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BreakoutC · No evidence from the archive yetVersion 0.1.0
Donchian breakout with expanding ATR
A close beyond the previous bar’s channel line, only while ATR is above its own average.
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Evidence
C · No evidence from the archive yetThis recipe has no evidence from our research archive yet. It is a widely used structure, and an indicator shows signals, not trading results.
No evidence from the archive yet — There are no evidence figures to show for this recipe, because it has not been distilled from our research archive. The parameter ranges below are commonly used values.
Parameter ranges
These ranges are commonly used values, not taken from our research.
| Parameter | Lowest | Default | Highest |
|---|---|---|---|
| Channel length | 10 | 20 | 55 |
| ATR length | 7 | 14 | 28 |
| ATR average | 20 | 50 | 100 |
What this recipe readsTechnical detail
Measures
- donchian(channelLength)
- atr(atrLength)
- sma(atr, atrAvgLength)
Regimes
- ATR expanding: atr > atrAvg
Signal conditions
- long: close > channel.upper[1] ∧ expanding
- short: close < channel.lower[1] ∧ expanding
Good to know
- Parameter ranges are common conventions, not research results; they change once there is real evidence.
Where the figures come from
No figures, so nothing to trace: the recipe has no evidence from the archive yet.