This screen finds stocks whose price has just crossed above the upper Donchian line, the 20-day high. Donchian Channels(20), popularized by Richard Donchian, plot the highest high and the lowest low of the last 20 days as the upper and lower lines, with the middle line halfway between them. A close above the 20-day high is the classic Donchian breakout buy signal used by the Turtle traders.
