Research method
Turtle trading
Turtle trading is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The archive
Where the method has been read
Read in the archive7 readings
1992Turtle trading as one testable Donchian breakout procedure2001Hourly Donchian and Turtle rules locked after one walk-forward window2001Critiquing Turtle trend following as a drawdown budget2007Turtle forex breakouts and the daily carry ledger2010Evaluate Turtle-style bands as one mechanical procedure2012Quiet-tape cycle clocks for index futures2020Constructing Turtle-style dual Donchian trend-bands
This registry entry describes a research method. It is not investment advice and does not make a performance claim.