Faithful signal-rule port of Myquant's Apache-2.0 TurtleStrategy at commit 17595e6bf4a118e1fa87c90bfb0fd78afa69a60b. Source: https://github.com/myquant/strategy/blob/17595e6bf4a118e1fa87c90bfb0fd78afa69a60b/Turtle/python/turtle.py. Trade a fixed DOT/LINK/LTC Binance Spot basket using trade ticks and daily bars for initialization. Preserve the actual code rather than conventional Turtle rules: initialize each instrument's high and low once from preceding daily bars, never roll those thresholds, enter long above its frozen high, and liquidate all selected holdings when any selected instrument trades below its own frozen low. The Python source supplies no default for period, csv_file or buy_amount; its companion configuration could not be retrieved. Therefore period=20 and the chosen basket are explicitly platform selections, not verified original defaults. Preserve the source's hop fallback of 0.1 quote-currency units. Replace CSV cash amounts and 100-share stock lots with equity-relative budgets and exchange quantity increments. Entry remains a buy limit at last trade price plus hop, not a guaranteed fill at that price. No ATR, pyramiding, rolling Donchian channel, trailing stop, profit target or calendar rebalance is added. Historical initialization uses only completed daily bars before each evaluation window; thresholds then remain frozen throughout that window.