turtle system now ahead for year after rough start

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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rusty
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Posts: 15
Joined: Mon Aug 23, 2004 2:30 am

turtle system now ahead for year after rough start

Post by rusty »

for anybody who is interested, i can send you a recent daily equity graph of the original turtle model as programmed in tradestation. you can see that after getting off to a very rough start this year, the recent bull market in most commodities, and especially the grains, has now turned things around. although it's still all open equity, so keep your fingers crossed. thanks, russell.

p.s. i was going to cut and paste it in here, but for some reason can't seem to do so. hey, computers were never my strong point :)
ES
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Joined: Mon May 05, 2003 1:02 am

Tradestation

Post by ES »

I'm not sure how you accomplished your task bu Tradestation offered many problems in programming the original turtle rules. My bouts with metastock were even worse. please be careful.
rusty
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Joined: Mon Aug 23, 2004 2:30 am

tradestation programming reference

Post by rusty »

i wish i could tell you how it's done, but i know very little about it. but i can tell you it is correct. whenever i have a problem, i ask a guy named sam tennis, who was one of the original developers of both systemwriter and tradestation for omega, and is now an independent consultant for people like you and me. i have known same for over ten years and he is very familiar with the turtle system. he won't tell you exactly what i do because of confidentiality arrangements, but if you have ideas or rules to test, he is pretty good at writing the code.
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