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Donchian Macd Strategy (Python)
Published
Jul 20, 2025
1y ago
Total Downloads
1.5K
1,527
Install
dotnet add package StockSharp.Strategies.0187_Donchian_MACD.py --version 5.0.0
No framework information available.
README
Donchian Macd Strategy (Python Version)
Strategy combining Donchian Channel breakout with MACD trend confirmation.
The strategy waits for a Donchian breakout and verifies momentum with MACD. Long or short trades ride the move once MACD agrees.
Aimed at breakout enthusiasts wanting confirmation. Stops are placed using an ATR multiplier.
Details
- Entry Criteria:
- Long:
Price breaks Donchian high && MACD > Signal - Short:
Price breaks Donchian low && MACD < Signal
- Long:
- Long/Short: Both
- Exit Criteria: MACD reversal
- Stops: Percent-based using
StopLossPercent - Default Values:
DonchianPeriod= 20MacdFast= 12MacdSlow= 26MacdSignal= 9StopLossPercent= 2mCandleType= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Breakout
- Direction: Both
- Indicators: Donchian Channel, MACD
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
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