Donchian Trend Engine
Dual-clock Turtle trading & Donchian breakout suite for MT5. Features System 1/2 models, ATR (N) ratchets, calendar projections, and MTF matrix.
System Overview
Donchian Trend Engine is an institutional-grade dual-clock trend-following and channel breakout suite engineered for MetaTrader 5, combining Richard Donchian's classical breakthrough envelopes with the complete tactical rules of the legendary Turtle Trading experiment.
Unlike conventional Donchian indicators that plot static lines, this engine implements an authentic two-clock model: the Price Clock shifts boundaries exclusively upon new structural extremes, while the Calendar Clock systematically ratchets lines forward as historical extremes expire out of the lookback horizon.
Features a predictive Calendar Ahead engine that renders forward-projected step lines directly to the right of live price, showing quantitative traders the exact price levels channels will reset to if no new extreme is printed.
Equipped with comprehensive volatility dead zones, ATR (N) initial stop tracking, dynamic run locks with trailing ratchets, a multi-timeframe ladder matrix (M15, H1, H4, D1), an on-chart performance ledger, and 127 numerical buffers for institutional EA automation.
How It Works?
Two-Clock Channel Dynamics
Differentiates genuine price-driven boundary expansion from calendar-driven boundary contractions caused by old extremes expiring out of the rolling lookback period.
Turtle Systems 1 & 2 Execution
Implements classic 20-bar breakout entries with 10-bar counter-trend exits (System 1) alongside 55-bar macro trend breakout entries with 20-bar exits (System 2).
Predictive Calendar Ahead
Projects step lines into future bars to visualize impending channel contractions before they occur, giving traders advance warning of volatility compression.
Dynamic Profit Lock & N-Ratchets
Enforces Wilder's ATR (N) volatility risk stops; ratchets stops to breakeven upon profit targets and trails runner volume without ever moving stops backwards.
Multi-Timeframe Ladder Matrix
Aggregates structural channel alignment across M15, H1, H4, and D1 timeframes into a real-time concordance score (+2, +1, -1, -2) on the floating HUD.
127 iCustom Algorithmic Buffers
Publishes all channel bands, color indices, ladder states, positions, stops, and execution signals for direct zero-latency integration into automated Expert Advisors.