Struct DonchianBreakout 

pub struct DonchianBreakout {
    pub period: usize,
    pub allow_short: bool,
    pub exit_at_middle: bool,
}

Donchian Channel Breakout Strategy

Goes long when price breaks above upper channel (new high). Exits when price breaks below lower channel (new low). Optionally goes short on downward breakouts.

Fields

period: usize

Channel period

allow_short: bool

Allow short positions

exit_at_middle: bool

Use middle channel for exit (true) or opposite channel (false)

Implementations

impl DonchianBreakout

pub fn new(period: usize) -> Self

Create a new Donchian breakout strategy

pub fn with_short(self, allow: bool) -> Self

Enable short positions

pub fn exit_at_middle(self, at_middle: bool) -> Self

Set exit at middle channel

Trait Implementations

impl Clone for DonchianBreakout

fn clone(&self) -> DonchianBreakout

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DonchianBreakout

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for DonchianBreakout

fn default() -> Self

Returns the “default value” for a type.

impl Strategy for DonchianBreakout

fn name(&self) -> &str

Strategy name (for reporting)

fn required_indicators(&self) -> Vec<(String, Indicator)>

Required indicators this strategy needs.

fn warmup_period(&self) -> usize

Optional: minimum candles required before strategy can generate signals. Default is 1 (strategy can run from first candle).

fn on_candle(&self, ctx: &StrategyContext<'_>) -> Signal

Called on each candle to generate a signal.