Search found 7 matches
- Sun May 08, 2005 2:19 pm
- Forum: Brokers
- Topic: Interactive Brokers
- Replies: 20
- Views: 44878
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...
- Sat May 07, 2005 3:16 pm
- Forum: Trend Indicators and Signals
- Topic: Richard Donchian 5MA - 20MA question
- Replies: 9
- Views: 24603
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 &q...
- Sat May 07, 2005 12:49 pm
- Forum: Trend Indicators and Signals
- Topic: Richard Donchian 5MA - 20MA question
- Replies: 9
- Views: 24603
Michael B . . thank you!
Thank you for posting that article online!
Rick
Rick
- Thu Feb 17, 2005 12:15 am
- Forum: Trend Indicators and Signals
- Topic: Richard Donchian 5MA - 20MA question
- Replies: 9
- Views: 24603
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 ...
- Sat Feb 12, 2005 12:39 pm
- Forum: Trend Indicators and Signals
- Topic: Richard Donchian 5MA - 20MA question
- Replies: 9
- Views: 24603
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...
- Thu Feb 03, 2005 11:45 pm
- Forum: Trend Indicators and Signals
- Topic: Richard Donchian 5MA - 20MA question
- Replies: 9
- Views: 24603
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
- Thu Feb 03, 2005 3:04 am
- Forum: Trend Indicators and Signals
- Topic: Richard Donchian 5MA - 20MA question
- Replies: 9
- Views: 24603
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 pene...