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Attachments: Turtle Trading Strategy Test EA
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Turtle Trading Strategy Test EA

  • #1
  • First Post: Edited Mar 14, 2020 10:50pm Mar 13, 2020 11:53pm | Edited Mar 14, 2020 10:50pm
Hi, all

I edited an EA for test turtle trading strategy.

The original turtle trading system is here. And below is the turtle rules.
Attached File(s)
File Type: pdf turtlerules.pdf   271 KB | 1,531 downloads

Refered to: <Following the Trend: Diversified Managed Futures Trading, by Andreas F. Clenow>
Attached Image

The indicator is from here. The EA doesn't use the idicator, so you don't need to install it.
Attached File(s)
File Type: mq4 TheTurtleTradingChannelRaw.mq4   3 KB | 1,209 downloads

====================================================
The EA is here. It is expired by 2020/6. Will post my test result.
Attached File(s)
File Type: ex4 Turtle Trading EA.ex4   23 KB | 1,503 downloads

Attached Image (click to enlarge)
Click to Enlarge Name: TurtleStrategyTest EURUSD Daily-20000101-20200313-2.png Size: 33 KB

Any comment welcome

Best Regards
Keep DISCIPLINE, control RISKS, and don't destroy your DREAM easily.
  • #2
  • Edited 5:10am Mar 14, 2020 12:04am | Edited 5:10am
Test #01

Balance: 10K
Test Time: 2000.1-2020.3
CurrencyPair: EURUSD
TimeFrame: Daily
TestSpread: 0.8
Risk per trade: 0.5%
Total Risk: 2%

LongPeriod: 50
ShortPeriod: 25
ATR Period: 20
ATR Multiple: 3
MA Filter: false
TrailingStop: false
Attached Image (click to enlarge)
Click to Enlarge Name: EURUSD Test 01.png Size: 63 KB

Attached Image (click to enlarge)
Click to Enlarge Name: TurtleStrategyTester-Daily-20000101-20200313.gif Size: 10 KB

Attached File(s)
File Type: zip 10K Balance EURUSD Test.zip   154 KB | 486 downloads

Result: +54%Return

PS: I didn't have good history data, so this test is just a simple test.
If you are good at the strategy test, that would be very fine to post your test result.

thanks
Keep DISCIPLINE, control RISKS, and don't destroy your DREAM easily.
  • #3
  • Mar 14, 2020 12:44am Mar 14, 2020 12:44am
Will test on Monday. Thanks and
Regards
  • #4
  • Mar 14, 2020 12:57am Mar 14, 2020 12:57am
Quoting goodways100
Will test on Monday. Thanks and Regards
Welcome bro.

Next I will test the ATR Multiple=2.

Good luck
Keep DISCIPLINE, control RISKS, and don't destroy your DREAM easily.
  • #5
  • Edited 5:29am Mar 14, 2020 5:04am | Edited 5:29am
Test #02
Quoting Bluesky8635
Test #01 Balance: 10K Test Time: 2000.1-2020.3 CurrencyPair: EURUSD Risk per trade: 0.5% Total Risk: 2% TimeFrame: Daily LongPeriod: 50 ShortPeriod: 25 ATR Period: 20 ATR Multiple: 3 MA Filter: false TrailingStop: false {image} {image} Result: +50%Return {file} PS: I didn't have good history data, so this test is just a simple test. If you are good at the strategy test, that would be very fine to post your test result. thanks
Balance: 10K
Test Time: 2000.1-2020.3
CurrencyPair: EURUSD
TimeFrame: Daily
TestSpread: 0.8
Risk per trade: 0.5%
Total Risk: 2%

LongPeriod: 50
ShortPeriod: 25
ATR Period: 20
ATR Multiple: 2
MA Filter: false
TrailingStop: false
Attached Image (click to enlarge)
Click to Enlarge Name: EURUSD Test 02.png Size: 63 KB

Attached Image (click to enlarge)
Click to Enlarge Name: TurtleStrategyTester-Daily-20000101-20200313.gif Size: 13 KB

Attached Image (click to enlarge)
Click to Enlarge Name: TurtleStrategyTest-EURUSD-Daily-201407-201504.png Size: 30 KB

Attached File(s)
File Type: zip 10K Balance EURUSD Test 02.zip   60 KB | 398 downloads

