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52

AcmeVHigh

Function

Inputs:

VolatilityFactOT(Murneric ), Length(Nurneric);

AcmeVHigh = 0.0; If HighW(l) > 0 and Volatility(Length) > Then

AcmeVHigh = HighW(l) + (VolatilityFactor * Volatility (Length));

I*»*»*****♦*********************************♦*+********************* AcmeVLow: Find the V Low Price

4:4:**********«4******************************************************}

Inputs:

VolatilityFactor(Numeric), Length(Numeric);

AcmeVLow = 0.0; If LoWW(l) > 0 and Volatility(Length) > 0 Then

AcmeVLow = LowW(l) - (VolatilityFactor * Volatility(Length));

AcmeVolatility

Function

44**4************>t*******»*»»***»**>t**********>t**«****«********4***

AcmeVolatility: Calculate the annualized historic volatility

»*4,*»4 ********* 4,****** ,jj,****#******,*,j*4,******** 4,

Inputs:

Length(Numeric);

Variables:

DaysInYear{365), DaysInMonth(3o), DaysInWeeV(7), TimeFactor(0.0);

AcmeVolatility = O;

If Close > 0 and Close[l] > 0 Then Begin

If DataCompression >= 2 and DataCompression < 5 Then Begin If DataCompression = 2 Then {Daily}

TimeFactor = DaysInYear Else If DataCompression = 3 Then {Weekly)

TimeFactor = DaysInYear / DaysInWeek Else If DataCompression = 4 Then {Monthly} TimeFactor = DaysInYear / DaysInMonth;

AcmeVolatility = StdDev(Log(Close / Close[l]), Length) " SquareRoot(TiineFactor); End; End;



References

[ 1 ] Bollinger, John (2002) BoUinger on BoUinger Bands. McGraw-Hill, New York, New York

[2] Bulkowski, Thomas N (2000) Encyclopedia ofC hart Patterns. John Wiley & Sons,

New York, New York [3] Connors, Laurence A and Lmda Bradford Raschke (1995) Street Smarts, High

ProbabiUty Short Term Trading Strategies. M. Gordon Publishing Group, Malibu,

California

[4] Cooperjeff (1996) Hit and Run Trading, The Short-Term Stock TradersBible. M. Gordon Publishing Group, Malibu, California

[5] Cox, John and Mark Rubmstem (1985) Options Markets. Prentice Hall, Englewood Cliffs, New Jersey

[6] Crabel, Toby (1990) Day Trading with Short Term Price Patterns and Opening Range Breakout Rahfeldt & Associates, Jupiter, Florida

[7] Darvas, Nicolas (1960) HowIMade $2, , in the StockMarket. Carol Publishing Group, New York, New York

[8] Davidowitz, Steven (1977) Betting Thoroughbreds. Penguin Books, New York, New York

[9] Dunnigan, William (1956) New Blueprintsfor Gains in Stocks & Grains. Financial Times Pitman Publishing, London, England

[10]-(1957) One-Way Formulafor Trading in Stocks & Commodities, Financial Times Pitman Publishing, London, England

[11] Edwards, Robert D and John Magee (1948) Technical Analysis ofStock Trends. John Magee, Springfield, Massachusetts

[12] Epstein, Richard A (1967) The Theory ofGambling andStatisticalLogic. Academic Press, San Diego, California

[13] Farley, Alan S (2001) The Master Swing Trader McGraw-Hill, New York, New York

[14] Fosback, Norman (1976) StockMarket Logic. The Institute for Econometric Research, FortLauderdale, Florida

[15] Gartley, Harold M (1935) Profits in the StockMarket Lambert-Gann Publishing Co.,Pomeroy, Washington

[16] Hirsdi, Yule and Jeffrey A Hirsch (2001) Stoc/c Traders Almanac. The Hirsch Organization, Old Tappan, NewJersey

17 LaBier, M. Rogan {200) The Nasdaq TradersTooikit John Wiley N Sons, New York, New York



[18] McLaren, William (1986) Gann Made Easy. Gann Theory Publishing, Tallai,

Queensland, Australia [19] McMillan, Lawrence (1993) Options as a Strategiclmestment Simon & Schuster,

New York, New York [20] Neter, John and William Wasserman (1974) Applied Linear Statistical Models.

