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Results for “Donchian” · papers 0 · wiki 2
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Wiki Entities · 2
CTA

Donchian Channel Breakout

Enter long on an N-day high and short on an N-day low; exit on a shorter M-day opposite extreme — Richard Donchian’s channel, still the skeleton of many CTA breakouts.

CTA

Turtle Trading System

Dennis and Eckhardt’s taught breakout: System 1 (20-day entry / 10-day exit) and System 2 (55/20), ATR unit sizing, 2-ATR stops, and pyramiding.

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Encyclopedia · 1
CTA · Foundations

Donchian Channel Breakout

Enter long on an N-day high and short on an N-day low; exit on a shorter M-day opposite extreme — Richard Donchian’s channel, still the skeleton of many CTA breakouts.

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