Breakout
Version 1.0.0 ·
Description
Donchian Channel breakout strategy that enters long when price breaks above the upper channel and short when it breaks below the lower channel. Uses ATR for stop loss placement.
Default Parameters
No parameters defined.
Parameter Schema
{
"lookback": {
"type": "integer",
"min": 10,
"max": 50,
"default": 20
},
"atr_period": {
"type": "integer",
"min": 7,
"max": 21,
"default": 14
},
"atr_multiplier": {
"type": "number",
"min": 1,
"max": 3,
"default": 2
}
}
Recent Backtests with this Strategy
No backtests yet with this strategy.