100% FREE · USDJPY H1 · DONCHIAN BREAKOUT TREND
DONCHIAN ENGINE EA
The trend engine behind our paid EAs, released free with no limitations. It enters when a bar closes beyond the Donchian channel, puts a hard stop-loss on every trade, and then carries the position with an ATR trailing stop. One position at a time. No martingale, no grid, no averaging down.
Profit Factor
1.50
期待値
勝率
34.5%
631取引
最大DD
10.34%
証拠金DD
年率複利
+10.9%
+$1,090/年（$10,000基準）
Attach to: USDJPY H1 — The strategy reads the H1 timeframe. On any other chart it will place no trades at all. When testing in the MT5 Strategy Tester, set the symbol and timeframe to USDJPY H1 as well.
⚡ Minimum deposit: from 100,000 JPY (standard account). For smaller or safer sizing, use a micro/cent account.
The default is 0.5% risk per trade, which runs at the minimum lot on a 100,000 JPY account. Use a micro (cent) account if you want to start smaller.
HOW IT WORKS — DONCHIAN BREAKOUT + ATR TRAILING STOP
How it works - Donchian breakout + ATR trailing stop
Hypothesis: in markets that actually trend, a close beyond the recent range tends to be followed by continuation. The edge does not come from entry accuracy - it comes from cutting losses small and letting the rare winner run.
- Entry: the previous bar closes beyond the channel built from the last N closed bars (default 40). The forming bar is never used, so nothing repaints.
- Exit: an ATR trailing stop (default 8x ATR) that only moves toward price and never loosens, plus a time-out after HoldBars (default 60) if the move never develops. There is no fixed take-profit.
- Risk control: a hard stop-loss on every trade (default 2x ATR). One position at a time. Lot size is derived from the real stop distance and clamped to the symbol's volume min/max/step/limit.
PARAMETERS
Parameters
| Parameter | Default | Description |
|---|---|---|
| N_Channel | 40 | Donchian channel length (bars) |
| SL_ATR | 2.0 | Hard stop-loss distance (ATR multiple) |
| Trail_ATR | 8.0 | Trailing stop distance (ATR multiple) |
| HoldBars | 60 | Close the position after this many bars |
| AllowBuy / AllowSell | true / false | Trade upper breakouts (long) / lower breakouts (short). Long only by default |
| RiskPercent | 0.5 | Risk per trade (% of balance). Ignored if FixedLot > 0 |
| FixedLot | 0.0 | Fixed lot size (0 = use RiskPercent) |
📈MT5 Strategy Tester 報告 — DONCHIAN ENGINE EA
📋 關於此報告
- MT5 策略測試器(XMTrading-MT5 伺服器)生成的官方報告
- 5-10 年實際價格資料 + 全 tick(99.9% 精度)模型
- 餘額曲線(藍)/ 淨值曲線(綠)可視化浮動損失
- 過去結果不保證未來利潤
⚠ Where it does not work, and the risks
- This is trend following. It loses in ranges. A 34.5% win rate is the normal shape: many small losses, a few large winners. If you need to be right most of the time, this will feel awful even while it makes money.
- Donchian breakouts need markets that trend. In our own real-feed tests the logic does NOT work on ranging majors such as EURUSD, or on gold.
- The defaults are a USDJPY H1 configuration. On any other symbol or timeframe you must re-fit them - a breakout length rarely transfers between markets.
- There is no live forward record yet. The published numbers are a real-tick backtest on Dukascopy data.
Free download (account number registration only)
Also free on the MQL5 Market
If you would rather not register, download it from the MQL5 Market. An MT4 version and a free indicator that draws the same logic are available there too.