Creating Donchian Channel Crossover Strategy

[a1982yusuf]

Hey Guys,I am working on a strategy that goes short when the price closes under the lower donchian channel and long when it closes above the upper band. I have the look back period set to 1. I have created this strategy in the strategy wizard, but it does not seem to enter any trades. Can someone take a look at the code here and tell me what I am doing wrong?
thanks in advance
{
// Condition set 1
if (CrossAbove(Close, DonchianChannel(Period).Upper, 1))
{
EnterLong(DefaultQuantity, "");
}

// Condition set 2
if (CrossBelow(Close, DonchianChannel(Period).Lower, 1))
{
EnterShort(DefaultQuantity, "");
}

// Condition set 3
if (CrossBelow(Close, DonchianChannel(Period).Lower, 1))
{
ExitLong("", "");
}

// Condition set 4
if (CrossAbove(Close, DonchianChannel(Period).Upper, 1))
{
ExitShort("", "");
}
}

[NinjaTrader_Bertrand]

Price may rarely cross outside the Donchian's depending on your settings - please include a drawing in your conditions to visually check when the signals you setup can be expected to trigger -

http://www.ninjatrader-support.com/HelpGuideV6/StrategyAction-DrawingOnAChart.html

[brucelevy]

Since price rarely crosses the Donchian Channel could we make the lookback period a few bars ago so that it reads the price of the donchian channel high/low from a few bars back?

Is this how I would look for the Donchian Value 3 bars back since the current bars donchian channel is always at or above current price.

&& CrossAbove(Close, DonchianChannel(20).Upper[3],1

[NinjaTrader_JessicaP]

Hello brucelevy,

The code you provided would indeed let you know whether a crossover condition occurred between the 3rd and 4th bars back on the upper channel band. Please let us know if there are any other ways we can help.

[koganam]

Since price rarely crosses the Donchian Channel could we make the lookback period a few bars ago so that it reads the price of the donchian channel high/low from a few bars back?

Is this how I would look for the Donchian Value 3 bars back since the current bars donchian channel is always at or above current price.

&& CrossAbove(Close, DonchianChannel(20).Upper[3],1

You need to look back exactly one bar for the channel break.