20)¶

What it does: Buys when price breaks to a new multi-week high and rides the trend until it fades. This is based on the classic 'Turtle' trading rules. It buys when the daily price breaks above its highest high of the last 20 days and sells when it falls below its lowest low of the last 10 days (System 1), or uses 55 and 20 days (System 2).

Style: Trend · Difficulty: Intermediate · Risk: medium · Ready: 3 of 3 variants

When people use it: It tends to work when a breakout turns into a long, sustained trend.

Where it struggles: It struggles in sideways markets, where many breakouts fail. Expect many small losing trades and a few large winners; long losing streaks are normal for this style.

Markets it was written for: BTC, ETH, majors. Timeframes: 1d (4h for faster).

Open it in the Strategy Library (on the Strategies page), pick a variant, adjust the settings and press Add to my strategies. It becomes your own strategy: edit, backtest or trade it like any other.

System 1 long (20/10)¶

Buys when price breaks to a new multi-week high and rides the trend until it fades.

Labels: Trend Following, Long, Spot, Intermediate, Slow

Direction: Buy (long) · Market: spot
Trigger: On candle close · Main timeframe: Auto (1d)

Entry

IF Price crosses above Donchian(10,20) Upper 1 bar ago (1d)

Exit: Indicator-Based Exit

IF Price crosses below Donchian(10,20) Lower 1 bar ago (1d)
Loss controls: Stop-loss % 10%

Settings

Setting	Default	Editable	What changing it does
Entry channel	20	Yes (sets 2 fields)	How many candles the price must break out of to enter. Lower trades more often and earlier but gets more false breakouts; higher trades rarely and only on bigger moves.
Exit channel	10	Yes (sets 2 fields)	It closes when the price breaks the opposite side of this many candles. Shorter exits sooner, keeping more of a gain but cutting trends short; longer rides trends further but gives back more before exiting.
Stop-loss %	10	Yes	Closes the trade if the price moves this far against your entry. Tighter limits each loss but gets hit more often by normal swings; wider gives the trade more room but each losing trade costs more. If you use leverage, keep it well inside your liquidation distance.

How it works (as shown in the app)

This is based on the classic 'Turtle' trading rules. It buys when the daily price breaks above its highest high of the last 20 days and sells when it falls below its lowest low of the last 10 days (System 1), or uses 55 and 20 days (System 2).
It tends to work when a breakout turns into a long, sustained trend.
It struggles in sideways markets, where many breakouts fail. Expect many small losing trades and a few large winners; long losing streaks are normal for this style.
A % stop-loss caps the loss on each trade if the exit channel is far away.
Built for daily candles; 4-hour candles make it faster and trade more.
System 1 (20/10): reacts sooner and trades more often.

System 2 long (55/20)¶

Buys when price breaks to a new multi-week high and rides the trend until it fades.

Labels: Trend Following, Long, Spot, Intermediate, Slow

Direction: Buy (long) · Market: spot
Trigger: On candle close · Main timeframe: Auto (1d)

Entry

IF Price crosses above Donchian(20,55) Upper 1 bar ago (1d)

Exit: Indicator-Based Exit

IF Price crosses below Donchian(20,55) Lower 1 bar ago (1d)
Loss controls: Stop-loss % 12%

Settings

Setting	Default	Editable	What changing it does
Entry channel	55	Yes (sets 2 fields)	How many candles the price must break out of to enter. Lower trades more often and earlier but gets more false breakouts; higher trades rarely and only on bigger moves.
Exit channel	20	Yes (sets 2 fields)	It closes when the price breaks the opposite side of this many candles. Shorter exits sooner, keeping more of a gain but cutting trends short; longer rides trends further but gives back more before exiting.
Stop-loss %	12	Yes	Closes the trade if the price moves this far against your entry. Tighter limits each loss but gets hit more often by normal swings; wider gives the trade more room but each losing trade costs more. If you use leverage, keep it well inside your liquidation distance.

