Has anyone tested turtle trading on ETFs?

Discussion in 'ETFs' started by telozo, Jan 8, 2004.

  1. telozo


    Just curious,
    Has anyone backtested the turtle trading system on ETFs, QQQ, DIA, SPY? I'm thinking of programming it in Tradestation, but if has already been done, it will save me some work.

    The document detailing the system can be found at:

  2. Vishnu


    I have tested a turtle trading strategy on a basket of futures and ETFs. Again, not to toot my own horn (but I will shamelessly) but I am pretty forthright with the results in my upcoming book, "Trade Like a Hedge Fund".
  3. telozo


    Lookin forward for your book.
    In the meantime I will try do my own testing on TradeStation.
  4. chessman

    chessman Guest

    Ok I will take the bait, please give us a preview what were your results and when is the book out?


    A friend and I put together turtle system TS code, it didn't pan out for ETF; turtle system seems more suited for commodities which historically trend better than stock indexes.
  5. Vishnu


    PM me and I'm happy to send out the specific chapter. I can probably respond to the first five. More than that and the publisher might get upset.
  6. turtle trading or even ACD rolling pivots might work ok

    for individual stocks if traded correctly :)
  7. mind


    no turtle trader i know ever succeeded in testing single stocks.