Search found 7 matches

by rschiller
Sun May 08, 2005 2:19 pm
Forum: Brokers
Topic: Interactive Brokers
Replies: 20
Views: 33399

IB experiences

I've been trading with them about 2 months now, a system that uses the QQQQ and a few NQ (nasdaq e-mini) trades. My experiences: 1. Commissions are low, especially for stock under 1000 share lots but if my system starts necesitating larger trades then it will be cheaper to go back to my E*Trade acco...
by rschiller
Sat May 07, 2005 3:16 pm
Forum: Trend Indicators and Signals
Topic: Richard Donchian 5MA - 20MA question
Replies: 9
Views: 18749

Further question and think you on the Veritrader result

Garyboor, thanks for the Veritrader result, I do not have access to Veritrader. My original question concerned "one volatility measure" and when you tested the 5ma/20ma on Veritrader with the results you posted, was it a simple system using 5&20 or did it incorporate the ubiquitious "one volatility ...
by rschiller
Sat May 07, 2005 12:49 pm
Forum: Trend Indicators and Signals
Topic: Richard Donchian 5MA - 20MA question
Replies: 9
Views: 18749

Michael B . . thank you!

Thank you for posting that article online!

Rick
by rschiller
Thu Feb 17, 2005 12:15 am
Forum: Trend Indicators and Signals
Topic: Richard Donchian 5MA - 20MA question
Replies: 9
Views: 18749

Re: Donchian

Turbowagon, I posted the original thread here. I suspect it is some type of ATR and I have previously looked the links you included, thank you. The first is fairy extensive and inlcludes the following concerning 5/20: Basic Rule A: Act on all closes that cross the 20-day moving average by an amount ...
by rschiller
Sat Feb 12, 2005 12:39 pm
Forum: Trend Indicators and Signals
Topic: Richard Donchian 5MA - 20MA question
Replies: 9
Views: 18749

re: Donchian signal

I posted the original thread. Do you interprete Donchian's entry signal as the price only moving above or below the 20day MA and by some criteria that I originally asked about: "one volatility measure" or do you interpret the entry as the 5MA crossing the 20MA in the direction of the entry and being...
by rschiller
Thu Feb 03, 2005 11:45 pm
Forum: Trend Indicators and Signals
Topic: Richard Donchian 5MA - 20MA question
Replies: 9
Views: 18749

I think I understand Volatility measure in Turtle System but

The volatility measure, or N, is the 20 day exponential MA of the ATR and is used for position sizing and stop placement. It seems Donchian is referring to perhaps the same thing or perhaps something else, but more as a filter as to when to enter a trade. This is the question I have. thanks to all RS
by rschiller
Thu Feb 03, 2005 3:04 am
Forum: Trend Indicators and Signals
Topic: Richard Donchian 5MA - 20MA question
Replies: 9
Views: 18749

Richard Donchian 5MA - 20MA question

Greetings to all, my first post and hopefully in the right forum. I am trying to obtain further information and understanding of Richard Donchian's methods. Quoted from Perry Kaufmann: "The current penetration must not only cross the 20-day moving average but also exceed any previous 1-day penetrati...