Type : Signal, Name : Turtle
Inputs:
EntryLen(20),
ExitLen(10);
If Close > Highest(Close,EntryLen)[1]
then buy( “LEntry”) on Close;
If Close < Lowest(Close,EntryLen)[1]
then Sell(“SEntry”) on Close;
If Close > Highest(Close,ExitLen)[1]
then ExitShort from entry( “SEntry”) on Close;
If Close < Lowest(Close,EntryLen)[1]
then ExitLong from entry(“LEntry”) on Close;