StockSharp.Strategies.0166_Donchian_Stochastic.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0166_Donchian_Stochastic.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0166_Donchian_Stochastic.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.0166_Donchian_Stochastic.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.0166_Donchian_Stochastic.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0166_Donchian_Stochastic.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.0166_Donchian_Stochastic.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0166_Donchian_Stochastic.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.0166_Donchian_Stochastic.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.0166_Donchian_Stochastic.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0166_Donchian_Stochastic.py&version=5.0.1
                    


                            Install as a Cake Tool

Donchian Stochastic Strategy (Python Version)

Donchian Channel + Stochastic strategy. Strategy enters the market when the price breaks out of Donchian Channel with Stochastic confirming oversold/overbought conditions.

Testing indicates an average annual return of about 85%. It performs best in the crypto market.

Breakouts beyond the Donchian channel are confirmed with Stochastic momentum. Trades start as soon as price escapes the range and the oscillator agrees.

Useful for traders expecting immediate follow-through. An ATR multiple sets the stop.

Details

  • Entry Criteria:
    • Long: Close > DonchianHigh && StochK < 20
    • Short: Close < DonchianLow && StochK > 80
  • Long/Short: Both
  • Exit Criteria: Breakout failure or opposite signal
  • Stops: Percent-based using StopLossPercent
  • Default Values:
    • DonchianPeriod = 20
    • StochPeriod = 14
    • StochK = 3
    • StochD = 3
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
    • StopLossPercent = 2m
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: Donchian Channel, Stochastic Oscillator
    • 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.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.1 219 8/7/2025
5.0.0 43 7/19/2025

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