Keep it simple. Simple time-tested methods that arewell executed will beat fancy complicated methods every time.
This chapter will look at some Turtle-style trading systems, more commonly known as long-term trend-following systems. Those systems are as follows:
• ATR Channel Breakout: A volatility channel system that uses ATR as the volatility measure.
• Bollinger Breakout: A volatility channel system that uses the standard deviation as the volatility measure.
• Donchian Trend: A breakout system with a trend filter.
• Donchian Trend with Time Exit: A breakout system with a trend filter and a time-based exit.
• Dual Moving Average: A system that buys and sells when a faster moving average crosses over a slower ...