OPEN-SOURCE SCRIPT
已更新 Turtle System
First pinescript strategy I've ever written so still learning what is possible.
This strategy is based on the famous turtle system and tried to stay true
to the rules within the confines of what pinescript will allow me to do.
Features:
Green lines represents the 20/55 day highs (configurable)
Red lines represent the 10/20 day lows (configurable)
Purple line represents stop (defaults to 2N away configurable)
Pyramids up to 5 long positions (each 1N away configurable).
Arrows:
Up Arrow Green - 20 day long position entered
Up Arrow Purple - 55 day long position entered
Down Arrow Green - Winning trade exited out.
Down Arrow Red - Losing Trade either stopped out or exited out.
Code tracks successful wins as it is only allowed to enter positions if the last trade was not a wining trade.
One limitation, only supports Long trades although wouldn't be a lot of work to also make it support Short.
AAPL
Love to hear feedback on improvements, particularly to make it more robust.
This strategy is based on the famous turtle system and tried to stay true
to the rules within the confines of what pinescript will allow me to do.
Features:
Green lines represents the 20/55 day highs (configurable)
Red lines represent the 10/20 day lows (configurable)
Purple line represents stop (defaults to 2N away configurable)
Pyramids up to 5 long positions (each 1N away configurable).
Arrows:
Up Arrow Green - 20 day long position entered
Up Arrow Purple - 55 day long position entered
Down Arrow Green - Winning trade exited out.
Down Arrow Red - Losing Trade either stopped out or exited out.
Code tracks successful wins as it is only allowed to enter positions if the last trade was not a wining trade.
One limitation, only supports Long trades although wouldn't be a lot of work to also make it support Short.
AAPLLove to hear feedback on improvements, particularly to make it more robust.
發行說明
Small change to update the way the labels present for each trade.發行說明
Removed some unnecessary code.發行說明
Documented the system and added comments to the logic.發行說明
Fixed one minor logic bug.發行說明
Updated the chart.發行說明
Fixed a couple more logic issues.發行說明
Fixed bug was adding 6 units max, should only add 5.發行說明
Rewrite to consolidate rules and improved the aesthetics to make it easier to visually see breakouts.發行說明
Breakouts now occur when the bar moves into the green. One of the rules of turtle system is to not take trades where the last trade was a winning trade, rather skip the next trade. Logic is implemented and you can visually see the trades skipped because the labels are greyed out (L1 labels). If the trade keeps going, it will take the L2 trade as according to the rules.發行說明
Fixed issue of code not adhering to the dates used.發行說明
More cleanup and now uses next day market order to close position rather that an exit order. exit orders were somewhat unpredictable in terms of when they were filled.發行說明
little more cleanup.發行說明
Fixed bug in calculating avg price.發行說明
1) Fixed bug not always taking L2 trades in strategy tester (visually could see them but strategy entry would not always take it)2) Added lines to show next buy price as well as the stop price (these are the dashed lines).
Couple things to note about this script so far, which vary slightly from the original turtle rules.
a) All entries to positions are triggered if the close > L1 or L2, NOT the high. This has an interesting side effect. If high crosses over the L1 or L2, but doesn't close above it, this extreme point (high of day) must be crossed in subsequent days to generate a trade. Backtesting, I like this as it forces the trade to really stretch and be bullish, also helps reduce some of the noise in this day to day trading.
b) The actually buy in trading view occurs at the open the next day.
發行說明
Fixed issue that L2 trades take precedence.發行說明
Minor changes.發行說明
Fixed issue where L2 trades where using L1 stop.發行說明
The latest version handles position sizing based on N. It computes position size as follows # of shares=(risk/n), where risk=capital*riskPercent and n=ATR14.
發行說明
Improvements to calculating position size.發行說明
Figured out a way to have pine script tell me capital left for determining position sizing.發行說明
Entry points are taken on close instead of next day's open. Strategy takes entry based on high/lows > L1 or L2 rather than close.發行說明
More updates. Added max units configuration. Cleaned up code a bit. Added alerts. Uses new functionality in strategy to determine cost basis, position sizing based on turtle rules, etc. 發行說明
More improvements.發行說明
Updated version發行說明
Make ATR period configurable (defaults to 14)發行說明
Someone reported the last version had a bug and wouldn't load, so hopefully this fixes it.發行說明
Bug fix.發行說明
Fixed issue with position sizing. Fixed crash in 5 minute time frame. Fixed crash in some futures charts.開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。