Published
Aug 7, 2025
1y ago
Total Downloads
2.1K
2,083
Install
dotnet add package StockSharp.Strategies.0187_Donchian_MACD --version 5.0.2
No framework information available.
README
Donchian Macd Strategy (C# Version)
Strategy combining Donchian Channel breakout with MACD trend confirmation.
Testing indicates an average annual return of about 148%. It performs best in the forex market.
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
Changes from Previous Version
No structural changes between v5.0.1 and v5.0.2.
Adoption Assessment
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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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