Proceedings of the 2018 2nd International Conference on Education Science and Economic Management (ICESEM 2018)

Improved Turtle Trading Strategy and Empirical Analysis

Authors
Jingxian Xu, Junhao Zheng
Corresponding Author
Jingxian Xu
Available Online August 2018.
DOI
10.2991/icesem-18.2018.279How to use a DOI?
Keywords
Turtle trading strategy; Moving average; Trading System; TradeBlazer
Abstract

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.

Copyright
© 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/).

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Volume Title
Proceedings of the 2018 2nd International Conference on Education Science and Economic Management (ICESEM 2018)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
August 2018
ISBN
978-94-6252-557-3
ISSN
2352-5398
DOI
10.2991/icesem-18.2018.279How to use a DOI?
Copyright
© 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  -