{
  "id": 2508,
  "rank": 2852,
  "name": "Donchian Channels Trading Strategy",
  "aka": [],
  "family": "A",
  "subtype": "A2",
  "one_liner": "Enters long or short based on Donchian channel breakouts and sets stop loss and target levels.",
  "market_regime": "trending|volatile",
  "timeframes": [
    "null"
  ],
  "symbols": [
    "null"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "Donchian Channel",
      "params": {
        "N": 40,
        "LookBack": 50
      },
      "applied_to": "high, low"
    },
    {
      "name": "SMA",
      "params": {
        "period": 200
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "close > SMA(200)",
    "UpperDonchian < UpperDonchian[1]",
    "UpperDonchian[1] = highest[LookBack](UpperDonchian[1])"
  ],
  "entry_short": [
    "close < SMA(200)",
    "LowerDonchian > LowerDonchian[1]",
    "LowerDonchian[1] = lowest[LookBack](LowerDonchian[1])"
  ],
  "exit_rules": [
    "OnMarket and NewSL > 0"
  ],
  "filters": [
    "null"
  ],
  "stop_loss": "abs(close - LowerDonchian[1]) for long, abs(close - UpperDonchian[1]) for short",
  "take_profit": "200 pips",
  "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/2508-donchian-channels-trading-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/donchian-channels-trading-strategy/",
  "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."
}