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已更新

Turtle trading strategy (Donchian/ATR)

41 686
Strategy based on Turtle Trading Strategy from William Eckhardt and Richard Dennis

- Considers entering trades on breakout of Donchian channels (upper for long, lower for short) (Default length = 20 for daily)
- Considers exiting trades on breakout of Donchian channels (lower for long, upper for short) with lower length (10 for daily)
- Uses 2N ATR (default) as stop loss
版本注释
Corrected ATR Stop Loss (was not been multiplied for the factor atrmult)
版本注释
- Updated to v4 pine script language
- Added indication for increase position based on 1N ATR value (marked on green dashed line) if the trade is in profit.
版本注释
Changed ATR Multiplier to permit non-integer values

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