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building my own Donchian

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    building my own Donchian

    Could someone tell me method to build my own Donchian indicator? Essentially, there is a data stream that consists the trade prices (e.g. trade[0], trade[1], trade[2], and so on upto trade[n]). My period is j where j < n.

    For example - n = 7, j = 3

    Period - 2
    trade[0] = 100.01
    trade[0] = 100.03
    trade[0] = 100.05

    Period - 1
    trade[0] = 100.02
    trade[0] = 100.07
    trade[0] = 100.04

    Period - 0
    trade[0] = 100.05

    Thanks

    #2
    Hello NaviSharma,

    Thank you for your post and welcome to the forums!

    Could you please elaborate more on what you are looking to do?

    If you just looking to see how the Donchian is done within NinjaTrader you can peek at the code by going to Tools -> Edit NinjaScript -> Indicator... -> Donchian Channel
    Cal H.NinjaTrader Customer Service

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