Turtles Strategy
Author: surinder
Creation Date: 6/22/2009 12:20 PM
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surinder

#1
has anyone coded for this strategy
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Eugene

#2
Look for Turtle Original 3.1 in this article of our Wealth-Lab 5 Wiki:
System Building | Trend following strategies
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surinder

#3
Eugene,

during a trend, when you add a unit when price moves by 1/2N does the previous entry's during the trend exits(loss) also move to the new stop loss of the added unit. Is this incorporated into the programing?

Surinder
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Eugene

#4
Surinder,
QUOTE:
...when price moves by 1/2N does the previous entry's during the trend exits(loss) also move to the new stop loss of the added unit...

...meaning that, according to Faith, "all the stops for the entire position would be placed at 2N from the most recently added unit." In this code, the stop for each position is set to 2N from its entry price.
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grehn2

#5
ive tried to amend this 'original 3.1' to only the long 55 day break out, but it only trades 10-15 times no matter the symbol then stops. any ideas why?

CODE:
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Eugene

#6
When posting code, please wrap it in between a pair of CODE tags. You'll notice them right above the "Add a new Post" box. I've corrected this for you.
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grehn2

#7
thanks a lot
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Eugene

#8
The cond20 condition is the reason for not taking trades.
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grehn2

#9
thanks. working now (and obvious in hindsight!). thanks again....if anyone wants the '55d only' version:

CODE:
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