Chỉ báo giao dịch rùa cổ điển

Sự miêu tả:

This trend following system was designed by Dennis Gartman Và Bill Eckhart, và dựa vào sự đột phá của mức cao và mức thấp lịch sử để thực hiện và đóng giao dịch: nó hoàn toàn trái ngược với "buy low and sell high" tiếp cận. This trend following system was taught to a group of average and normal individuals, and almost everyone turned into a profitable trader.

The main rule is "Trade an N-day breakout and take profits when an M-day high or low is breached (N must me above M)". ví dụ:

• Buy a 10-day breakout and close the trade when price action reaches a 5-day low.
• Go short a 20-day breakout and close the trade when price action reaches a 10-day high.

In this indicator, entry and exit signals are displayed as arrows and dots. Original system is:

• Go long on blue arrows
  
• Go short short on red arrows
  
• Exit long positions when a blue dot xuất hiện
• Exit short positions when a red dot xuất hiện

This indicator should be used together with my other indicator: Kênh Mua Bán Rùa, to represent the same period or the failsafe trading system. The important function about this indicator is that it actually checks if your last trade has been stopped out and gives further entry signals along the trend. So it is the perfect addition to the trading channel for a complete Turtle Trading approach.

tôi có, Tuy nhiên, altered a little bit the algorithm to get early entry signals and avoid random trend swings in highly volatile conditions. Làm như vậy, this indicator will only show a trend change when a bar actually closes above or below the current trendline -instead of just touching it like a normal stop-loss order would do-. The downside is that you can only detect trend changes when the last bar has already closed. Just in case, the strict version is also available.

Both indicators implement trading alerts, enable or disable them at will depending on your trading setup.

Images:

This is what your trading setup shoud look like using the channel and the classic indicator.

Aditionally, this indicator also implements entry/exit alerts.

Thông số:

• TradePeriod: Donchian channel period for trading signals
• StopPeriod: Donchian channel period for exit signals
• StrictEntry: Apply strict entry parameters like the Turtles did
• StrictExit: Apply strict exit parameters like the Turtles did
• StrictStop: Apply strict stop-loss like the turtled did
• Greedy: Do not exit a trade unless it is in profit or the SL is hit
• EvaluateStoploss: Check if we have been stopped out and show future signals
• ATRPeriod: ATRPeriod to set the stop-loss
• ATRStopNumber: N.Factor to calculate the stop-loss
• DisplayAlerts: You know...

khuyến nghị:

• Vui lòng, refer to Kênh Mua Bán Rùa indicator to read the full and original trading rules
• It can be used to get entry signals of the S1 system or indicate the S2 (failsafe) hệ thống

Changelog:

• 2012-06-12: Updated the indicator adding several strict options for entries, lối ra, stops and so on.

Is the Turtle Trading System profitable?

The performance of the Turtle Trading system has been always doubted. The following is an EURUSD (1995-2012) backtest trading all signals of this indicator -without filtering out any trade-, trading only after the current bar has closed, decreasing the exposure according to the original turtle rules, adding to positions and trailing the stop-loss using ATR*2.

Và cuối cùng, the same system with a 5% initial risk for each trade (maybe too much, but fun to watch)