He points out that the Turtle method worked in an environment of higher inefficiencies in the market. Today's markets are are much more efficient. He actually says the Turtle method will not work today. He is also mostly talking about machine learning algos. They DO need stationary data to work. So, as Val said, we need to break down the data into time splices that will be more stationary than long time slices (like years).
It’s not a book per se, but I can point you to Quantpedia - The Encyclopedia of Quantitative Trading Strategies. It’s a database of ideas for quantitative trading strategies derived out of the academic research papers (from research portals, financial journals, universities etc.), interesting papers are selected and performance and risk characteristics and trading rules in plain language are extracted.Subset of strategies is backtested and you can review out-of-sample chart, statistics and code written in QuantConnect framework …
very happy you are doing well! i wish i could stress how important "smarter trading" has been to me. m
I was trying to be funny. Today is Thanksgiving. We just moved to another state last week and I haven't had a moment to explore the books and try to implement anything.