[GT] Turtle Trading System

[Fabien Fulhaber <fabien AT deenoo.com>]

Salut Raphaël,

J'ai codé le fameux "Turtle Trading System".

=head1 Turtle Trading System (TTS)

=head2 Overview

The Turtle Trading System is a very simple and very easy to understand.

It's an Asymetric Channel Breakout :

* Enter long above the highest high of the previous X days and exit with a
stop based on the lowest low of the Y previous days with Y < X

* Enter short below the lowest low of the previous X days and exit with a
stop based on the highest high of the Y previous days with Y < X

J'ai ajouté GT/Systems/TTS.pm et GT/CloseStrategy/Stop/ExtremePrices.pm ce qui nous permet d'ajouter dans les alias les 2 lignes suivantes :

Aliases::TTS TTS[20,10,1]
Aliases::TTS[] S:TTS #1|CS:Stop:ExtremePrices #2 #3

A+ Fu