StockSharp.Strategies.0156_Donchian_RSI.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0156_Donchian_RSI.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0156_Donchian_RSI.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.0156_Donchian_RSI.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.0156_Donchian_RSI.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0156_Donchian_RSI.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.0156_Donchian_RSI.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0156_Donchian_RSI.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.0156_Donchian_RSI.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.0156_Donchian_RSI.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0156_Donchian_RSI.py&version=5.0.1
                    


                            Install as a Cake Tool

Donchian Rsi Strategy (Python Version)

Strategy combining Donchian Channels and RSI indicators. Buys on Donchian breakouts when RSI confirms trend is not overextended.

Testing indicates an average annual return of about 55%. It performs best in the stocks market.

Donchian channels identify breakout levels, while RSI checks whether momentum supports the move. Positions follow when a breakout aligns with RSI direction.

Best for traders expecting a sustained breakout rather than a fakeout. Risk is limited through an ATR stop.

Details

  • Entry Criteria:
    • Long: Close > DonchianHigh && RSI < RsiOversoldLevel
    • Short: Close < DonchianLow && RSI > RsiOverboughtLevel
  • Long/Short: Both
  • Exit Criteria:
    • Breakout failure or opposite signal
  • Stops: Percent-based using StopLossPercent
  • Default Values:
    • DonchianPeriod = 20
    • RsiPeriod = 14
    • RsiOverboughtLevel = 70m
    • RsiOversoldLevel = 30m
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: Donchian Channel, RSI
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • 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.

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Version Downloads Last Updated
5.0.1 217 8/7/2025
5.0.0 56 7/19/2025

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