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jesse-ai / example-strategies

Example trading strategies to get you started with Jesse
https://jesse.trade/
MIT License
161 stars 61 forks source link

add TurtleRule #2

Closed fengkiej closed 4 years ago

fengkiej commented 4 years ago

Turtle Rule is one of the well known trend following strategy complete with definitive position sizing, exit, and entry rules. This example strategy would be a great addition as an example of a complete trading rule.

fengkiej commented 4 years ago

faithful implementation of unit_risk_percent would need leverage support in Jesse because otherwise, it will require too much capital and raise negative balance error

for now, change this parameter to 0.5 for backtesting

saleh-old commented 4 years ago

Thank you for the PR. It's an advanced strategy. I might create directories such as "beginner" and "advanced" strategies for it later. It's also a good idea to include a sample backtest result in .txt format and maybe even the generated chart for BTCUSD or ETHUSD for the last year or so.