TradeStation Code for Turtle Systems?

TradeStation Code for Turtle Systems?
http://www.tradingblox.com/forum/viewtopic.php?t=817

KBTURTLE.zip
Description: EasyLanguage Turtle Code
Filename: KBTURTLE.zip
Filesize: 7.89 KB
Downloaded: 2472 Time(s)
http://www.tradingblox.com/forum/download.php?id=272

Here is an elegant piece of coding from "manny" on the TradeStationWorld web site that seems to capture many of the turtle rules. Faily similar to the one above although it does do the pyramiding on breakouts and incorporate the "skip trade" rule. Of course, it does not do the portfolio thing or any of the other discretionary stuff.

If you run this code on a few products it is easy to see why this is such an attractive system and also such a hard one to follow - large dry spells.

However, if one traded this on a basket of products and was willing to suffer the drawdowns, I suspect the result would be more favorable than most of the commercially sold wiz bang systems on the market today.

Best, Leapfrog.

Here is the code:

/// Turtle 20-Day Breakout Replica //////////////////////////////////////

vars: N(0),StopLoss(1),DV(0),BB(0),AccountBalance(0),DollarRisk(0),LTT(0),
Tracker(0),LastTrade(0),HBP(0),LBP(0); input: InitialBalance(100000),Length(20);

if marketposition = 0 then begin
BB = 0;
N = xAverage( TrueRange, Length );
DV = N * BigPointValue;
... ...

 

looks great
i will post my test result here

看起来不错，我测试一下，然后在这个帖子公布结果

 

Thanks for your sharing and look forward to reading it!

Sa

 

请问有正确的TS 8.1能用的代码吗？我在东方华尔街下载的好像不能verify。多谢了！

 

tradingblox怎么不能注册了? 点了agree the term就进入主页了，奇怪

 

我也是耶...好奇怪喔~

 

可否将代码传到论坛让大家下载？

 

To my experince Turtle code is not always affective when markets are moving parallel to the dias.

To make turtle effective, I use 20 days breakout + Average of Hi Lo Indicator,. I have an average returen of $89 per trade with 2/3 of the trade profitable. I tested it on 9 moths period, 1 month of paper trading and now effectively using for daily trading.

Hope this helps. Ready for more questions and discussions on it.

Pradeep