Turtles maximum no. of markets traded
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Hello to All,
Looking at turtlesrules.pdf, the turtles were allowed to trade securities picked from a list of 21 different futures markets (page 10-11). Since in theory they were only allowed to go 12 units long and/or 12 units short with a maximum of 4 units per market this means they could only open maximum of 6 different markets (3 long, 4 units each and / or 3 short , 4 units each).
The markets they chose, they had to trade them consistently (no further additions or eliminations from their list). So if they could only hold a max of six different markets, did they only choose 6 markets from the above list of 21 and trade those consistently, without changing them throughout the lifetime of the experiment? Or did they have a list, bigger than 6 and traded around that list. if that is the case, how did they choose which markets to trade each time from their chosen list
Regards
AceofAce