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The Turtle strategy is a backtesting strategy used for trading. It uses the following parameters and rules:
Buy Parameters:
rmax-value: 520
Sell Parameters:
rmin-value: 75
ROI Table:
0 days: 0.31565 return on investment (ROI)
114 days: 0.15022 ROI
224 days: 0.04378 ROI
405 days: 0 ROI
Stoploss: -0.18586 (a negative value indicating a percentage-based stop loss)
The strategy uses the following indicators and calculations:
The 'rmax' indicator is calculated by taking the rolling maximum of the close prices over a period of 520 intervals. The 'rmin' indicator is calculated by taking the rolling minimum of the close prices over a period of 75 intervals.
The strategy makes buy decisions based on the following condition: If the high price is greater than or equal to the 'rmax' value, a buy signal is generated.
The strategy makes sell decisions based on the following condition: If the low price is less than or equal to the 'rmin' value, a sell signal is generated.
The strategy is designed to be used with a 15-minute timeframe and requires at least 520 startup candles before making any trades. Additionally, the strategy implements a trailing stop feature, where the stop loss level is adjusted if the price moves in a favorable direction. The trailing stop parameters are as follows: Trailing stop enabled (trailing_stop = True) Trailing stop positive: 0.01 (a positive value indicating a percentage-based trailing stop) Trailing stop positive offset: 0.01116 (an additional offset applied to the trailing stop level) Trailing stop only activated once the trailing stop offset is reached (trailing_only_offset_is_reached = True) This strategy can be used to backtest trading decisions and evaluate the performance of different trading strategies.
The strategy makes buy decisions based on the following condition: If the high price is greater than or equal to the 'rmax' value, a buy signal is generated.
The strategy makes sell decisions based on the following condition: If the low price is less than or equal to the 'rmin' value, a sell signal is generated.
The strategy is designed to be used with a 15-minute timeframe and requires at least 520 startup candles before making any trades. Additionally, the strategy implements a trailing stop feature, where the stop loss level is adjusted if the price moves in a favorable direction. The trailing stop parameters are as follows: Trailing stop enabled (trailing_stop = True) Trailing stop positive: 0.01 (a positive value indicating a percentage-based trailing stop) Trailing stop positive offset: 0.01116 (an additional offset applied to the trailing stop level) Trailing stop only activated once the trailing stop offset is reached (trailing_only_offset_is_reached = True) This strategy can be used to backtest trading decisions and evaluate the performance of different trading strategies.
stoploss: -0.18586 timeframe: 15m hash(sha256): 2347db0f9eb3055ef579f50cc6ddb76861a57819baf5264449359bccd4da85b9 indicators: high close low rmin rmax
No similar strategies found. (based on used indicators)
last change: 2023-06-24 20:08:25