Went searching for a good Donchian in this site, but pickings are slim.
Just noticed this now - is June 2009.
Donchian Channel Indicator - MQL4 Code Base


Most on this site have bugs. Dont refresh on time change, not MTF etc etc.

Anyway, perhaps now is time to get a good version going. Hopefully MTF.

Plus interesting variation -
Active Trader Magazine June 2009 , called adaptive price channel ,where ADX adjusts the Donchian.
ActiveTrader 2009-06 | Adaptive price channels - Wealth-Lab Version 5 Wiki

Funny thing is most hedge funds probably use Donchian.