Use a longer period Donchian Channel for entries, such as
the 20-period, then use a smaller period, such as a 15, for exits.
The Donchian Channel, created by Richard Donchian, plots a line at the high
and low price of an asset over a set period of time, typically 20 price bars,
Created by Richard Donchian, considered to be the father of successful trend following,
the study contains the underlying currency fluctuations and aims to place profitable entries upon the start of a new trend through penetration of either the lower or upper band.