A collection of investment tools used by the Turtle Traders.
Project description
turtle-trading
A Python Package containing a collection of investing tools using the Turtle Traders Original Rules. All code is based on the ideas in The Original Turtle Trading Rules.
Download using pip:
pip install turtle-trading
position_sizing
module
""" using the position_sizing module """
from turtle_trading.position_sizing import getn, getunit
import datetime
date = datetime.date(2023, 11, 10)
getn(ticker='aapl') # >>> 2.5725
getn(ticker='aapl', date=date) # >>> 2.9932
getunit(ticker='aapl', account=1000000, n=1.2) # >>> 44.8898
getunit(ticker='aapl', account=1000000, date=date) # >>> 17.9233
entries
module
""" using the entries module """
from turtle_trading.entries import getsignal, addunits
getsignal(ticker='aapl', system=1) # >>> True
getsignal(ticker='aapl', system=2) # >>> True
addunits(breakout=310, n=2.50) # >>> [310, 311.25, 312.5, 313.75]
addunits(breakout=310, n=2.50, units=6) # >>> [310, 311.25, 312.5, 313.75, 315.0, 316.25]
stops
module
""" using the stops module """
from turtle_trading.entries import addunits
from turtle_trading.stops import getstops
units = addunits(breakout=28.30, n=1.20) # >>> [28.3, 28.9, 29.5, 30.1]
getstops(unit_list=units, n=1.20) # >>> [27.7, 27.7, 27.7, 27.7]
getstops(unit_list=units, n=1.20, stop_system="whipsaw") # >>> [27.7, 28.3, 28.9, 29.5]
gapped_units = [28.3, 28.9, 29.5, 30.8]
getstops(unit_list=gapped_units, n=1.20) # >>> [27.7, 27.7, 27.7, 28.4]
getstops(unit_list=gapped_units, n=1.20, stop_system="whipsaw") # >>> [27.7, 28.3, 28.9, 30.2]
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