OPEN-SOURCE SCRIPT
업데이트됨 Turtle Trading System - Full (S1+S2)
Turtle Trading System - Full (System 1 + System 2)
A complete implementation of the original Turtle Trading rules (Richard Dennis, 1983),
built for Daily timeframe use. Pine Script v6.
FEATURES:
- System 1: 20-day breakout entry / 10-day breakout exit
- System 2: 55-day breakout entry / 20-day breakout exit (failsafe, never filtered)
- Last-Trade Filter: skips a System 1 signal if the prior System 1 trade was a winner,
reducing false breakouts in ranging markets. Falls through to System 2 when filtered.
- ATR-based (N) position sizing reference and 2N initial stop
- Pyramiding: adds units every 0.5N in the favorable direction, up to 4 units max
- Trailing stop that only tightens in the trade's favor, never loosens
- No-repaint option: signals confirm only on closed bars (barstate.isconfirmed)
- Live status table: current position, units held, active system, current N, filter state
NOTES:
- Calibrated for Daily charts, consistent with the original system's historical backtesting.
Using it on lower timeframes changes what the lookback lengths represent and has not been
validated here.
- The Last-Trade Filter only tracks trades entered via System 1. Trades triggered by the
System 2 failsafe do not update the filter, per the original rule set.
- This is a signal/reference tool, not an auto-trading strategy. Verify signals in replay
mode before trading live. Be claude IA
A complete implementation of the original Turtle Trading rules (Richard Dennis, 1983),
built for Daily timeframe use. Pine Script v6.
FEATURES:
- System 1: 20-day breakout entry / 10-day breakout exit
- System 2: 55-day breakout entry / 20-day breakout exit (failsafe, never filtered)
- Last-Trade Filter: skips a System 1 signal if the prior System 1 trade was a winner,
reducing false breakouts in ranging markets. Falls through to System 2 when filtered.
- ATR-based (N) position sizing reference and 2N initial stop
- Pyramiding: adds units every 0.5N in the favorable direction, up to 4 units max
- Trailing stop that only tightens in the trade's favor, never loosens
- No-repaint option: signals confirm only on closed bars (barstate.isconfirmed)
- Live status table: current position, units held, active system, current N, filter state
NOTES:
- Calibrated for Daily charts, consistent with the original system's historical backtesting.
Using it on lower timeframes changes what the lookback lengths represent and has not been
validated here.
- The Last-Trade Filter only tracks trades entered via System 1. Trades triggered by the
System 2 failsafe do not update the filter, per the original rule set.
- This is a signal/reference tool, not an auto-trading strategy. Verify signals in replay
mode before trading live. Be claude IA
릴리즈 노트
Turtle Trading System - Full (System 1 + System 2)A complete implementation of the original Turtle Trading rules (Richard Dennis, 1983),
built for Daily timeframe use. Pine Script v6.
FEATURES:
- System 1: 20-day breakout entry / 10-day breakout exit
- System 2: 55-day breakout entry / 20-day breakout exit (failsafe, never filtered)
- Last-Trade Filter: skips a System 1 signal if the prior System 1 trade was a winner,
reducing false breakouts in ranging markets. Falls through to System 2 when filtered.
- ATR-based (N) position sizing reference and 2N initial stop
- Pyramiding: adds units every 0.5N in the favorable direction, up to 4 units max
- Trailing stop that only tightens in the trade's favor, never loosens
- No-repaint option: signals confirm only on closed bars (barstate.isconfirmed)
- Optional exit channel lines (green = long exit level, red = short exit level)
- Full alert set: long/short entry, pyramid add, and exit (including stop-out) — 6 alerts total
- Live status table: current position, units held, active system, current N, filter state
NOTES:
- Calibrated for Daily charts, consistent with the original system's historical backtesting.
Using it on lower timeframes changes what the lookback lengths represent and has not been
validated here.
- The Last-Trade Filter only tracks trades entered via System 1. Trades triggered by the
System 2 failsafe do not update the filter, per the original rule set.
- This is a signal/reference tool, not an auto-trading strategy. Verify signals in replay
mode before trading live.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.