Extracted algorithm research record
Donchian Channels Trading Strategy
Enters long or short based on Donchian channel breakouts and sets stop loss and target levels.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian Channel | {"LookBack": 50, "N": 40} | high, low |
| SMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- close > SMA(200)
- UpperDonchian < UpperDonchian[1]
- UpperDonchian[1] = highest[LookBack](UpperDonchian[1])
Recorded short-entry rules
- close < SMA(200)
- LowerDonchian > LowerDonchian[1]
- LowerDonchian[1] = lowest[LookBack](LowerDonchian[1])
Recorded exit rules
- OnMarket and NewSL > 0
Recorded filters
- Not specified in the extracted record.
- Stop loss
- abs(close - LowerDonchian[1]) for long, abs(close - UpperDonchian[1]) for short
- Take profit
- 200 pips
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Donchian Channels Trading Strategy?
Long: close > SMA(200) UpperDonchian < UpperDonchian[1] UpperDonchian[1] = highest[LookBack](UpperDonchian[1]) Short: close < SMA(200) LowerDonchian > LowerDonchian[1] LowerDonchian[1] = lowest[LookBack](LowerDonchian[1]) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.