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CTA-min D1 — Donchian 55/20 Trend Breakout (ATR Risk)
What it is
A clean, daily trend-following breakout inspired by classic CTA/Turtle logic. It buys strength and sells weakness, then lets winners run with a channel-based trailing stop. No curve-fitting, no clutter—just rules.
How it trades
Timeframe: Daily (D1)
Entry: Close breaks the previous 55-bar Donchian channel (above for longs, below for shorts).
Exit/Trail: Trailing stop at the 20-bar Donchian channel on the opposite side (no fixed TP).
Risk: Initial stop = ATR(N) × stopMult (ATR is smoothed). Position size risks riskPct% of equity based on stop distance.
Labels: “BUY/SELL” only on the entry bar; “STOP BUY/STOP SELL” only on the exit bar.
Pyramiding: Off (one position at a time).
Regime Alignment with EMAs (recommended filter, not enforced by code)
Add EMA 50 and EMA 200 to the D1 chart.
Long bias: take BUY signals only when EMA50 > EMA200 (bullish regime).
Short bias: take SELL signals only when EMA50 < EMA200 (bearish regime).
Optional: for extra selectivity, require the H4 EMAs (50/200) to align with D1 before acting on a signal.
Inputs
entryN (55), exitN (20), atrLen (20), atrSmooth (10), stopMult (2.0), riskPct (0.5%–1.0% recommended).
Works well on (tested by user)
BTCUSD (Bitcoin), EURUSD, GBPJPY, NAS100/US100, USDJPY, AUDUSD, XAGUSD (Silver), US30 (Dow), JP225 (Nikkei), EURGBP, NZDUSD, EURCHF, USDCHF.
How to use
Apply to D1 charts. Review once per day after the daily close and execute next session open to mirror backtest assumptions. Best used as a portfolio strategy across multiple uncorrelated markets. Use the EMA alignment above as a discretionary regime filter to reduce false breakouts.
Notes
For educational use. Markets involve risk; past performance does not guarantee future results. Use responsible position sizing.
A clean, daily trend-following breakout inspired by classic CTA/Turtle logic. It buys strength and sells weakness, then lets winners run with a channel-based trailing stop. No curve-fitting, no clutter—just rules.
How it trades
Timeframe: Daily (D1)
Entry: Close breaks the previous 55-bar Donchian channel (above for longs, below for shorts).
Exit/Trail: Trailing stop at the 20-bar Donchian channel on the opposite side (no fixed TP).
Risk: Initial stop = ATR(N) × stopMult (ATR is smoothed). Position size risks riskPct% of equity based on stop distance.
Labels: “BUY/SELL” only on the entry bar; “STOP BUY/STOP SELL” only on the exit bar.
Pyramiding: Off (one position at a time).
Regime Alignment with EMAs (recommended filter, not enforced by code)
Add EMA 50 and EMA 200 to the D1 chart.
Long bias: take BUY signals only when EMA50 > EMA200 (bullish regime).
Short bias: take SELL signals only when EMA50 < EMA200 (bearish regime).
Optional: for extra selectivity, require the H4 EMAs (50/200) to align with D1 before acting on a signal.
Inputs
entryN (55), exitN (20), atrLen (20), atrSmooth (10), stopMult (2.0), riskPct (0.5%–1.0% recommended).
Works well on (tested by user)
BTCUSD (Bitcoin), EURUSD, GBPJPY, NAS100/US100, USDJPY, AUDUSD, XAGUSD (Silver), US30 (Dow), JP225 (Nikkei), EURGBP, NZDUSD, EURCHF, USDCHF.
How to use
Apply to D1 charts. Review once per day after the daily close and execute next session open to mirror backtest assumptions. Best used as a portfolio strategy across multiple uncorrelated markets. Use the EMA alignment above as a discretionary regime filter to reduce false breakouts.
Notes
For educational use. Markets involve risk; past performance does not guarantee future results. Use responsible position sizing.
開源腳本
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這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。