Entry signals for Turtle trading

Discussion in 'Strategy Building' started by zubr, Mar 23, 2013.

  1. zubr

    zubr

    Hi,

    do you know any websites / newsletters where you get entry signals for the Turtle trading strategy FOR currencies, indices and commodities?

    Thank you.

    Best regards,
    Chris
     
  2. zubr

    zubr

    I know the entry signals/rules of the strategy in general.

    But what I am looking for is a website that posts in real-time the assets for which the entry signals have been generated. I have no analysis software for that and a manual scanning of the numerous assets for the entry signals is too time consuming. That's why I am looking for some "external" help.

    Best,
    Chris
     
  3. Curtis Faith published them somewhere on the internet. The short version is you're buying (selling) N day highs (lows) and trailing a x ATR stop. Use the ATR of each instrument to come up with position sizes so that each trade has the same dollar volatility.

    A few former turtles will be happy to sell you the signals if you can't come up with them yourself.

    I would suggest if you don't have the time to generate the signals yourself, that you shouldn't be trading it yourself either. There are a number of (relatively) low-fee ways to get exposure to long term trend following systems, like AQR and Longboard managed futures funds. Rolling your own, it's hard to trade enough markets unless you can allocate 500k to it anyway.
     
  4. The original Turtles System is dead. Dead as a doornail. And has been for a long time; which has not stopped the vendors continuing to sell the dead system.

    I have written about the topic and posted charts both here, in the press and on my own website. You will find the original Turtle Rules as well as my article "changing markets, chopped turtles" if you search for it. If you can't find it send me a PM.

    The article explains why the system is dead and suggests a way to alter the parameters to revive it.

    Anthony FJ Garner.