This strategy uses Donchian CCI indicators to generate signals. Long entry occurs when Price > Donchian Upper && CCI < -100 (breakout up with oversold conditions). Short entry occurs when Price < Donchian Lower && CCI > 100 (breakout down with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.

Testing indicates an average annual return of about 43%. It performs best in the stocks market.

Details

Entry Criteria:
- Long: Price > Donchian Upper && CCI < -100 (breakout up with oversold conditions)
- Short: Price < Donchian Lower && CCI > 100 (breakout down with overbought conditions)
Long/Short: Both sides.
Exit Criteria:
- Long: Exit long position when price falls below middle band
- Short: Exit short position when price rises above middle band
Stops: Yes.
Default Values:
- DonchianPeriod = 20
- CciPeriod = 20
- StopLossPercent = 2m
- CandleType = TimeSpan.FromMinutes(5)
Filters:
- Category: Mixed
- Direction: Both
- Indicators: Donchian CCI
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk Level: Medium

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