The Donchian algorithm outperformed the rest. But what if we optimized the parameters instead of using the default ones chosen by George?
Here is a test between the Donchian and Bollinger where the entry/exit parameters are optimized for both. This time around the Bollinger algorithm with a look back of 90 produced a profit of $52837. The best the Donchian [Long Entry Len - 40, Short Entry Len - 60] could muster was $41,125 - still no slouch.
Here is the list of the different inputs you can change to create your very own trend following system. You simply toggle which algorithm you want to use to TRUE and then set the parameters for that algorithm to what you think is the best. All source code is revealed so if you want to copy and paste one of the algorithms into your own code and use it separately, then go for it. You can use this tool as-is or use it as a springboard for further research.
(Past performance is not necessarily indicative of future results.)
Original Price: $79.00