Extracted algorithm research record
TurtleEA
Implements the original Turtle Trading Rules with 20-day and 55-day breakouts, 2N stop, and 4-unit pyramid.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- _Symbol
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- current bar's high exceeds the highest high of the previous 20 bars
Recorded short-entry rules
- current bar's low falls below the lowest low of the previous 55 bars
Recorded exit rules
- System 1 longs exit when the price crosses below the lowest low of the previous 10 bars
- System 1 shorts exit when the price crosses above the highest high of the previous 10 bars
- System 2 longs exit when the price crosses below the lowest low of the previous 20 bars
- System 2 shorts exit when the price crosses above the highest high of the previous 20 bars
- emergency exit fires if the price crosses 2N in the wrong direction from the most recent entry
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 2N below the entry price for longs and 2N above for shorts
- Take profit
- null
- Position sizing
- 1% of equity per unit, with a maximum of 4 units per direction
Questions about this record
What entry rules are recorded for TurtleEA?
Long: current bar's high exceeds the highest high of the previous 20 bars Short: current bar's low falls below the lowest low of the previous 55 bars These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: _Symbol. Timeframes: D1. These are source-recorded labels, not verified execution behavior.