Donchian Channel

Definition

The upper band is the highest high of the past N periods, the lower band is the lowest low, and the middle is their mean.

Boundary

Breakout signals are prone to false triggers in ranging markets.

Role distribution

Market regimes

Common parameters

Frequent co-occurrence

• Breakout71
• Channel64
• ATR47
• False Signal29
• False Breakout27
• Stop Loss27
• Cross Above24
• Cross Below20
• Add Position18
• EMA16

Semantic relations

• Basis ← SupportThe Donchian lower band comes from the range low and acts as support.
• Basis ← ResistanceThe Donchian upper band comes from the range high and acts as resistance.

Evidence strategies

• 优势均线突破趋势跟踪系统Advantage-Moving-Average-Breakout-Trend-Following-SystemFilter
• 双唐奇安通道突破策略Double-Donchian-Channel-Breakout-StrategyTrigger
• 双Donchian通道突破策略Dual-Donchian-Channel-Breakout-StrategyTrigger
• 唐奇安通道突破趋势跟踪策略Donchian-Channel-Breakout-StrategyTrigger
• 增强型动态通道突破趋势跟踪交易系统-Enhanced-Dynamic-Channel-Breakout-Trend-Following-Trading-SystemTrigger
• 三龙复合技术交易策略Triple-Dragon-SystemFilter
• 唐奇安通道带跟踪止损策略Donchian-Channel-With-Trailing-Stop-Loss-StrategyFilter
• 基于Donchian通道的海龟交易策略Turtle-Trading-Strategy-Based-on-Donchian-ChannelsFilter
• 动量海龟趋势跟踪策略Momentum-Turtle-Trend-Tracking-StrategyTrigger

Corpus quotes