Recent content by t2werik

I think the dollars per point screw up the turtle math when it comes to trading equities. You multiply the ATR X 1 dollar and it kind of screws up the math. Let's say for instance my example: .02*10,000,000 / .08*1 20000/.08 = 1600 shares. That's not right. Maybe my dollars per point...

I was thinking of using a 10 day HV or a 14 day ATR? It could be anything but I'm looking to open positions on the openings and closing positions on the closes no matter how bad the position goes against me. Everything out there is use a static number or use ATR based on how much you're...

I'm working on a strategy that needs a position size element to it. It's an opening strategy that I'm hoping to hedge my overall market risk with and then close the whole position out at the end of the day. Most portfolio stuff is based on stop prices and how much money I'm willing to lose on...