How it works (as shown in the app)

This is based on the classic 'Turtle' trading rules. It buys when the daily price breaks above its highest high of the last 20 days and sells when it falls below its lowest low of the last 10 days (System 1), or uses 55 and 20 days (System 2).
It tends to work when a breakout turns into a long, sustained trend.
It struggles in sideways markets, where many breakouts fail. Expect many small losing trades and a few large winners; long losing streaks are normal for this style.
A % stop-loss caps the loss on each trade if the exit channel is far away.
Built for daily candles; 4-hour candles make it faster and trade more.
System 2 (55/20): waits for bigger breakouts, so fewer trades that tend to last longer.

System 1 short (perp)¶

Shorts when price breaks to a new multi-week low and rides the fall until it fades.

Labels: Trend Following, Short, Futures, Slow, Backtest Only

Direction: Sell (short) · Market: swap
Trigger: On candle close · Main timeframe: Auto (1d)

Entry

IF Price crosses below Donchian(20,10) Lower 1 bar ago (1d)

Exit: Indicator-Based Exit

IF Price crosses above Donchian(20,10) Upper 1 bar ago (1d)
Loss controls: Stop-loss % 10%

Settings

Setting	Default	Editable	What changing it does
Entry channel	20	Yes (sets 2 fields)	How many candles the price must break out of to enter. Lower trades more often and earlier but gets more false breakouts; higher trades rarely and only on bigger moves.
Exit channel	10	Yes (sets 2 fields)	It closes when the price breaks the opposite side of this many candles. Shorter exits sooner, keeping more of a gain but cutting trends short; longer rides trends further but gives back more before exiting.
Stop-loss %	10	Yes	Closes the trade if the price moves this far against your entry. Tighter limits each loss but gets hit more often by normal swings; wider gives the trade more room but each losing trade costs more. If you use leverage, keep it well inside your liquidation distance.

How it works (as shown in the app)

This is based on the classic 'Turtle' trading rules, mirrored for shorts: it shorts when the daily price breaks below its lowest low of the last 20 days and buys back when it rises above its highest high of the last 10 days (System 1).
It tends to work when a breakdown turns into a long, sustained downtrend.
It struggles in sideways markets, where many breakdowns fail. Expect many small losing trades and a few large winners; long losing streaks are normal for this style.
A % stop-loss caps the loss on each trade if the exit channel is far away.
Built for daily candles; 4-hour candles make it faster and trade more.
Shorting means you profit if the price falls and lose if it rises.
Suggested leverage is at most 3x. On isolated margin, at 3x the exchange closes the position (liquidation) if the price moves about 33% against you, and you lose the margin you put into it. Keep your stop well inside that.
For now this version runs in backtests only; paper and live futures trading are coming later.

Warnings¶

"Backtest only for now: paper and live trading of shorts are coming later.": shown on short variants. They need perpetual or futures pairs.
Some variants suggest leverage. On isolated margin a liquidation loses the margin in that position; keep any stop well inside the liquidation distance (the Trade Builder warns you when it isn't).
Once added, the strategy's conditions get the usual condition checks. Messages show under each condition on the entry / exit conditions screen; setting errors start with the indicator's short name (for example "MACD: Fast must be between 1 and 1000") and block saving, while the other warnings never block saving and repeat in the strategy's Entry or Exit section. See the indicator pages below for each one.
"You already have this strategy with these settings (…). Change a setting to add another copy.": shown on the variant's page in the Strategy Library when you already added this variant with the same settings.

Good to know¶

After you add it, the strategy keeps the library's trigger and an Auto main timeframe; you can change both in the builder. Nothing links it back to the library, except that the builder still shows the library's explanations in the info bubbles.
Changing a setting before adding it also changes the saved name, so you can tell copies apart.
Past results don't predict future ones. Try it in a backtest and on paper before using real money.
Indicators used: Donchian Channels.