Donchian Breakout no repaint

donchian breakout strategy which i revise the script for no repaint signal

backtest

策略源码

Pine

/*backtest
start: 2021-05-17 00:00:00
end: 2022-05-16 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5

// Revision:        3
// Author:          @millerrh

策略参数

donchian inputs

Upper Band: Period

Color

Lower Band: Period

Color

Fill Color

Use a Tighter Channel for Initial Stop?

Initial Stop: Period

Color

Execute Trades On...

Wick

Execute Trades On...

moving average filtering

Use Rising/Falling Moving Average as Filter?

Timeframe of Moving Average

MA Type For Filtering

SMA

MA Type For Filtering

Moving Average: Length

Rising

Falling

Use Moving Average for Filtering (Current Timeframe)?

MA Type For Filtering

SMA

MA Type For Filtering

Moving Average: Length

Color

Use Moving Average for Filtering (High Timeframe)?

Timeframe of Moving Average

MA Type For Filtering

SMA

MA Type For Filtering

Moving Average: Length

Color

adr filtering

Use ADR for Filtering?

% of ADR Value

ADR Table Visibility

Bottom

ADR Table Visibility