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Hypotheses

Turtle Trading Decision System (FMZ #443132 by ChaoZhang, Pine by 李和邪): faithful daily port on LTCUSDT.BINANCE perp, long-short, 20/10 Donchian, 2-ATR stop, 0.5-ATR pyramiding up to 4 units

Line-for-line translation of the FMZ/Pine Turtle Trading Decision System onto our platform. It is a tradeable strategy, not a utility. Venue/instrument: LTCUSDT.BINANCE (Binance USD-M perpetual), 1-DAY bars. The author…

Hypothesis

Line-for-line translation of the FMZ/Pine Turtle Trading Decision System onto our platform. It is a tradeable strategy, not a utility. Venue/instrument: LTCUSDT.BINANCE (Binance USD-M perpetual), 1-DAY bars. The author backtested on 1d bars of Futures_Binance BTC_USDT. Why LTC rather than the author's BTC: BTC already dominates the corpus (44% lifetime, 62% recent), and an ETC Turtle is already in the pipeline. So the same rules run on a liquid, little-used USD-M perp with daily history from 2020-01-10 (~6.7……Show moreShow less

Line-for-line translation of the FMZ/Pine Turtle Trading Decision System onto our platform. It is a tradeable strategy, not a utility. Venue/instrument: LTCUSDT.BINANCE (Binance USD-M perpetual), 1-DAY bars. The author backtested on 1d bars of Futures_Binance BTC_USDT. Why LTC rather than the author's BTC: BTC already dominates the corpus (44% lifetime, 62% recent), and an ETC Turtle is already in the pipeline. So the same rules run on a liquid, little-used USD-M perp with daily history from 2020-01-10 (~6.7 years). The Binance USD-M taker fee (0.05%/side) equals the script's own commission_value=0.05%, so the source's fee assumption is kept exactly. Default parameters exactly as written: Enter Mode='Mode 1'; Mode 1 entry_length=20, exit_length=10; Mode 2 entry_length=55, exit_length=20 (inactive by default); atr_period=14 (ta.atr = Wilder RMA of true range); risk_per_trade=0.02; initial_stop_atr_multiple=2; pyramid_atr_multiple=0.5; max_units=4 (Pine pyramiding=4). The date filter valid_date() always returns true, so the from/to inputs are unused. The highlighter input and all plot/fill code only draw on the chart and are NOT translated. HONESTY NOTE: lesson L167 records that faithful ports of FMZ scripts have died 5 of 5. This one is proposed because the user explicitly asked for a faithful statement. Unlike those ports, this script was written for a 0.05%/side commission on daily bars, the same fee level and decision interval we can reproduce exactly.

Analysis

海龟交易决策系统|Turtle Trading Decision System

Backtest and paper results are hypothetical. Trading involves risk of loss.