Donchian Channel Break Out strategy

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Re: Donchian Channel Break Out strategy

Postby automan » Wed Oct 10, 2012 3:26 pm

For example

If using 20 period donchian high and the high is on the 10th bar at 3900

then when the last alive bar cross the 3900 level the strategy should enter long on the first tick
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Re: Donchian Channel Break Out strategy

Postby automan » Thu Oct 11, 2012 1:17 am

An option to set the "analyze the current period" to no (as on the indicator) would solve the most of the problem

Then one can use 1 minute timeframe
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Re: Donchian Channel Break Out strategy

Postby Apprentice » Thu Oct 11, 2012 2:37 am

Your request is added to the development list.
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Re: Donchian Channel Break Out strategy

Postby Eric1704 » Wed Mar 06, 2013 2:05 pm

Can someone help me with a strategy too? It is based on Donchian Channels too. Could not figure out how to start a new topic under "Strategies".
Thanks.
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Re: Donchian Channel Break Out strategy

Postby Eric1704 » Wed Mar 06, 2013 9:02 pm

It goes something like this. The trend is determined by a 50 period SMA. If the Donchian Channels are trading above the 50 day SMA the trend is up and vice versa. For a long entry we want to see a bar trading completely inside the mid and lower Donchian Bands. Then we place a buy stop a tic or two above this bar. The reverse is true for a sell.
Thank you.
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Re: Donchian Channel Break Out strategy

Postby Apprentice » Sat Mar 09, 2013 6:10 am

Your request is added to the development list.
As for starting new topics.
New requests should be poster under Indicator and Signal Requests, here.
viewforum.php?f=27
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Re: Donchian Channel Break Out strategy

Postby yakimovevgeny » Wed Apr 03, 2013 4:24 am

Hi,
Help me please. I have got one problem. I added the strategy and tried to backtest it but i am getting closed out of program while its backtesting process running. sorry for my bad english
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Re: Donchian Channel Break Out strategy

Postby Apprentice » Thu Apr 04, 2013 4:58 am

I made a backtest, with no problems.
I have one task for you.
Uninstall TS, Install new version, can be found on the FXCM website.
If problems persist, share parameters that you use with us.
Also send, crash report generated.
For this, you need, to copy crash report from crash folder before closing the platform.
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Re: Donchian Channel Break Out strategy

Postby yakimovevgeny » Thu Apr 04, 2013 9:55 am

thanks for the response. i think i figure out the problem its due to trying to backtest the too much history data. now its ok everything is fine. and sorry for make a request if possible could you add 2 MA filter for example if fast MA > slow MA then only take buy signal etc
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Re: Donchian Channel Break Out strategy

Postby Apprentice » Sat Apr 06, 2013 4:40 am

Your request is added to the development list.
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