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We sell one .zip file that includes 1 PDF and 16 Excel spreadsheets. The PDF visually shows the Turtle systems with their rules marked on charts. The position size calculator shows how many shares/lots/contracts based on your inputs. The other 15 Excel spreadsheets are basic backtests of the Turtle systems 1 and 2. You can change the variables and see the resulting updates to the equity and drawdown graphs. The 15 Excel backtest spreadsheets let you enter your own data or change the formulas for you to explore new ideas. The Excel backtests do not include all factors involved in trading but give you a start and let you dig into the numbers. The spreadsheets are a beginning point and not a ready to trade profitable system on a full portfolio.
$9 for PDF and 16 spreadsheets
Details of Included Items
Turtle System 1 and System 2 PDF
An introductory Trend Following PDF presentation showing the rules of the Turtle's Trend Following System 1 and System 2. Rules are shown visually through examples with triggers marked on stock charts.
Percent Volatility Position Size Calculator Excel Spreadsheet
This spreadsheet has 3 separate tabs for the trading instrument you choose. The 3 tabs are Stocks, Forex and Futures. You input your position (long or short), entry price, ATR value, capital, ATR multiples for position calculation and stop, and risk percentage on the stocks tab. The Forex and Futures tabs add inputs for pip/tick size and pip/tick value. Once the inputs are entered, the right column of the spreadsheet will show you the position size in shares/lots/contracts and the stop price. Also shown are the next pyramid entry points with the new stop level.
5 Introductory Stock Turtle System 1 and System 2 Excel Spreadsheets
Using the named stock or index price, these introductory Excel spreadsheets show a backtest using the Turtle's Trend Following System 1 and System 2 core rules of entry, money management, stops and exits. These introductory backtests do not show pyramiding due to the absence of sufficient leverage for conventional stock purchases. Files allow customization by changing the starting capital amount, the risk percentage and the 20 day ATR range per stop.
Stocks included: Enron Jan.02.97 to Dec.31.02, Google Aug.19.04 to Aug.31.12, Amazon May.16.97 to Aug.31.12, Apple Sep.07.84 to Aug.31.12, and DJIA Oct.01.28 to Aug.31.12.
5 Forex and 5 Futures Turtle System 1 and System 2 Excel Spreadsheets
Using the named currency pair or contract, these Forex and Futures Excel spreadsheets show a backtest using the Turtle's Trend Following System 1 and System 2 core rules of entry, position sizing, pyramiding positions, stops and exits. Files allow customization by changing the starting capital amount, the risk percentage, 20 day ATR range per stop, ATR range between pyramid positions, maximum number of pyramid positions, lot/contract size and pip/tick size.
Forex pairs included: USD/CHF, USD/JPY, AUD/USD, GBP/USD, and EUR/USD all from Jan.04.01 to Aug.31.12
Futures contracts included: Gold (GC-COMEX), Sugar (SB-NYCE), Crude Oil (CL-NYMEX), Gasoline (RB-NYMEX), and S&P500 e-mini (ES-CME) all from Jan.03.95 to Aug.31.12
The first tab is a Performance Summary that allows you to customize the starting capital, the risk percentage per trade and the number of "N" or 20 day ATR to use in the position and stop calculations. The second line allows customization of the ATR or "N" between pyramid positions, maximum number of pyramid positions, lot size and pip size for Forex with tick size and contract size for Futures. The Performance Summary tab also shows the basic stats with an equity chart. The Excel Summary Screenshot shows the first tab of a Forex spreadsheet.
The second and third tabs, seen in the Excel Details Screenshot, show the detailed data for System 2 that uses the 55 day breakout entries and System 1 that uses the 20 day breakout entries. These show you the breakouts, exit triggers, True Range calculation with 20 day average, position each day, entry and exit prices, lots or contracts in each position, pyramid triggers with additional positions and gain percentage per trade.
$9 for PDF and 16 spreadsheets
Dig into the numbers to see how a trend following system works. Change the variables and see how it changes the profitability or risk of the system. As you go through the spreadsheets, learn the items that matter to you in developing and testing a trend following system. For stocks such as the DJIA index or Enron, you may find that they don't trend enough to show profitability. Some markets do not trend and would not be a good choice to put in your selection of markets to trade. Others may trend infrequently and depending on your risk, go through significant drawdown periods that are tough to get through and keep trading.