Donchian Channels

Category: volatility, market_structure

Highest high / lowest low over N bars; the classic breakout system (Turtle rules).

Formula

Upper = HH_N; Lower = LL_N; Mid = (Upper+Lower)/2

Inputs

• period (default: 20)

See signal primitives and every published strategy that uses Donchian Channels on WOBR StrategyVerse.