Turtle trading strategy added.

[gunebakan]

What have you changed and why?

Turtle trading strategy added. (https://www.investopedia.com/articles/trading/08/turtle-trading.asp)

Related Issues

Link related issues here.

[codecov-commenter]

Codecov Report

Merging #109 (b7cd94e) into main (5bb2fda) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##             main     #109   +/-   ##
=======================================
  Coverage   49.88%   49.88%           
=======================================
  Files          15       15           
  Lines        2211     2211           
=======================================
  Hits         1103     1103           
  Misses       1045     1045           
  Partials       63       63           

---

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[rodrigo-brito]

It looks great, thank you.

[rodrigo-brito]

Awesome results, it looks a great trending following strategy. Huge payoff.

+---------+--------+-----+------+--------+--------+----------+-----------+
|  PAIR   | TRADES | WIN | LOSS | % WIN  | PAYOFF |  PROFIT  |  VOLUME   |
+---------+--------+-----+------+--------+--------+----------+-----------+
| BTCUSDT |     11 |   4 |    7 | 36.4 % |  6.985 |  5589.10 | 128796.84 |
| ETHUSDT |     13 |   7 |    6 | 53.8 % |  2.662 |  4956.29 | 129456.71 |
+---------+--------+-----+------+--------+--------+----------+-----------+
|   TOTAL |     24 |  11 |   13 | 45.8 % |  4.644 | 10545.39 | 258253.55 |
+---------+--------+-----+------+--------+--------+----------+-----------+

--------------
START PORTFOLIO = 10000.00 USDT
FINAL PORTFOLIO = 20545.39 USDT
GROSS PROFIT    =  10545.388134 USDT (105.45%)
MARKET (B&H)    =  407.84%
MAX DRAWDOWN    =  -24.53 %
VOLUME          =  258253.55 USDT
COSTS (0.001*V) =  258.25 USDT (ESTIMATION) 
--------------

[gunebakan]

Hi Rodrigo,
Do you have time to check the latest changes and commit if there is no problem?

[rodrigo-brito]

Thank you for the contribution

[gunebakan]

Hi Rodrigo,
Do you have plan for new features?
"Roadmap
Include trailing stop tool
Stop Orders in backtesting"

[rodrigo-brito]

Sure, I will create a clean roadmap.
I have some ideas, for example:

• Support Futures Market (Long / Short)
• Support other exchanges (Bitmex, FTX, etc)
• Include a hyperopt (tunning parameters)
• Include a live chart (display candles and orders in real-time)
• Improve backtesting with new metrics (avg trades, avg time, sharp ration, etc).

I will create more issues to discuss these ideas.

Do you have some suggetions?

[rodrigo-brito]

I created a roadmap for indicators: #110

[gunebakan]

I will try to start with basic indicators. If you will start any of them:
Support Futures Market (Long / Short)
Support other exchanges (Bitmex, FTX, etc)
Include a hyperopt (tunning parameters)
Include a live chart (display candles and orders in real-time)
Improve backtesting with new metrics (avg trades, avg time, sharp ration, etc).

Just let me know if I can help.