Donchian Channel Testing — Strategy by gadicherlaavinash
By gadicherlaavinash
Performance Metrics
- Author: gadicherlaavinash
- Symbol: NSE:NIFTY
- Timeframe: 15 minutes
- Net P&L: +3,510.56 NONE (+3.51%)
- Win Rate: 30.4%
- Profit Factor: 1.29
- Max Drawdown: 1,778.05 NONE (1.76%)
- Total Trades: 734
- Sharpe Ratio: 0.26
Description
Conditions:1. Centre line above close long entry, exit centre line below close.2. Centre line below close short entry, exit centre line below close.3. But For now I coded like Long Exit becomes entry for Short and vice versaHave to further Update