El canal de comercio de tortugas

Descripción:

Este sistema de seguimiento de tendencias fue diseñado por dennis gartman y Bill Eckhart, y se basa en rupturas de máximos y mínimos históricos para tomar y cerrar operaciones: es todo lo contrario a la "comprar barato y vender caro" acercarse. Este sistema de seguimiento de tendencias se enseñó a un grupo de individuos promedio y normales., y casi todos se convirtieron en comerciantes rentables.

La regla principal es "Opere con una ruptura de días N y obtenga ganancias cuando se supere un máximo o mínimo de días M (N debe yo por encima de M)". Ejemplos:

• Compre una ruptura de 10 días y cierre la operación cuando la acción del precio alcance un mínimo de 5 días.
• Acceda en corto a una ruptura de 20 días y cierre la operación cuando la acción del precio alcance un máximo de 10 días.

En este indicador, the red and blue lines are the trading lines, and the dotted line is the exit line. El sistema original es:

• Go long when the trading line turns azul
• Go short when the trading line turns rojo
• Exit long positions when the price touches the exit line
• Exit short positions when the price touches the exit line

Recommended initial stop-loss is ATR * 2 from the opening price. Default system parameters were 20,10 y 55,20.

Tengo, sin embargo, modificó un poco el algoritmo para obtener señales de entrada anticipadas y evitar cambios de tendencia aleatorios en condiciones altamente volátiles. para hacerlo, este indicador solo mostrará un cambio de tendencia cuando una barra se cierre por encima o por debajo de la línea de tendencia actual, en lugar de simplemente tocarla como lo haría una orden normal de stop-loss.. La desventaja es que solo puede detectar cambios de tendencia cuando la última barra ya se ha cerrado.. Por si acaso, la versión estricta también está disponible.

Este indicador debe usarse junto con mi otro indicador: El clásico indicador de comercio de tortugas, to represent the same period or the failsafe trading system and get further signals if you have been stopped out. Ambos indicadores implementan alertas comerciales., habilítelos o deshabilítelos a voluntad dependiendo de su configuración comercial.

Original Turtle Rules:

To trade exactly like the turtles did, you need to set up two indicators representing the principal y el a prueba de fallos sistema.

• Set up the main indicator with TradePeriod = 20 and StopPeriod = 10 (A.k.a S1)
• Set up the failsafe indicator with TradePeriod = 55 and StopPeriod = 20 using a different color. (A.k.a S2)

El entry strategy using S1 is as follows

• Buy 20-day breakouts using S1 only if last signaled trade was a loss.
• Sell 20-day breakouts using S1 only if last signaled trade was a loss.
• If last signaled trade by S1 was a win, you shouldn't trade -Irregardless of the direction or if you traded last signal it or not-

El entry strategy using S2 is as follows:

• Buy 55-day breakouts only if you ignored last S1 signal and the market is rallying without you
• Sell 55-day breakouts only if you ignored last S1 signal and the market is pluging without you

The turtles had a progressive position sizing approach that boosted their winnings. Once a trading decision has been made you should...

• Enter the market with 2% riesgo. Place stop-loss 2ATR from the opening price.
• If the position moves in your favor 1/2ATR, enter the market again with 2% risk and trail all stop-losses 2ATR from current price.
• If the position moves in your favor 1/2ATR, enter the market again with 2% risk and trail all stop-losses 2ATR from current price.
• If the position moves in your favor 1/2ATR, enter the market again with 2% risk and trail all stop-losses 2ATR from current price.
• Stop adding to positions when 4 positions have been taken. (*** And see money management rule below)

El exit strategy is performed using the dotted line of the indicator:

• Exit longs taken using S1 when price action closes below a 10-day low
• Exit shorts taken using S1 when price action closes above a 10-day high
• Exit longs taken using S2 when price action closes below a 20-day low
• Exit shorts taken using S2 when price action closes avove a 20-day high

The turtles had very strict administración del dinero también. Initial position risk was 2%, but it decreased according to the current drawdown.

• If the account had a 10% reducción, the risk for each trade should decrease a 20%
• If the account had a 20% reducción, the risk for each trade should decrease a 40%.
• If the account had a 30% reducción, the risk for each trade should decrease a 60%.
• Entonces, if the account had a N% drawdown, the risk for each trade should decrease N*2%.

Imágenes:

Other considerations:

• Don't get too fixated to the 20,10 (S1) y 55,20 (S1) parámetros
• El Periodo comercial must always be higher than Período de parada

registro de cambios:

• 2012-05-17: Added alerts, fixed an important bug and attached a raw version displaying both channels.
• 2012-06-12: Updated the indicator enabling the strict mode from the same file.