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Past performance is no guarantee of future success. All information should be viewed as educational only

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CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

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Stockpicker Template: N-day high (Donchian) – Trend and Volatility Filter

StrategyQuantTemplatesStocks

Stockpicker (D1) Builder template: close above the highest high of the last n days. The Builder searches the free parameters and conditions; variant: regime + volatility filter (ATR/Close), core-specific exit.

Stockpicker Template: N-day high (Donchian) – Trend and Volatility Filter

A StrategyQuant X Builder template for the AlgoCloud Stockpicker engine (daily bars, stock groups such as the Dow Jones, S&P 100 or Nasdaq 100). The template fixes the Stockpicker skeleton and one entry idea: close above the highest high of the last n days. The Builder then searches the free parts, so every run produces different strategies.

What the template fixes

• Entry idea: N-day high (Donchian) (close above the highest high of the last n days).
• A regime filter (Close above the 200-day SMA), a volatility filter (ATR/Close below a random limit) and a market order.
• Long side only, Stockpicker rules with a position score and a maximum number of open positions.

What the Builder searches

• The parameters of the entry idea, the volatility limit, the exit parameters and the position-score formula.

How to use

1. Builder > Full settings > Data: engine AlgoCloud Stockpicker, a stock group, timeframe D1, in-sample and out-of-sample dates.
2. Full settings > What to build > Strategy from template > choose this template.
3. Start the build, then check the results out of sample and on other groups before any live use.

Tested

Tested in StrategyQuant X 145.3205 with the AlgoCloud Stockpicker engine on the Dow Jones group D1.

Requirements

StrategyQuant X 145.3205 or newer with the AlgoCloud Stockpicker engine and stock-group data in the Data Manager. No custom blocks or random groups are needed.

Past performance is no guarantee of future success. All information should be viewed as educational only UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results. CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

Free

Files

Template-sp_hh_high_V1.sqm6 KBLocked

Download unlocks after purchase or with an active tier.

Details
Version	1.0.0
Published	October 25, 2026
Last updated	November 2, 2026
App	SQ
Idea	N-day high (Donchian)
Type	Template
Author	StrategyQuant
Engine	AlgoCloud Stockpicker
Variant	V1
Timeframe	D1
App version	145.3205
Idea family	breakout
Verification	Builder generated and accepted strategies (Dow Jones, D1)