K-Classic Turtle Trading – Donchian Breakout

This is the pure classic Turtle Trader strategy, a famous trend-following system. Core Idea: Buy on strength when price breaks to a new 20-bar high and exit when price breaks below a 10-bar low. Rules: Long Entry: Close > highest(high, 20)[1] (price breaks above the 20-bar Donchian upper band). Exit: Close < lowest(low, 10)[1] (price breaks below the 10-bar Donchian lower band). Stop Loss: Entry price - 2 × ATR(14). Position Sizing: Risk 1% of capital per trade, calculated using 2 × ATR(14) risk distance. Max exposure 100%. No pyramiding. Notes: No volatility filter (ATR filter disabled). Borr