Strategy Turtle Donchian Trend System

Strategy "Donchian Trend System"


Default Settings

Long Entry - EMA25 > EMA350 & Breakout highest20
Long Exit - Breakout lowest10 or 2-ATR

Short Entry - EMA25 < EMA350 & Breakout lowest20
Short Exit - Breakout highest10 or 2-ATR


Performance

* 25 symbols - fx(5) ,stock index(5) ,stock jp(5) ,stock usa(5) ,comodity(5)
* 12 years - 2005 - 2017

win -37.84%
risk reward ratio - 2.2
total trades - 2043
ruin risk - 0.01%
edge / risk - 0.21
edge * trades - 429.88


Functions

Strategy
Loss cut On/Off
Pyramiding On/Off
Timed Exit On/Off
Set Start and End