Turtle trading is a well known trend following strategy that was originally taught by Richard Dennis. The basic strategy is to buy futures on a 20-day high (breakout) and sell on a 20-day low, although the full set of rules is more intricate. I've modeled the meat of the strategy in Quantopian and used it to trade exchange-traded funds (ETFs), in this case just some silver and copper securities.
I used rules from here. From what I have seen, the rules of turtle trading slightly vary from source to source, however what's outlined in that PDF seems well-guided and reliable. If you want to adjust the rules you can clone this and it should be fairly straightforward from there. I've also added an option in the code if you only want to long and not short. To trigger buys and sells, the code calculates the goal amount of shares then works from there to determine how many to buy or sell. This method for determining order amount works well for things like risk-adjusted portfolio sizes.
This is a pretty fundamental strategy and it seems to work well. There are a few different parameters to play with, so clone this and see if you can get some good results or even add to the code in any way.
If you want to experiment with adding different ETFs, you can get ideas from a list of futures like this one. From there just Google for whatever ETFs, like "corn etfs", and add the respective symbols to the code.