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Description
Implement the Donchian Channel breakout trading strategy using the existing volatility.DonchianChannel indicator.
Location: strategy/volatility/donchian_channel_strategy.go
Strategy Rules:
- Buy Action: Current price is above the Upper Donchian Channel (e.g., 20-period high).
- Sell Action: Current price is below the Lower Donchian Channel (e.g., 20-period low).
- Hold Action: Otherwise.
Implementation Details:
- Follow the
strategy.Strategyinterface. - Use
volatility.NewDonchianChannel()or allow custom parameters. - Provide unit tests with historical data in
strategy/volatility/testdata/donchian_channel_strategy.csv. - Ensure 100% test coverage.
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