Result: +78%Return

PS: Next will test MAFilter=true.
Keep DISCIPLINE, control RISKS, and don't destroy your DREAM easily.
  • #6
  • Mar 14, 2020 5:34am Mar 14, 2020 5:34am
Not bad results initially. More accurate backtesting is required, though.
  • #7
  • Mar 14, 2020 9:08pm Mar 14, 2020 9:08pm
Quoting landorra
Not bad results initially. More accurate backtesting is required, though.
Yep. and need to test more pairs.
Keep DISCIPLINE, control RISKS, and don't destroy your DREAM easily.
  • #8
  • Mar 14, 2020 10:03pm Mar 14, 2020 10:03pm
Expired
  • #9
  • Mar 14, 2020 10:51pm Mar 14, 2020 10:51pm
Quoting AlexeyRoss
Expired
Sorry, have modified the bug.

thanks for your mention.

Best regards
Keep DISCIPLINE, control RISKS, and don't destroy your DREAM easily.
  • #10
  • Mar 15, 2020 5:18am Mar 15, 2020 5:18am
it doesn`t look impressive..we talk about a periof of 20 years.. you would do much better taking money to normal

bank account and get your profit risk free ( for example with 3% interest rate..) !!!!!!!
  • #11
  • Mar 15, 2020 7:24pm Mar 15, 2020 7:24pm
Quoting baxter01
it doesn`t look impressive..we talk about a periof of 20 years.. you would do much better taking money to normal bank account and get your profit risk free ( for example with 3% interest rate..) !!!!!!!
Hi, guys

That is just one pair. Let say it is 2% return per year, but if we can run it on a portfolio which include 10-15 pairs, then maybe we would have a 20-30%(10*2%~15*2%) return per year which is enough for me. This is only a simple calculation for explanation.

Of course, we need to do more test to build our diversified portfolio.

Best regards
Keep DISCIPLINE, control RISKS, and don't destroy your DREAM easily.
  • #12
  • Mar 15, 2020 7:35pm Mar 15, 2020 7:35pm
Test #03
Quoting Bluesky8635
Test #02 {quote} Balance: 10K Test Time: 2000.1-2020.3 CurrencyPair: EURUSD TimeFrame: Daily TestSpread: 0.8 Risk per trade: 0.5% Total Risk: 2% LongPeriod: 50 ShortPeriod: 25 ATR Period: 20 ATR Multiple: 2 MA Filter: false TrailingStop: false {image} {image} {image} {file} Result: +78%Return PS: Next will test MAFilter=true.
Balance: 10K
Test Time: 2000.1-2020.3
CurrencyPair: EURUSD
TimeFrame: Daily
TestSpread: 0.8
Risk per trade: 0.5%
Total Risk: 2%

LongPeriod: 50
ShortPeriod: 25
ATR Period: 20
ATR Multiple: 2
MA Filter: true
LMA Period: 100
SMA Period: 50
TrailingStop: false
Attached Image (click to enlarge)
Click to Enlarge Name: EURUSD Test 03.png Size: 64 KB

Attached Image (click to enlarge)
Click to Enlarge Name: TurtleStrategyTester-Daily-20000101-20200313.gif Size: 10 KB

Attached Image (click to enlarge)
Click to Enlarge Name: EURUSD Test 03 trade.png Size: 44 KB

Attached File(s)
File Type: zip 10K Balance EURUSD Test 03.zip   65 KB | 423 downloads

Return: +98%Return

PS: After added MA Fileter, the max drawdown from 24.41% to 18.3%, win% from 36.22% to 41.63%, return from 78% to 98%.
Next will test different MA Period.
Keep DISCIPLINE, control RISKS, and don't destroy your DREAM easily.
  • #13
  • Jul 11, 2020 6:24pm Jul 11, 2020 6:24pm
Quoting Bluesky8635
Hi, all I edited an EA for test turtle trading strategy. The original turtle trading system is here. And below is the turtle rules. {image} Refered to: <Following the Trend: Diversified Managed Futures Trading, by Andreas F. Clenow> {image} The indicator is...
hello, can you update the EA please ?
  • #14
  • Jul 12, 2020 4:32am Jul 12, 2020 4:32am
please update the EA
  • #15
  • Jul 21, 2020 8:56pm Jul 21, 2020 8:56pm
The EA is expired, is anyone updating the expiration date? hmmm
  • #16
  • Last Post: Dec 31, 2023 3:21pm Dec 31, 2023 3:21pm
@ Bluesky8635 can you provide us with the EA without expiration ?
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