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200 Cycle(s) (Continued): and computer use, 281 and moving avt:r<eK. 67 Cycle analysis, 2, 54, 189-212 Fourier analysis, 202-203 MESA, 208-209 and phasing, 210-212 spectral analysis, 203-208 trigonometric single-frequency, 194-201 trigonometric twofrequency, 201-203 turning points in. 20S«-210 Daily HiLo Aaivator, 469 DaUy range, 421, 424 Daily raw figure (DRF), l4o Data: archiving, 557 bias in, 10, 68. 254, 519, 524. 537 choice of, 7, 10, 18, 37-38, 52, 53, 204, 559 detrending of (see Detrending) error in. 10-11. 39, 45, 557 historic, 62, 520-521, 547-550, 554, 556 intraday, 556 out-of-«ample, 517-519, 521, 554 patterns in. 190 for standard deviation, 449 for testing, 506-508, 517, 521 time frame ot 7, 188 in trend cakuiation. 62 updarcsof, 557 Data feeds, 5, 419, 556 Data reduction, 556 Davis, Robert E., 259, 275, 534 Daytrading 419-435 computer use in. 4l9 intraday breakout Systems for, 432-435 and liquklity. 420-421 and Slippage costs. 421-422 support/resistance levels in, 428-429 Taylor method of, 430-432 techniques for, 423-428 and testing, 551 and trading rai>ge, 482 transaction costs in, 419-420 and volatility, 422-423 Deceleration, 126, 154 Deflators, 36, 521 Deleveraging. 8 Delivery month spread. 317 Demand. 29-31- See also Supply and demand and mass psychology, 214 temporary, 160 Demand curve, 30 DeMarks sequential, 302-04 Derivative, l49 Deseasonalizing. 172, 190. 210 Detrending: in ARIMA method. 56. 58 for cycle identification, 190, 193-194,19". 210 in seasonality calculation. 162, l66 in spectral analysis. 20-1. 206-207 Deutschemark (Germany), 23, 253. 394 de Villiers, Victor, 256 Dev-stop, 604 Differentiation: in trigonometric price analysis, 196 in velocity calculation. 149. 150 Diminishing marginal utility, 587 Direaional Index. 153 Direaional indicaior. 546. 584-585, 610. 612 Direaiimal Movement, 99. 152, 443. 545-546. 584-585 in markel selection process. 609-613 optimizing, 611-612 Direaional Parabolic stop (DPS), 153 Directional Paraboiic System. 152-153. 443. 545-546 Disinflation, 190 Dispersion, l6 Distribution, 13-18 in charting, 216. 217 Diveigence, 126, 154-157 Diversification, 7, 586. 590, 598-603 advanuge of, 123-125 and market type. 598-599 and portfolio management. 600-603 and profitabUity. 600 and system type. 599 Dollar (VS.), value ot 317. 578. 599 and prices, effect on. 55 in regression analysis, 49 Donchians 5- and 20-Day MovingAverage. 119 Double-smoothed stodiastic, 145 Doubk-smoothing, 67. 77-80 Blaus, 80, 81 of momentum, 144-147.157-158 Double thrust, 292 Dow. Charles H., 2, 215, 256 Dowjones Industrial Averages (DJU), 22, 54, 154,312 and financial astrology. 572-74 and the news, 535 supercycle in. 357-358 Downswing, in Thrust Methcxl, 291 Dow Theory (Rhea), 215, 291 Dow Theoiy. 216-217, 290, 291
Dual Moving Average Crossover trading system, 546, 584, 585 Dunnigan, William. 290, 294 Dynamic capital allocation, 600 r>ynamic Momentum Index (DMI), -146 D>-namic time (DT), in financial astrology, ill liasy i-angitage (Omega), 8 for gap analysis, 398-399 for intraday breakout system, 424 for Kaufmans Adaptive Moving Avera, 438 for key reversal, 226 for Irabolic Time/Price System, •i43-w4 and probabdity model, 250-251 for swing high/low. 285-286 for trend system, 107-116 for volatility filter. 479-482 for volume indicators, 244, 246-248 for weekend pattem study, 409-412 for weighted average, 70 Econometrics, 3, 29, 281, 4l7 Economic reports, effect of, 335, 536, 340, 394 Efficiency ratio (ER), 437, 45, 491, 6l3-6l4 Efficient Market Hypothesis, 339 Ehiers, John, 208-209 Ehrhch Cycle Finder, 190, 200-201 elasticity, 30-31 Elastic Theory, 224 Elder. Dr. Alexander, 466, 625 Elder-ray, in Triple-Screen system, 467 Electronic trading, 4l9 Elliott, R.N., 294-296, 334, 353, 6 Elliott wave osdilator (EWO), 359 Elliott Wave ( . 294-296, 353-361 Encyclopedia of Tecbnical Market Indicators, " The (Colby and Meyers), 4, 534 Enterex Commodities, 95 Entropy, 208 Entry delay, 90 Entry points, 90, 94-96, 220 and classic swing method, 283 in intraday breakout system, 433 and momentum, I3O, 159 and pivot points. 227 in point-and-figure charting, 264-266 and risk, 603 in Trident system, 296-297 Episodic patterns, 227-228 EquiUbrium, 31-33, 239, 249, 305 Equity, 21-22, 619 Equity analysis, 63 Equity cycles, 619-623 Equity drop ratio (EDR), 594 Equity profile, 614 Equivolume, 240 Error, 10, 39 in solution, 57-58 in regression analysis. 