Turtle Strategy Short Sell Version

2019年8月11日

This is a short-sell version of the strategy based on the famous turtle system.
tradingblox.com/originalturtles/originalturtlerules.htm

In a nutshell, it a trend trading system where you are shorting on strength (in the downtrend), selling on
weakness (that it might be reversing).
positions should be entered when the price crosses under the 20-day low (S1 low) or 55-day low (S2 low).
positions should be exited when the prices crosses over the 10-day high (S1 high) or 20-day high (S2 high)
you can add positions at every unit (measured by multiple of n, where n=1 ATR)
stops should be placed at 2*n above every position entered, when the stop is hit exit your entire position.
positions should be entered everytime price crosses under S1 or S2, with one exception:
if the last trade was an S1 trade and it was a winning trade, skip the next trade unless the price crosses
under S2, if that is the case, you should take it.
S1 and S2 levels are also configurable for high and lows.
N multiple for stops and pyramid are also configurable

To change this from a strateg to a study:
1) uncomment the next line and comment out the strategy line.
2) at the end of the file comment out the last 2 lines

study(title="Turtle Study Short", overlay=true)

2019年8月15日

版本注释

Fix issue, S2 now takes precedence over S1