- Price breaks the 55 Day High (Or do you use the 20 day high?)
- Last 6 MACD (5,13,1) H1 Bars were positive
- 15M Stoch(5,3,3) Crossed up through 30
- Price breaks the 55 day Low (Or do you use the 20 day low?)
- Last 6 MACD(5,13,1) H1 Bars were negative
- 15M Stoch(5,3,3) Crossed down through 70.
The original turtle system had a rule where you skip every other 20 day breakout. So, do you follow that?
That should take care of the entry. What about the trade management? Do you add a position every 1/2 N? (1/2 the ATR value) maximum 4 positions?
What about exit? Do you close on a 10 day low (close long) or a 10 day high (close short)?