Optimization of Turtle Trading System Parameters Based on Genetic Algorithm

This study revives the Turtle Trading Rule, offering new parameters and a more stable strategy for increased profit opportunities. Proposed in the 1980s, the Turtle Trading method is a classic trend trading strategy crucial to automated systems. This paper implements the Turtle Trading Rule on the MT5 (MetaTrader5) platform, evaluates its effect, optimizes key parameters, and provides optimization suggestions using genetic algorithms. The optimized Turtle Trading Rules not only inherit the excellent trading logic of the original rules but also effectively avoid losses in unfavorable K-line trends, reduce losses, and even make profits. Therefore, this paper is significant for the development of automated trading systems, verifying the optimization effect of genetic algorithms, strengthening the adaptability of Turtle Trading Rules, promoting the use of MetaTrader5, and advocating the optimization of other traditional trading rules to create more profit opportunities.