StockSharp.Strategies.0141_Donchian_Volume.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0141_Donchian_Volume.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0141_Donchian_Volume.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0141_Donchian_Volume.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0141_Donchian_Volume.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0141_Donchian_Volume.py" />
paket add StockSharp.Strategies.0141_Donchian_Volume.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0141_Donchian_Volume.py, 5.0.1"
#:package StockSharp.Strategies.0141_Donchian_Volume.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0141_Donchian_Volume.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0141_Donchian_Volume.py&version=5.0.1
Donchian Volume Strategy (Python Version)
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.
Testing indicates an average annual return of about 160%. It performs best in the forex market.
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.
Details
- Entry Criteria: indicator signal
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType
= 15 minuteStopLoss
= 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
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
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