Donchian Channel Break Out strategy

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Donchian Channel Break Out strategy

Postby Apprentice » Tue Dec 07, 2010 7:59 am

Donchian Strategy.png

Donchian Strategy.lua
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Basic Rules
Enter on Long Channel Break Out.
Exit on Short Channel Break In.

Buy's on a break of the 55 day high (with a stop on the 20 day low)
Sell's on a break of the 55 day low (with a stop on the 20 day high).

Filter Option Added.
1. Filter - Price / 1. MA
2. Filter - 1. MA / 2. MA
3. Filter - 1. MA Slope
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Apprentice
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Re: Donchian Channel Break Out strategy

Postby cwallin » Tue Dec 07, 2010 9:56 am

Thanks for the quick response. I added the strategy and tried to backtest it, but nothing happened. I tried to attach a screenshot. I made sure "allow for trade" was set to 'Yes'. Also, my program shut down twice while trying to load it.?
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Re: Donchian Channel Break Out strategy

Postby Apprentice » Tue Dec 07, 2010 10:37 am

Oops, you do not have a beta version.
I have upload new version.
This is probably working.
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Re: Donchian Channel Break Out strategy

Postby cwallin » Tue Dec 07, 2010 11:02 am

I did see results after backtesting, however, I am still getting closed out of program.
Thanks!
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Re: Donchian Channel Break Out strategy

Postby Apprentice » Tue Dec 07, 2010 11:23 am

Did you download updated version?
Strange.
I think I'll need to install the regular version
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Re: Donchian Channel Break Out strategy

Postby cwallin » Tue Dec 07, 2010 11:36 am

I deleted the previous download I had and downloaded the one at the top of this post. Is this the correct version?
Thanks!
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Re: Donchian Channel Break Out strategy

Postby cwallin » Tue Dec 07, 2010 6:10 pm

Alright, so now I can change parameters and time frames, etc.. However, after about 30 seconds to 1 minute or so, the program still closes on me. Any ideas?
Thanks Again!
cwallin
 
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Re: Donchian Channel Break Out strategy

Postby bbauernschmitt » Thu Dec 23, 2010 3:11 pm

Is there an easy way to add a long term directional filter (such as a 200 period EMA) to this strategy?

So, it only buys or sells breakouts in the direction of the LT trend.
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Re: Donchian Channel Break Out strategy

Postby Apprentice » Thu Dec 23, 2010 3:20 pm

Modification of this type is possible.
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