input: InitialBalance(1000000);?

vars: N(0),StopLoss(1),DV(0),BB(0),AccountBalance(0),DollarRisk(0),LTT(0),LastTrade(0);?

{/// Turtle 20-Day Breakout Replica //////////////////////////////////////}

if marketposition = 0 then begin

BB = 0;

N = AvgTrueRange(20);?

DV = N*BigPointValue;

{AccountBalance = InitialBalance;}

AccountBalance = InitialBalance + netprofit;

DollarRisk = AccountBalance * .01;

LTT = IntPortion(DollarRisk/DV);

StopLoss = 2 * DV * LTT;

//Entry Contracts

buy LTT shares next bar highest(h,20) or higher;

buy LTT shares next bar highest(h,20) + (0.5*N) or higher;

buy LTT shares next bar highest(h,20) + (1.0*N) or higher;

buy LTT shares next bar highest(h,20) + (1.5*N) or higher;

SellShort LTT shares next bar lowest(l,20) or lower;

SellShort LTT shares next bar lowest(l,20) - (0.5*N) or lower;

SellShort LTT shares next bar lowest(l,20) - (1.0*N) or lower;

SellShort LTT shares next bar lowest(l,20) - (1.5*N) or lower;

end;

?

?

?

{// LONG 20 }

if marketposition = 1 then begin

BB = BB + 1;

if currentcontracts = LTT then begin

buy LTT shares next bar highest(h,20)[BB] + (0.5*N) or higher;

buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;

buy LTT shares next bar highest(h,20)[BB]+ (1.5*N) or higher;

end;

if currentcontracts = LTT * 2 then begin

buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;

buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;

end;

if currentcontracts = LTT * 3 then

buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;

end;

?

Sell ("out-S") next bar lowest(l,10) or lower;

?

if marketposition = -1 then begin

BB = BB + 1;

if currentcontracts = LTT then begin

SellShort LTT shares next bar lowest(l,20)[BB] - (0.5*N) or lower;

SellShort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;

SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;

end;

if currentcontracts = LTT * 2 then begin

SellShort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;

SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;

end;

if currentcontracts = LTT * 3 then?

SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;?

end;

?

buytocover ("out-B") next bar highest(h,10) or higher;

{// STOPS}

if currentcontracts = (2 * LTT) then StopLoss = DV * 3.5 * LTT;

if currentcontracts = (3 * LTT) then StopLoss = DV * 4.5 * LTT;

if currentcontracts = (4 * LTT) then StopLoss = DV * 5.0 * LTT;

setstoploss (StopLoss);

?

?

input: InitialBalance(1000000);?

vars: N(0),StopLoss(1),DV(0),BB(0),AccountBalance(0),DollarRisk(0),LTT(0),LastTrade(0);?

{/// Turtle 20-Day Breakout Replica //////////////////////////////////////}

if marketposition = 0 then begin

BB = 0;

N = AvgTrueRange(20);?

DV = N*BigPointValue;

{AccountBalance = InitialBalance;}

AccountBalance = InitialBalance + netprofit;

DollarRisk = AccountBalance * .01;

LTT = IntPortion(DollarRisk/DV);

StopLoss = 2 * DV * LTT;

//Entry Contracts

buy LTT shares next bar highest(h,20) or higher;

buy LTT shares next bar highest(h,20) + (0.5*N) or higher;

buy LTT shares next bar highest(h,20) + (1.0*N) or higher;

buy LTT shares next bar highest(h,20) + (1.5*N) or higher;

SellShort LTT shares next bar lowest(l,20) or lower;

SellShort LTT shares next bar lowest(l,20) - (0.5*N) or lower;

SellShort LTT shares next bar lowest(l,20) - (1.0*N) or lower;

SellShort LTT shares next bar lowest(l,20) - (1.5*N) or lower;

end;

?

?

?

{// LONG 20 }

if marketposition = 1 then begin

BB = BB + 1;

if currentcontracts = LTT then begin

buy LTT shares next bar highest(h,20)[BB] + (0.5*N) or higher;

buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;

buy LTT shares next bar highest(h,20)[BB]+ (1.5*N) or higher;

end;

if currentcontracts = LTT * 2 then begin

buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;

buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;

end;

if currentcontracts = LTT * 3 then

buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;

end;

?

Sell ("out-S") next bar lowest(l,10) or lower;

?

if marketposition = -1 then begin

BB = BB + 1;

if currentcontracts = LTT then begin

SellShort LTT shares next bar lowest(l,20)[BB] - (0.5*N) or lower;

SellShort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;

SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;

end;

if currentcontracts = LTT * 2 then begin

SellShort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;

SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;

end;

if currentcontracts = LTT * 3 then?

SellShort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;?

end;

?

buytocover ("out-B") next bar highest(h,10) or higher;

{// STOPS}

if currentcontracts = (2 * LTT) then StopLoss = DV * 3.5 * LTT;

if currentcontracts = (3 * LTT) then StopLoss = DV * 4.5 * LTT;

if currentcontracts = (4 * LTT) then StopLoss = DV * 5.0 * LTT;

setstoploss (StopLoss);

?