{
  "id": 1247,
  "rank": 2963,
  "name": "Donchian Breakout Failures",
  "aka": [
    "Donchian Reverse DAX 5m"
  ],
  "family": "A",
  "subtype": "A2",
  "one_liner": "Enters opposite to Donchian channel breakouts to catch failure reversals.",
  "market_regime": "any",
  "timeframes": [
    "5M"
  ],
  "symbols": [
    "DAX"
  ],
  "sessions": [
    "20:30 GMT close"
  ],
  "indicators": [
    {
      "name": "Donchian (canal)",
      "params": {
        "N": 8
      },
      "applied_to": "high, low"
    }
  ],
  "entry_long": [
    "close < myLowerband AND NOT ONMARKET",
    "SHORTONMARKET AND (CLOSE-TRADEPRICE) > FlipPosition"
  ],
  "entry_short": [
    "close > myUpperband AND NOT ONMARKET",
    "LONGONMARKET AND (CLOSE-TRADEPRICE) < -FlipPosition"
  ],
  "exit_rules": [
    "none"
  ],
  "filters": [
    "none"
  ],
  "stop_loss": "10xATR",
  "take_profit": "15xATR",
  "position_size": "1 contract",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/1247-donchian-breakout-failures",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-trading-strategies/breakout-failures-dax-5m/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}