Donchian Volume Strategy (C#). StockSharp

Author: StockSharp
N: 1598
v5.0.2 (6/9/2026)
Downloads: 1348

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