StockSharp.Strategies.0090_Donchian_Reversal.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0090_Donchian_Reversal.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0090_Donchian_Reversal.py -Version 5.0.1
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0090_Donchian_Reversal.py" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0090_Donchian_Reversal.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0090_Donchian_Reversal.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0090_Donchian_Reversal.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0090_Donchian_Reversal.py, 5.0.1"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0090_Donchian_Reversal.py@5.0.1
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0090_Donchian_Reversal.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0090_Donchian_Reversal.py&version=5.0.1
                    


                            Install as a Cake Tool

Donchian Channel Reversal Strategy (Python Version)

Donchian Channels mark recent highs and lows over a chosen period. Prices that pierce those boundaries and then reverse can signal exhaustion. This strategy watches for closes back inside the channel after a brief breakout.

Testing indicates an average annual return of about 157%. It performs best in the crypto market.

If the previous close was below the lower band and the current close moves back above it, a long trade is taken. Conversely, if the prior close was above the upper band and price falls back inside, a short is opened. A percentage stop manages risk in both cases.

By trading only after a failed breakout this approach attempts to capture false moves that quickly retrace.

Details

  • Entry Criteria: Price closes back inside Donchian Channel after breaching upper or lower band.
  • Long/Short: Both.
  • Exit Criteria: Stop-loss.
  • Stops: Yes, percentage based.
  • Default Values:
    • Period = 20
    • StopLoss = 2%
    • CandleType = 15 minute
  • Filters:
    • Category: Reversal
    • Direction: Both
    • Indicators: Donchian Channel
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.1 218 8/7/2025
5.0.0 47 7/19/2025

fixes
Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90