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Re: Turtle Trader System



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<A 
href="http://www.erlanger2000.com/Donchian_Channels.htm";>http://www.erlanger2000.com/Donchian_Channels.htm
 
Bill
<BLOCKQUOTE 
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  Lionel 
  Issen 
  To: <A title=metastock@xxxxxxxxxxxxx 
  href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx 
  Sent: Thursday, August 23, 2001 11:06 
  PM
  Subject: Re: Turtle Trader System
  Where can I get some detailed information on the Donchian 
  system? The onlything that I have seen about Donchian is that he did a 
  study of movingaverages.Lionel Issen<A 
  href="mailto:lissen@xxxxxxxxxxxxxx";>lissen@xxxxxxxxxxxxxx----- 
  Original Message -----From: "Glen Wallace" <<A 
  href="mailto:gcwallace@xxxxxxxx";>gcwallace@xxxxxxxx>To: "MetaStock 
  listserver" <<A 
  href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx>Sent: 
  Thursday, August 23, 2001 8:28 PMSubject: Re: Turtle Trader 
  System> My recollection is that the Turtles use a Donchian 
  breakout> system, where the upper channel line is drawn at the 
  highest> high of 20-60 bars ago, and the lower channel line is 
  the> lowest low of 20-60 bars ago.  I don't recall how they 
  exit> their trades.  They apply the system to a large basket 
  of> non-correlated futures to even out the equity 
  curve.>> For a system like this you would get large drawdowns, 
  so> money management would be critical.  The entry system 
  is> a valid one, but you'd need a good exit, a large account to> 
  properly diversify and, in my opinion, nerves of 
  steel.>>>> ----- Original Message -----> 
  From: "Sean Taylor" <<A 
  href="mailto:cloudnine@xxxxxxxxxxxx";>cloudnine@xxxxxxxxxxxx>> 
  To: "Metastock List" <<A 
  href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx>> 
  Sent: Thursday, August 23, 2001 7:39 PM> Subject: Turtle Trader 
  System>> > Has anybody out there tried the Turtle Trader 
  system?> > From what I've heard/read, it has it's foundations in 
  money management.> >> > I'd be grateful for any 
  information (especially from someone who usesit),> >> 
  > Thanks,> > Sean>