Donchian Breakout Strategy

by millerrh · Strategy · Pine Script v5 · 1,438 likes

Lookaheadbit-exact

Donchian Breakout Strategy by millerrh, a Pine Script v5 strategy, converted with PyneComp and run with PyneCore on BINANCE:BTCUSDT 30m: run with TradingView's future-leaks restored, its own trades change, so its results depend on data its bars could not have had and it is held apart from the accuracy score (lookahead).

Plot match vs TradingView100%

Lookahead, measured — run once with PyneCore's own rules and once with TradingView's future-leaks restored (an open higher-timeframe period read as if it had closed, or a body re-running mid-bar handed the completed bar), the script's own trades differ. Its results depend on data its bars could not have had, so its TradingView reference is itself a lookahead result. With the future-leaks restored on the PyneCore side too, its trades match TradingView 100%. Held apart from the accuracy score.

Accuracy

Trades compared664 TV / 664 Pyne
Whole-trade match100%
Entry timing match100%
Exit timing match100%
Net profit (TV / Pyne)-62,370 / -59,983
Plots compared6
Plotted values compared57,880
Identical to the bit100%
Worst gapsame double
Pearson correlation (min)1.000000

Run

Bars executed28,954
Secondary-feed bars3,253
Total bars processed32,207
Run time5.49 s CPU
Per-bar time0.19 ms/bar CPU (per chart bar)

Data window

SymbolBINANCE:BTCUSDT
Timeframe30 min
From2025-01-01 00:00
To2026-08-27 04:30
Bars28,954
Security @ 1D3,253 bars

Source

Pine versionv5, converted to v6 by PyneComp
Script revisionv10
Licenseunspecified

SHA-2563621e50b9e76adf4cbd6a04113e3e64771aced0380da4c3650bf307271c940fe

View on TradingView Permalink: Donchian Breakout Strategy

Measured 2026-09-28 · How this is measured · All scripts