879 B
879 B
Turtle Trading
This strategy is based on the Turtle Trading method created by Richard Dennis and William Eckhardt.
It is a simple trend following strategy based on breakouts.
Rules
- If the asset (e.g., SPY) exceeds its highest high over the past 20 days, enter a long trade.
- Exit the trade when the asset drops below the lowest low over the past 10 days.
Parameters
High Period: The period over which to determine whether price has exceeded the highest high for entering a trade. (Default: 20)
Low Period: The period over which to determine whether price has dropped below the lowest low for exiting a trade. (Default: 10)
Backtest Results
SPY
