Turtle Trading System

Quote from j2ee:

Anyone have the amibroker code of it? I am trying to make one.
More...
If you know AFL (Amibroker formula language) and you know the turtle strategy (posted all over the web, probably including this website (use the search routine)), then you should be able to code this up yourself.
 
It would be a matter of 2 hours to code it, but that's probably wasted time. From all I heard, this strategy is not profitable anymore since the 1990s. From its algorithm, it also does not look as if it could have a real edge - and even back then, some of the turtle traders lost their money.
 
Quote from j2ee:

Anyone have the amibroker code of it? I am trying to make one.
More...

it's can't be that hard

buy above 20 day high
exit below 10 day low

reverse for short

buy above 55 day high
exit below 20 day low

reverse for short
 
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