AdTurtle: An Advanced Turtle Trading System
For this research, we implemented a trading system based on the Turtle rules and examined its efficiency when trading selected assets from the Forex, Metals, Commodities, Energy and Cryptocurrency Markets using historical data. Afterwards, we enhanced our Turtle-based trading system with additional...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-06-01
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Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | https://www.mdpi.com/1911-8074/12/2/96 |