Donchian Channel Crypto Trading Strategy That Works at Every Parameter

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Showing off a trend-following Donchian channel breakout trading strategy that has one parameter. The strategy has maintained a positive expectancy in the past regardless of the parameter value selected. Python code for the strategy is shown.

The content covered on this channel is NOT to be considered as any financial or investment advice. Past results are not necessarily indicative of future results. This content is purely for education/entertainment.

Tradingview moderation is lame and apparently my script violated 'house rules' about something, I don't know why or care. Here is the pinescript code if you want it.

indicator(title="Modified Donchian Channel", shorttitle="NTDC", overlay=true, timeframe="", timeframe_gaps=true)
var sig = 0
if buy
sig := 1
if sell
sig := -1

u = plot(upper, "Upper", color=#2962FF)
l = plot(lower, "Lower", color=#2962FF)
//plot(sig)
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Great video and interesting insight into parameter sizing and reasoning.

Gingeey
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These are awesome vids but plz turn on grid for the graphs lol

arthurjohnson
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Great video as always! Btw, how's the average return % computed?

boring
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"but it's performance wouldn't make you a billionaire overnight"
would it beat buying and holding a cheap S&P500 index fund tho?

DeAdBiGeYeFiSh
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What is the music track playing in this?

SuperChaoticOne