45 Error analysis, 63-66 Eurodollar. and day trading, 421 trading volume of. 216, 251 in trend system comparison, 102-10" voiatiiity of, 613 European Union, 6 Event day, 338, 341 Event Trading (Warwick). 341 Event trading, 334, 338-344 and presidential eleaions, 343-34-1 Excel software (Microsoft). 5, 8 Exhaustion gap, 226 Exit points, 90. 94-95. 125. 531 in DcMarks sequential, 302-304 in intraday breakout system. 433 in point-and-figure charting, 264 in Trident system. 296-29" Expert system. 485-488 Exponential smoothing, 56, 71, 75-88. 209 in adaptive techniques. 436-i38 double, 67, 77-1 risk with, 102 in trend system conarison, lOO-l 18 triple. 97-8 Extraordinary Popular Delusions and the Madness of Crowds (Mackay), 214, 224 Extreme reversal. 414 False breakout, 7, 92, 219, 264 False sigoal, 90, 220 Fast Fourier Transform. 206. 669-672 Feedback, 502 in testing, 518 !, Leonardo 351 Fibonacci-Lucas (FL) series. 356-357, 361 Fibonacci ratio, 29, 295, 297, 334, 551-552 in DeMarks system. 6 in Elliott Wave Theory, 361 in Golden Section Compass syHttm. 63 in Krauszs system, 468 Fibonacci summation series, 295, 554, 351-353 in EUiott Wave Theory, 356-358 Fibonacci "frader program, 468-470 (Fifty) 50-minute HiLo Activator, 470 Filtering, 7, 102, 366, 573 in Livermore system, 283 reversal patterns as, 400 and voUtility, 477-482 in volume inte etatio , 253-254 Financial AnalystsJournal, The, 3, 5 Financial astrology, 334, 371-381 aspects in, 375
Financial astrology (Continued): Jupiter-Satum cycle, 372-374 moon in. 376-378, 380-381 solar ecliphe in, 3"380 Financial markets. 22, 213. 263 carrying chai;ges in, 321 and seasonality, 182, 188 and spreads, 305, 317 trading limits in, STQ Financials, 5 8 Fine-tuning; of forecasting models, 3* of trading systems, 503, 554. 559 First Cross system, 99-100 First dififercnces, 151-152. 157, 166 First-order equation, 39, 45 Fischer, Robert, 363 Flag price objective. 231. 232 Force Index, in Triple-Screen system. 467 Forecast errar. 56, 95 Forecast Index. 251 Forecasting, 1, 2, 62, 292 ARIMA method, 55. 58-59 charts in, 213 and models, 34-6, 53 of price, 383, 453 probability in, 24 and regression analysis. 44-45, 48-49 Forecasting Commodity Prices with Vertical Line Cbarts (Jiler), 216, 239 Forecast oscillator, 145-146 Foreign exchange rates: and arbitrage, 305. 307. 309- and the news, 454 volatility of 423 Forward chaining, in expert system, 486 Fourier, John Baptiste Josej*, 202 Fourier analysis. 54. 189, 202-208 Fourier power spectrum, 206, 207 Four-Week Rule. 288 Fractal dimension. 491 fractal efficiency, 437. 491 Fractal geometry, 490-491 Frequency, in c>cles, 195, 194 Frequency distribution, 14 in price distribution, 449, 454-459 versus standard deviation, 18-19 iTont-lHadcd weijited movmg average, 68-69 Fundamental analysis, 1-2, 548, 599 Futures Industry Commodity Trading Advisors (CTAs). 2] Futures magazine, 5 Futures market, 1, 22, 237, 259-261. 598 carrying charges in, 321 and the news, 336 and profits. 615 spreads in. .W5. 308-309. 312 volume in. 237. 259. 240 and weekday patterns, 401 Fuzzy logic, 488-490 Gambling Theory. 565-566. 595 Game in Wall Street and How to Play ft Successfully, The (Hoyle). 256 Gann, WD., 214, 292, 294-296, 33» Ganns system. 468 and geometric angles. and lost motion, 366. 369 squaring of price and time. 67, 369 time charts, 369-30 time and price for, 367, 372 Gaps, in charting, 218. 225-226 Gap analysis, 587, 394-399. 424 Genetic algorithm, 498-502. 554 Geocentric system, in financial astrology. 35 Geometric mean, 12, 15, 20. 74 Geometric moving average, 74 Getting Started in Futures (Lofton), 5 Globalizanon: and cycles. I6O. 188 and interest rates, 307 and markets, 6 and portfolio management, 600 and prices, 34, 390 GLOBEXyS&P Fair Value Frogram, 320 Gold. 50, 332, 454. 472. 474 Golden Ratio. 295 Golden rectangle, 36l Golden Section Compass (GSCl svstem, 3366 Golden sections, 351 Golden spiral, 352, 361 Golden triangle, 361 Gold/silver ratio, 316-317, 330 CTOodnessoffit, 45 Gould, Bruce, 451 GouW, Edson, 363 Govemment regulation, 215 Grand rush, 214 Granville, Joseph, 241 Group charts, 301 Group of 7 (G7), .307 Grushcow and Smith seasonality study. 182 H Hadady, R. Eari, 347, 349 Hamilton, WilUam P 2l5
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