ninjatrader/strategies/turtle-trading

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

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.

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)

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