Turtle soup pattern




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Turtle soup patternTurtle Soup Pattern | Trading Strategy (Setup & Exit 1)

I. Trading Strategy

Developer: Laurence A. Connors, Linda B. Raschke (Turtle Soup Plus One Trading Strategy, Source: Street Smarts | High Probability Short Term Trading Strategies, M. Gordon Publishing Group, 1996). Concept: Trading strategy based on false breakouts. Turtle Soup Patterns trade against the Turtle Trading System. Research Goal: Performance verification of the pattern setup and trailing exit. Specification: Table 1. Results: Figure 1-2. Trade setup: Long Trades: The market makes a new 2o-bar low (new breakout). The previous 20-bar low (old breakout) has been made at least 3 bars earlier. The close of the current 20-bar low (new breakout) must be at or below the previous 20-bar low (old breakout). Short Trades: The market makes a new 2o-bar high (new breakout). The previous 20-bar high (old breakout) has been made at least 3 bars earlier. The close of the current 20-bar high (new breakout) must be at or above the previous 20-bar high (old breakout). In the sensitivity test, the default value 20-bar is replaced by an interval Channel_#1″ (Table 1). Trade Entry: Long Trades: A buy stop is placed the next bar after the setup at the previous 20-bar low (old breakout). Short Trades: A sell stop is placed the next bar after the setup at the previous 20-bar high (old breakout). In the sensitivity test, the default value 20-bar is replaced by an interval Channel_#1″. Trade Exit: Table 1. Portfolio: 42 futures markets from four major market sectors (commodities, currencies, interest rates, and equity indexes). Data: 32 years since 1980. Testing Platform: MATLABĀ®.

III. Sensitivity Test with Commission Slippage

Figure 2 | Portfolio Performance (Inputs: Table 1; Commission Slippage: $100 Round Turn).

IV. Rating: Turtle Soup Pattern | Trading Strategy

Turtle Soup Pattern | Trading Strategy (Setup & Exit 2)

I. Trading Strategy

Developer: Laurence A. Connors, Linda B. Raschke (Turtle Soup Plus One Trading Strategy, Source: Street Smarts | High Probability Short Term Trading Strategies, M. Gordon Publishing Group, 1996). Concept: Trading strategy based on false breakouts. Turtle Soup Patterns trade against the Turtle Trading System. Research Goal: Performance verification of the pattern setup and time exit. Specification: Table 1. Results: Figure 1-2. Trade setup: Long Trades: The market makes a new 2o-bar low (new breakout). The previous 20-bar low (old breakout) has been made at least 3 bars earlier. The close of the current 20-bar low (new breakout) must be at or below the previous 20-bar low (old breakout). Short Trades: The market makes a new 2o-bar high (new breakout). The previous 20-bar high (old breakout) has been made at least 3 bars earlier. The close of the current 20-bar high (new breakout) must be at or above the previous 20-bar high (old breakout). In the sensitivity test, the default value 20-bar is replaced by an interval Channel_#1″ (Table 1). Trade Entry: Long Trades: A buy stop is placed the next bar after the setup at the previous 20-bar low (old breakout). Short Trades: A sell stop is placed the next bar after the setup at the previous 20-bar high (old breakout). In the sensitivity test, the default value 20-bar is replaced by an interval Channel_#1″. Trade Exit: Table 1. Portfolio: 42 futures markets from four major market sectors (commodities, currencies, interest rates, and equity indexes). Data: 32 years since 1980. Testing Platform: MATLABĀ®.

III. Sensitivity Test with Commission Slippage

Figure 2 | Portfolio Performance (Inputs: Table 1; Commission Slippage: $100 Round Turn).

IV. Rating: Turtle Soup Pattern | Trading Strategy