StockFetcher Forums · Filter Exchange · Turtle Trading<< 1 2 >>Post Follow-up
4,689 posts
msg #97032
Ignore Eman93
10/16/2010 5:04:15 PM

Look at the filter and find the the variable DRVS thats what it is..

the code works like this SET variable DRVS then some math function... only on math function per variable.

1 posts
msg #100207
Ignore shawncsmith
4/11/2011 11:37:14 PM

what does the 60 represent in the...

set{equity, 60. / ris}


6,362 posts
msg #100249
Ignore TheRumpledOne
4/14/2011 2:45:21 PM

Hey Chetron:

Long time, no see!

How the heck are you?

119 posts
msg #100252
Ignore jimvin
4/14/2011 10:53:35 PM

Tried paper trading the resutls this week, using the % gained as the variable of choice to sort and select.

Picked the top 23 highest returns (an artitrary number) but one that gave an almost even break between 1's and 0's in the Short Op column: 12 0's and 11 1's.

Resutls were almost even for the average return (highest price reached): 8.56% for 0's and 8.50% for 1's.

The principle difference was that when hands-off (i.e. no stop-loss, no set profit-take) 5 of the 1's help some value as of close of trading today (Thursday) while only 1 of the 0's was still in the green.

Getting into finer granularity, playing the strongest MACD cross-overs and setting a maximum profit-take put the 0's well ahead; 10 out of 12 wre solid winners, vs. only 6 for the 1's.

Not bad in a market that whip-saws like this one...but a real bastardization of the application of this filter I'm sure.

749 posts
msg #100284
Ignore miketranz
4/16/2011 5:18:29 PM

Good post.I also read the book.This set up looks like some form of "triple top" breakout.As far as the percentages are concerned,it seems like the Turtles were more concerned with "the ones that worked" and just rode them for all they were worth,knowing that it's just part of the game to the scratch trades that don't work.I like the theory behind it,and besides who's going to argue with their track record?

StockFetcher Forums · Filter Exchange · Turtle Trading<< 1 2 >>Post Follow-up

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