Has anyone tested turtle trading on ETFs?

[telozo]

Just curious,
Has anyone backtested the turtle trading system on ETFs, QQQ, DIA, SPY? I'm thinking of programming it in Tradestation, but if has already been done, it will save me some work.

The document detailing the system can be found at:

http://www.originalturtles.org

 

[inflector]

You might try asking the question on:

www.turtletradingsoftware.com/forum

in the Original Turtle System section there.

 

[Vishnu]

I have tested a turtle trading strategy on a basket of futures and ETFs. Again, not to toot my own horn (but I will shamelessly) but I am pretty forthright with the results in my upcoming book, "Trade Like a Hedge Fund".

 

[telozo]

Lookin forward for your book.
In the meantime I will try do my own testing on TradeStation.
Thanks.

 

[chessman]

Quote from Vishnu:

I have tested a turtle trading strategy on a basket of futures and ETFs. Again, not to toot my own horn (but I will shamelessly) but I am pretty forthright with the results in my upcoming book, "Trade Like a Hedge Fund".

Ok I will take the bait, please give us a preview what were your results and when is the book out?

http://www.amazon.com/exec/obidos/A...41283/sr=11-1/ref=sr_11_1/002-4244437-0780809

A friend and I put together turtle system TS code, it didn't pan out for ETF; turtle system seems more suited for commodities which historically trend better than stock indexes.

 

[Vishnu]

PM me and I'm happy to send out the specific chapter. I can probably respond to the first five. More than that and the publisher might get upset.

 

[SethArb]

turtle trading or even ACD rolling pivots might work ok

for individual stocks if traded correctly

 

[mind]

no turtle trader i know ever succeeded in testing single stocks.