Vaza video de Nicole Bahls em inicio de carreira
Vídeo: Circula na internet um video em que Nicole Bahls aparece novinha antes de virar panicat ainda cursando faculdade de jornalismo em Londrina
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anonimo 1 meses atrásRod ATR (the base, not the normalized veorsin) is used by many people for the placement of stops, and in some case targets. Van Tharp dis#palavrão não!!!#sses this sort of thing in . Also, ATR was used by the famous Turtles in their position sizing, as Curtis Faith talks about in . I recommend both books.As for whether I can suggest a specific N-ATR beyond which you dont want to trade, I cant. My general point is that you should be adjusting your stops to account for the volatility in the market (not using the same old fixed ones when vol is up, for example). That, in turn, impacts your position sizing, maybe to the point where you cannot do a certain trade because the risk implied by where youd need to put your stop would be beyond your acceptable risk level. denuncie o comentario
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anonimo 1 meses atrásRod ATR (the base, not the normalized veorsin) is used by many people for the placement of stops, and in some case targets. Van Tharp dis#palavrão não!!!#sses this sort of thing in . Also, ATR was used by the famous Turtles in their position sizing, as Curtis Faith talks about in . I recommend both books.As for whether I can suggest a specific N-ATR beyond which you dont want to trade, I cant. My general point is that you should be adjusting your stops to account for the volatility in the market (not using the same old fixed ones when vol is up, for example). That, in turn, impacts your position sizing, maybe to the point where you cannot do a certain trade because the risk implied by where youd need to put your stop would be beyond your acceptable risk level. denuncie o comentario
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anonimo 1 meses atrásWhile I use StdDev a lot myself, it does have the roristctien of being based only on closing price, so it doesnt take the full price range in to consideration. Not that its not useful, mind you.As for ATR, the thing that really shows when looking at the normalized reading is the impact the withdrawl of retail traders/investors had after 1987, and again after the peak in 2000. People have long blamed the hedge funds, et al for market volatility, but clearly its the individual traders that really create volatility. denuncie o comentario
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anonimo 1 meses atrásWhile I use StdDev a lot myself, it does have the roristctien of being based only on closing price, so it doesnt take the full price range in to consideration. Not that its not useful, mind you.As for ATR, the thing that really shows when looking at the normalized reading is the impact the withdrawl of retail traders/investors had after 1987, and again after the peak in 2000. People have long blamed the hedge funds, et al for market volatility, but clearly its the individual traders that really create volatility. denuncie o comentario
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