This is a mean reversion strategy. First of all, we get two Donchian channels' data, if close price is bigger than the mid line of the shorter period Donchian, and the top lines of shorter period Donchian is being flat for at least 4 bars, and the top lines of longer period Donchian is being flat for at least 20 bars, then we open a short order; For long orders, vice versa.