GGT Trend Donchian
- Experts
- Versione: 1.1
A textbook daily Donchian trend rule for gold — published with its full 9-year test, including the losing year.
We build and sell Gold GodTier. Before that, we tested the simplest trend rule there is, with no parameter tuning, under the same rules we use for our paid EA. It did not pass our bar (small edge, t = 0.74), so we are giving it away with every number attached. If you want to see what an honestly tested EA looks like, this is it.
Rule (defaults are the tested values)
- Entry: price breaks the 20-day high → buy, the 20-day low → sell (checked once per H1 bar)
- Stop: 3 × ATR(20, D1), ratchet-only trailing
- Exit: opposite 10-day channel or the stop
- Size: 1% of equity per trade from the stop distance; one position at a time; no grid, no martingale, no recovery
Test 2015-2023 (XAUUSD real ticks, 0.58 bp spread, 30,000 USD, one run per year, 1:100)
103 trades · 8 of 9 years positive (2015: −567 USD) · net +1,810 USD (≈ +0.7 %/year) · max drawdown 3.9 % · 43 wins / 60 losses · mean R +0.063, t = 0.74
Read before you attach it
- It trades about 11 times a year and holds for weeks. It is not a signal machine.
- Long trades pay swap. On a typical gold CFD (−0.53 USD/oz/day on long) the 59 long trades of the test would have cost ≈ 3,300 USD, turning the 9-year result negative. Use a swap-free account, or accept it.
- Below ~3,000 USD the 0.01 minimum lot risks more than 1 %; the EA logs a warning and trades the minimum (switch InpMinLotIfSmall off to skip instead).
- Backtest is not a forecast. Changing any input invalidates the numbers above.
On-chart panel: entry/exit levels, ATR, open position, closed trades and net result of this EA on the account.
Inputs: InpEntryDays 20 · InpExitDays 10 · InpATRPeriod 20 · InpATRMult 3.0 · InpRiskPct 1.0 · InpMaxLot 5.0 · InpMaxSpread 0.60 (USD/oz) · InpMinLotIfSmall true · InpAllowBuy / InpAllowSell · InpMagic 190001 · InpShowPanel, InpPanelX/Y, InpLink
Transparency: the study build that produced these numbers has the same trading code; the release only adds the panel and the minimum-lot option.
Our paid EA, tested to the bar this one did not reach: Gold GodTier Dual Neural
