TurtleTrendFollowStrategy.easylanguage

inputs:
    EntryLength(20),
    ExitLength(10),
    RiskPercentage(1),
    ATRMultiplier(2),
    ATRLength(20),
    EnableFilter(false),
    BenchmarkSymbol("SPX");

variables:
    UpperChannel(0),
    LowerChannel(0),
    ExitLong(0),
    Qty(0),
    BenchmarkClose(0),
    Filter(false),
    BuyCondition(false),
    SellCondition(false),
    ATRValue(0);

// **********************************
// Functions
// **********************************


// **********************************
// Perform calculations and analysis
// **********************************

// Basic 
UpperChannel = Highest(High[1], EntryLength);
LowerChannel = Lowest(Low[1], EntryLength);
ExitLong = Lowest(Low[1], ExitLength);

// Trade amount
ATRValue = AvgTrueRange(ATRLength);
Qty = ((RiskPercentage / 100) * NetProfit) / (ATRMultiplier * ATRValue);

// Filter
if EnableFilter then
    BenchmarkClose = Close of data2;
    Filter = BenchmarkClose[1] >= Average(Close of data2, 200)
else
    Filter = true;

BuyCondition = Close crosses over UpperChannel and Filter;
SellCondition = Close crosses under ExitLong;

// **********************************
// Manage trade
// **********************************

// Entry
if BuyCondition then
    Buy("Long") next bar at market;

// Exit
if SellCondition then
    Sell("Long") next bar at market;