Active trader turtle trading modified version — Strategy by adrian.tan.7568596
By adrian.tan.7568596
Performance Metrics
- Author: adrian.tan.7568596
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: +1,964.25 USD (0.00%)
- Win Rate: 52.0%
- Profit Factor: 3.117
- Max Drawdown: 784.50 USD
- Total Trades: 77
Description
Modified the script from from turtle trader to only long when high break 55 days high and sell when low break 20 days low