Richard D. Irwin, Inc. Homewood, niinois [21] Niederhoffer, Victor (1997) The Education of a Speculator. John Wiley & Sons,

New York, New York [22] Nison, Steve (\99\)Japanese Candlestick Charting Techniques. New York Institute

ofFinance, New York, New York

[23]-(1994) Beyond Candlesticks. John Wiley & Sons, New York, New York

[24] Reverre, Stephane (2001) The Complete Arbitrage Handbook. McGraw-Hill, New

York, New York

[25] Schabacker, Richard (1932) Technical Analysis and Stock Market Profits. Financial

Times Pitman Publishing, London, England [26]-(1934) Stock Market Profits. Financial Times Prentice Hall, London,

England

[27] Schwager, JackD (\9&9)Market Wizards, Interviews with Top Traders. New York

Institute ofFinance, New York, New York [28]-(1992) The New Market Wizards. John Wiley & Sons, New York, New

York

[29] Selby, Samuel M (1974) CRC StandardMathematical Tables. ORG Press, Gleve-land, Ohio

[30] Stridsman, Thomas (2001) Trading Systems that Work. McGraw-Hill, New York, New York

[31] Sun-Tzu and Roger Ames, Translator (1993) Sun-tzu: The Art of Warfare. Ballantine Books, New York, New York

[32] Sweeney, John (1996) Campaign Trading. John Wiley & Sons, New York, New York

[33] Taylor, George Douglass (1950) The Taylor Trading Technique. Lilly Publishing

Company, Los Angeles, Califomia [34] Tharp, Van (1999) Trade Your Wcy to Financial Freedom McGraw-Hill, New

York, New York

[35] Vince, Ralph (1990) Portfolio Management Formulas. John Wiley & Sons, New York, New York

[36]-(1992) The Mathematics ofMoney Management John Wiley & Sons,

New York, New York [37] Williams, Ted and John Underwood (1971) The Science of Hitting. Simon &

Schuster, New York, New York [38] Woods, Steve (2000) The Precision Profit Float Indicator. Marketplace Books, Co

lumbia, Maryland

39 Zweig, Martin (1986) Winning on Wall Street Warner Books, New York, New

York

Index

Abgenix 58, 79 Acambis 211 Acme components

Acme All Strategies strategy 234, 235

Acme Double Bottom indicator 236

Acme Double Top indicator 237 Acme F Strategy strategy 237 Acme F System signal 94, 238 Acme Float Box indicator 240 Acme Float Channel indicator 242

Acme Float Percent indicator 244 Acme HV indicator 247 Acme ID2 PaintBar 247 Acme IDNR PaintBar 247 Acme M Strategy strategy 248 Acme M System signal 75, 169, 248

Acme Market Model indicator 252

Acme Market Patterns indicator 255

Acme Market Strategy strategy 258

Acme Market System signal 259 Acme N Strategy strategy 262 Acme N System signal 142, 262 Acme NR PaintBar 264 Acme NR% PaintBar 265 Acme NR2 Pamtbar 265 Acme P Strategy strategy 266 Acme P System signal 49, 266 Acme R strategy strategy 267

Acme R System signal 110, 268 Acme Range Ratio indicator 269 Acme Rectangle indicator 108, 270

Acme Spread indicator 234, 271 Acme Trade Manager signal 16, 272

Acme Triangle indicator 273 Acme Triple Bottom indicator 275

Acme Triple Top indicator 275 Acme V High Zone indicator 276 Acme V Low Zone indicator 277 Acme V Strategy strategy 277 Acme V System signal 128, 277 AcmeCobra function 278 AcmeDoubleBottom function 279 AcmeDoubleTop function 117, 279

AcmeEntryTargets function 183, 280

AcmeExitTargets function 18, 183, 282

AcmeFloatChannelHigh function 283

AcmeFloatCharmelLow function 284

AcmeGetFloat function 94, 234, 284

AcmeCetFloatBars function 285 AcmeGetShares function 11-1 286

AcmeHarami function 287 AcmeHighLowlndex function

160, 288 AcmeHook function 289 AcmelnsideDay2 function 289 AcmelnsideDayNR function 289



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