{
  "id": 114,
  "rank": 22,
  "name": "TurtleEA",
  "aka": [
    "Original Turtle Trading Rules — System 1 and System 2"
  ],
  "family": "A",
  "subtype": "A2",
  "one_liner": "Implements the original Turtle Trading Rules with 20-day and 55-day breakouts, 2N stop, and 4-unit pyramid.",
  "market_regime": "trending",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "_Symbol"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [],
  "entry_long": [
    "current bar's high exceeds the highest high of the previous 20 bars"
  ],
  "entry_short": [
    "current bar's low falls below the lowest low of the previous 55 bars"
  ],
  "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"
  ],
  "filters": [
    "null"
  ],
  "stop_loss": "2N below the entry price for longs and 2N above for shorts",
  "take_profit": "null",
  "position_size": "1% of equity per unit, with a maximum of 4 units per direction",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "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."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/114-turtleea",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/articles/23448",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}
