Vezeris, Dimitrios; Karkanis, Ioannis; Kyrgos, Themistoklis - In: Journal of risk and financial management : JRFM 12 (2019) 2/96, pp. 1-52
For this research, we implemented a trading system based on the Turtle rules and examined its efficiency when trading … enhanced our Turtle-based trading system with additional conditions for opening a new position. Specifically, we added an … signal was triggered. Thus, AdTurtle was developed, a Turtle trading system with advanced algorithms of opening and closing …