Turtle trading strategy (Donchian/ATR)

16 ต.ค. 2019

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

17 ต.ค. 2019

เอกสารเผยแพร่

Corrected ATR Stop Loss (was not been multiplied for the factor atrmult)

4 พ.ย. 2019

เอกสารเผยแพร่

- 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.

15 ม.ค. 2020

เอกสารเผยแพร่

Changed ATR Multiplier to permit non-integer values