Turtle Trader
Author: StkLab
Creation Date: 9/30/2008 7:07 PM
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StkLab

#1
Need some HELP converting script "Turtle Original V3.1" in WL4 (see old site) to WL5. Can one of the programers in the community convert this code?
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ilian

#2
see:
CODE:
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StkLab

#3
Thanks a lot!
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Cone

#4
Although it's not a problem in this case, just a word of caution about creating trades after checking the Positions.Count. To remove all doubt about peeking, it would be better to write the block of if (ActivePositions.Count == N) statements using "else" or a switch statement.
CODE:
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As I said, in this case it's not a problem due to the way the statements are ordered and the fact that the trading signals can only add another active Position.
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Eugene

#5
To whomever cares: there is a subtle logic error:
CODE:
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This way, the LS/SS variables are always taking into account the last active position. The appropriate change was applied to this Strategy's page in our WL5 Wiki.