Improved Turtle Trading Strategy and Empirical Analysis
- 10.2991/icesem-18.2018.279How to use a DOI?
- Turtle trading strategy; Moving average; Trading System; TradeBlazer
With the advancement of China's financial reform, the futures market has developed rapidly. More and more investors are starting to invest in futures. In order to survive in the futures market, investors must build a perfect and feasible trading strategy. Therefore, investors must study how to build a feasible trading system. The purpose of this research is to find out the problems existing in the original turtle trade system, and to fix these problems to make it a viable trading system. Based on the original sea turtle trading strategy, this study not only introduces the average line as the basis for the trend judgment, but also improves the original sea turtle trading system. The experiment shows that the improved sea turtle trading system not only improves the profit and loss ratio, but also reduces the retracement rate of capital, and finally solves the existing problems of the original sea turtle trading strategy.
- © 2018, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Jingxian Xu AU - Junhao Zheng PY - 2018/08 DA - 2018/08 TI - Improved Turtle Trading Strategy and Empirical Analysis BT - Proceedings of the 2018 2nd International Conference on Education Science and Economic Management (ICESEM 2018) PB - Atlantis Press SP - 1194 EP - 1197 SN - 2352-5398 UR - https://doi.org/10.2991/icesem-18.2018.279 DO - 10.2991/icesem-18.2018.279 ID - Xu2018/08 ER -