StockSharp.Strategies.0215_RSI_Donchian.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0215_RSI_Donchian.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0215_RSI_Donchian.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.0215_RSI_Donchian.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.0215_RSI_Donchian.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0215_RSI_Donchian.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.0215_RSI_Donchian.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0215_RSI_Donchian.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.0215_RSI_Donchian.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.0215_RSI_Donchian.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0215_RSI_Donchian.py&version=5.0.1
                    


                            Install as a Cake Tool

RSI Donchian Strategy (Python Version)

The RSI Donchian strategy looks for momentum extremes that coincide with breakouts of the Donchian Channel. The relative strength index gauges overbought and oversold conditions while the channel defines recent price highs and lows.

Testing indicates an average annual return of about 82%. It performs best in the stocks market.

A buy signal appears when the RSI dips below 30 and price breaks above the Donchian upper band. A short signal forms when the RSI rises above 70 and price falls through the lower band. Exits occur once price moves back to the Donchian middle line, signalling a return to balance.

This method works well for active traders who like to fade exhaustion moves but still trade with clear breakout levels. The stop-loss helps cap risk if momentum fails to revert quickly.

Details

  • Entry Criteria:
    • Long: RSI < 30 && Close > Donchian High
    • Short: RSI > 70 && Close < Donchian Low
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when close < Donchian Middle
    • Short: Exit when close > Donchian Middle
  • Stops: Yes, percentage stop-loss.
  • Default Values:
    • RsiPeriod = 14
    • DonchianPeriod = 20
    • StopLossPercent = 2m
    • CandleType = TimeSpan.FromMinutes(15)
  • Filters:
    • Category: Mixed
    • Direction: Both
    • Indicators: RSI, Donchian Channel
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium
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Version Downloads Last Updated
5.0.1 210 8/7/2025
5.0.0 290 7/20/2025

Refactor strategy reset handling