Project Name: Preliminary version of Turtle Trading Strategy Date: 28 Sep 2023

Three portfolio analysis reports have been generated in HTML format in the 'outcome' folder

The Original Turtle Trading Rules Strategy 2020-06-20 original implementation - FengkieJ 2020-06-27 rev 1. add System 1 & System 2 as strategy parameters - FengkieJ

Turtle strategy is one of classic trend-following system that has clear defined trading rules. The system was taught by Richard Dennis and William Eckhardt in 1983. This version implements the system described by Curtis Faith, author of bestselling book Way of the Turtle.

This Python module attempts to implement the system on backtrader framework as described in the pdf by Curtis Faith & Perry J. Kaufman.