/*backtest
start: 2021-04-29 00:00:00
end: 2022-04-28 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/

strategy("Turtles strategy", overlay=true, pyramiding=4)
// inputs
RiskRatio = input(1)                   // % Risk Per N ( 0 - 100)
ATRLength = input(20)                  // 平均波动周期 ATR Length