Hmmm well that sucks, I guess I wont be able to use the strategies that rely on the +DI & -DI crossing then. It seems weird that those values havnt been stored when they are a standard part of the indicator when displayed on most trading platforms.

Well, according to the algorithm the +DI & -DI crossing is just the zero crossing of the DX, so you should be able to use those strategies. That's probably the reason why the TA-Lib author did not care to store +DI & -DI separately.

Fair enough jcl thanks for your assistance as always.

If the DChannel series is not required then where would you specify the length of the Donchian Channel?

Its parameter specifies the DChannel length. You can find DChannel and all other indicators described in the manual under "Functions / Analysis / Indicators".

Ok. In but in the original code he specifies DChannel as a series and you say that it is not required to do so and yet it is in that expression that he is defining the length of the channel.

Please could you just post a couple of lines of code of how you would set this indicator up? Thanks.

DChannel(length);
var *DE_Up = series(rRealUpperBand);
var *DE_Down = series(rRealLowerBand);

That makes perfect sense. Thank you for your help.

Hmmm, what if you want to use two different donch channels, one for entry and one for exit? I suppose you'd declare the DChannel, then define the variables using the rRealUpper/LowerBand and then declare the DChannel as the other length and then set up the other rReal bands? As long as they are in the right order it will do it sequentially correct?

So...

DChannel(55);
var *DE_Up = series(rRealUpperBand);
var *DE_Down = series(rRealLowerBand);

Dchannel(20);
var *DEX_Up = series(rRealUpperBand);
var *DEX_Down = series(rRealLowerBand);

I will have a go to implement this and if it doesn't work I'll go back to the original code and work with that.

I came up with this but it doesn't appear to work which is a shame because logically in my head it looks fine.

function run()

{
BarPeriod = 1440;

var *ClosePrice = series(priceClose());
DChannel(55);

var *dcentup = series(rRealUpperBand);

var *dcentdown = series(rRealLowerBand);


DChannel(20);

var *dcexup = series(rRealUpperBand);

var *dcexdown = series(rRealLowerBand);

if(numLong = 0 && ClosePrice[0] > dcentup[0])
enterLong();
if(numShort = 0 && ClosePrice[0] < dcentdown[0])
enterShort();
if(numLong > 0 && ClosePrice[0] < dcexdown[0])
exitLong();
if(numShort > 0 && ClosePrice[0] > dcexup[0])
exitShort();
}

JCL, do you just get completely exasperated by people who can't work this stuff out even though there are a couple of lines in the manual that explain it all perfectly (to you)? :-)

I swear you could have written some of it in German and I would have had more chance of understanding it! I will get there though, I am determined to work this thing out.