StockSharp.Strategies.0187_Donchian_MACD.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0187_Donchian_MACD.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0187_Donchian_MACD.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.0187_Donchian_MACD.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.0187_Donchian_MACD.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0187_Donchian_MACD.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.0187_Donchian_MACD.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0187_Donchian_MACD.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.0187_Donchian_MACD.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.0187_Donchian_MACD.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0187_Donchian_MACD.py&version=5.0.1
                    


                            Install as a Cake Tool

Donchian Macd Strategy (Python 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/Short: Both
  • Exit Criteria: MACD reversal
  • Stops: Percent-based using StopLossPercent
  • Default Values:
    • DonchianPeriod = 20
    • MacdFast = 12
    • MacdSlow = 26
    • MacdSignal = 9
    • StopLossPercent = 2m
    • CandleType = 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
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.

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Version Downloads Last Updated
5.0.1 220 8/7/2025
5.0.0 320 7/20/2025

Refactor resets to OnReseted