OPEN-SOURCE SCRIPT
Donchian Channels strategy with backtest
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Here's another trading strategy for you. This one is based on the standard Donchian Channels.
This one will - by default - wait for 2 consecutive higher highs (or lower lows) before taking a position. This can be disabled so the script will take a new trade without waiting for the 2nd high or low.
This is useful to avoid getting into a trade when market makers are aiming for a swing-failure pattern (= taking out stop/losses below the last low or above the last high)
For people who don't like to short, there's also the option to exclude shorts.
Enjoy!
This one will - by default - wait for 2 consecutive higher highs (or lower lows) before taking a position. This can be disabled so the script will take a new trade without waiting for the 2nd high or low.
This is useful to avoid getting into a trade when market makers are aiming for a swing-failure pattern (= taking out stop/losses below the last low or above the last high)
For people who don't like to short, there's also the option to exclude shorts.
Enjoy!
Notes de version
Code cleanup + change of backtesting with 100% of equity to 10% to meet tradingview house roules.Notes de version
Added buy, sell and close labels. The close label will show up when you don't want to go short.Notes de version
Fixed incorrect opening of the short positions.Please rerun any backtest you have done, because this fix will affect your previous results.
Many thanks to liuqiba for pointing out this bug ;-)
Script open-source
Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.
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