Turtle trading strategy (Donchian/ATR)

2019년 10월 16일

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

2019년 10월 17일

릴리즈 노트

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

2019년 11월 4일

릴리즈 노트

- 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.

2020년 1월 15일

릴리즈 노트

Changed ATR Multiplier to permit non-integer values