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Donchian 20-day breakout (Turtle) strategy — backtest & Pine Script

Backtest the classic Turtle Trading breakout: buy a new 20-day high, exit at a 10-day low. Free backtest on crypto and Pine Script export for any market.

✓ Free backtests✓ EMA · SMA · RSI · MACD · Bollinger · Stochastic · Breakouts★ Pine Script export with Pro

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How the Donchian 20-day breakout (Turtle) strategy works

The Turtle traders of the 1980s bought when price broke above the highest high of the last 20 days and exited when it fell below the lowest low of the last 10 days. It is a pure trend-following breakout system: many small losses, a few very large wins.

Rules

Buy when the close moves above the highest high of the previous 20 bars.
Exit when the close falls below the lowest low of the previous 10 bars.

Backtests use historical data and simplified fills. Past performance does not guarantee future results. Education only — not investment advice.

FAQ

What are the rules of the Donchian 20-day breakout (Turtle) strategy?

Buy when the close moves above the highest high of the previous 20 bars.. Exit when the close falls below the lowest low of the previous 10 bars..

Can I test Indian stocks, Nifty or forex?

Export the strategy as Pine Script (Pro) and paste it into TradingView’s Pine Editor. TradingView then backtests it on any symbol — Nifty, Bank Nifty, Reliance, EUR/USD, gold and more.

How are trades executed in the backtest?

Signals are checked at the close of each bar and orders are filled at that close. Stop-loss and take-profit are checked against each later bar’s high and low; if both are touched in the same bar, the stop-loss is assumed first. Fees are charged on entry and exit.

Does a good backtest mean the strategy will make money?

No. A backtest only shows how rules behaved on past data. Over-optimised rules often fail in live markets. Test on several symbols and timeframes, keep rules simple and always use risk management. This tool is for education, not investment advice.