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Donchian trend strategy
Long on 20-day high, exit on 10-day low. Position-sized by ATR.
@fei32458MITОпубликовано 2026-04-05
donchian-trend.spec
let hi = highest(high, 20)let lo = lowest(low, 10)let size = atr_position(risk_pct: 1.0, atr: atr(14))if cross_up(close, hi[1]) { buy(qty: size) }if cross_down(close, lo[1]) { sell_all() }