Donchian Channel Breakout MS Excel Template


This model allows you to test a broad range of variables associated with the Donchian Breakout Strategy to evaluate the expected future performance based on historical data.


This template introduces you to a simple system using Donchian Channels. Perhaps the widest use of the Donchian Channel is in applying the indicator as a systematic method for timing long or short market breakouts.

The Donchian Channel visually defines the highest high and lowest low of a defined look-back period. If an instrument trades above its highest “n” periods, then a long trade is executed. If an instrument trades below it’s lowest “n” periods, then a short trade is executed.

The Donchian Channel was developed by Richard Donchian who is regarded as ‘the Father of Trend Following” and use of the indicator was made famous by the Turtle Traders.

Instructions on how to use this model can be found at this link.


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