original idea from «Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders» (2007) CURTIS FAITH
//@version=2 //coded by tmr0 //original idea from «Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders» (2007) CURTIS FAITH strategy("20 years old Turtles strategy by tmr0", shorttitle = "Turtles", overlay=true, pyramiding=5, default_qty_type= strategy.cash, default_qty_value = 1000) enter_fast = input(20, minval=1) exit_fast = input(10, minval=1) enter_slow = input(55, minval=1) exit_slow = input(20, minval=1) fastL = highest(enter_fast) fastLC = lowest(exit_fast) fastS = lowest(enter_fast) fastSC = highest(exit_fast) slowL = highest(enter_slow) slowLC = lowest(exit_slow) slowS = lowest(enter_slow) slowSC = highest(exit_slow) enterL1 = high > fastL[1] exitL1 = low <= fastLC[1] enterS1 = low < fastS[1] exitS1 = high >= fastSC[1] enterL2 = high > slowL[1] exitL2 = low <= slowLC[1] enterS2 = low < slowS[1] exitS2 = high >= slowSC[1] //bgcolor(exitL1 or exitL2? red: enterL1 or enterL2? navy:white) strategy.entry("fast L", strategy.long, when = enterL1) strategy.entry("fast S", strategy.short, when = enterS1) strategy.close("fast L", when = exitL1) strategy.close("fast S", when = exitS1) strategy.entry("slow L", strategy.long, when = enterL2) strategy.entry("slow S", strategy.short, when = enterS2) strategy.close("slow L", when = exitL2) strategy.close("slow S", when = exitS2) //zl=0 //z=strategy.netprofit / 37 * koef //ежемесячная прибыль //z=strategy.grossprofit/strategy.grossloss //z1=plot (z, style=line, linewidth=3, color = z>zl?green:red, transp = 30) //hline(zl, title="Zero", linewidth=1, color=gray, linestyle=dashed)