Noro's Turtles Strategy

2020년 6월 22일

Original idea from book «Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders» (2007, CURTIS FAITH, ISBN: 9780071486644)

Strategy

2 positions types are used. Fast and slow. The period for fast and slow user specifies separately. For example for quick: if the price is higher than the highest price in the last 10 candles, then open a long position using a stop order. If the price is below the lowest price in the last 20 candles, then close the long position. In the same way for a short position and also for slow positions.