This is a simple backtest of the bulit-in Donchian Channel indicator. For an indicator with a single parameter, the backtest results are impressive at 87k%. My previous indicator MASARS showed better results (176K%) but it achieved it by 4 parameters. Fewer parameters reduces the chance of overfitting. I am testing these indicators for use in my final algo, so please don't trade based on a single indicator's signal alone.
リリースノート:
- please calibrate the chart for other assets and TFs