dual Donchian Band strategy where the longer band is used only for trend direction and the shorter one is used to trade. System rules Long entry: wait for the market to break the 120 day high i.e trend turns up, and thereafter only take buys when the market breaks the 20 day high. Long Exit: the stop would be the 20 day low For shorts: the rules are reversed.

dual Donchian Band strategy.txt

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