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...

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Bibliographic Details
Main Authors: Dimitrios Vezeris, Ioannis Karkanis, Themistoklis Kyrgos
Format: Article
Language:English
Published: MDPI AG 2019-06-01
Series:Journal of Risk and Financial Management
Subjects:
ATR
Online Access:https://www.mdpi.com/1911-8074/12/2/96