A trend follower

liuyifei

Donchian reduced this philosophy to what he called his “weekly trading rule.”

 

When the prices moves above the high of two previous calendar weeks (the optimum number of weeks varies by commodity), cover your short positions and buy. When the price breaks below the low of the two previous calendar weeks, liquidate your long position and sell short.

 

Dennis

 

“Abstractions like crop size, unemployment, and inflation are mere metaphysics to the trader. They don’t help you predict prices, and they may not even explain past market action.”

[ 本帖最后由 liuyifei 于 2008-8-3 19:07 编辑 ]

Win.Timing

Cobra

原帖由 liuyifei 于 2008-8-3 19:05 发表 Donchian reduced this philosophy to what he called his “weekly trading rule.”   When the prices moves above the high of two previous calendar weeks (the optimum number of weeks varies by comm ...

 

Donchian rule，有人验证过了，结局很悲惨。Donchian最初的rule是用在currency上的。

undeadrogue

this is actually a very valuable rule, u need to incorporate it into ur own system instead of just solely rely on it to trade.