Turtle Trading System

Discussion in 'Technical Analysis' started by j2ee, Aug 30, 2012.

  1. j2ee

    j2ee

    Anyone have the amibroker code of it? I am trying to make one.
     
  2. Why should anyone help you?
     

  3. Why not ?
     
  4. taowave

    taowave

    Nice

     
  5. taowave

    taowave

    Have you asked on the amibroker users group
     
  6. By all means, give him your best. Average it all the way down...

    :)
     
  7. kut2k2

    kut2k2

    If you know AFL (Amibroker formula language) and you know the turtle strategy (posted all over the web, probably including this website (use the search routine)), then you should be able to code this up yourself.
     
  8. j2ee

    j2ee

    Why not?
     
  9. jcl

    jcl

    It would be a matter of 2 hours to code it, but that's probably wasted time. From all I heard, this strategy is not profitable anymore since the 1990s. From its algorithm, it also does not look as if it could have a real edge - and even back then, some of the turtle traders lost their money.
     
  10. it's can't be that hard

    buy above 20 day high
    exit below 10 day low

    reverse for short

    buy above 55 day high
    exit below 20 day low

    reverse for short
     
    #10     Aug 31, 2012