moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
c86f30c07b
ninjatrader/strategies/turtle-trading
History
moshferatu c86f30c07b Add rules to Turtle Trading strategy documentation
2024-11-12 07:29:49 -08:00
..
README.md Add rules to Turtle Trading strategy documentation 2024-11-12 07:29:49 -08:00
TurtleTradingBot.cs Add high / low period parameters to Turtle Trading strategy 2024-11-12 07:26:09 -08:00

README.md

Turtle Trading

This strategy is based on the Turtle Trading method created by Richard Dennis and William Eckhardt.

Rules

  1. If the asset (e.g., SPY) exceeds its highest high over the past 20 days, enter a long trade.
  2. Exit the trade when the asset drops below the lowest low over the past 10 days.