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Price breaking Donchian 20-day high with volume confirmation — within 5% of 52W high, volume ≥ 1.5× average.
Price breaking Donchian 20-day high with volume confirmation. Within 5% of 52-week high. Swing and positional. Typical: 10–40 stocks daily.
Latest close ≥ donchian_upper_20 (highest high over 20 days). This is the breakout trigger.
pct_from_52wh ≥ −5 — within 5% of 52-week high, so we capture strength, not bounce-from-low.
vol_ratio_20d ≥ 1.5 — current volume at least 1.5× the 20-day average. Filters false breakouts.