3.15
Channel
PYTHON PLUGIN
Stocks
Breakout
Description
Strategy 3.15: Donchian channel breakout - buy on high breakout, sell on low
Strategy Logic
Strategy 3.15: Channel Breakout (Donchian Channel).
Buy on new high-channel breakout (price > highest high over n periods).
Sell on low-channel breakout (price < lowest low over n periods).
Classic trend-following / breakout system.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| entry_period | 20 | int |
| exit_period | 10 | int |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 10.0% |
| Stop Loss Pct | 5.0% |
| Take Profit Pct | 15.0% |
| Max Drawdown Pct | 12.0% |