator pierces a band derived from recent data and a deviation multiplier. Long and short trades are possible with a stop attached.
This system fits momentum traders seeking early breakouts. Trades close as the Donchian falls back toward the mean. Defaults start with DonchianPeriod = 20.

  • Entry Criteria: Indicator exceeds average by deviation multiplier.
  • Long/Short: Both directions.
  • Exit Criteria: Indicator reverts to average.
  • Stops: Yes.
  • Default Values:

    • DonchianPeriod = 20
    • AvgPeriod = 20
    • Multiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
    • StopLoss = 2.0m

  • Filters:

    • Category: Breakout
    • Direction: Both
    • Indicators: Donchian
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Short-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium