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199 Index Alt.Kut- puim value. 91 Acct-leration 126. 15C»-152, l-j-i Acteltrt-alion factor, »- 9 *2 AcciJiiiijlattrd av-crJ-i, 6 AccufiHjIatetl Swing liitlex (A.Sl). Aot-uiiiijlation, 21 Accuiiiulaiion Distcrliucion (Ai>> Ostillattir Action/reaccion s>st(--4is. 2*>-*-2JV Adjpuve Relative btrenglh Index (ABSO. O Adaptive tfclmicjueft, 2HH, - >--44 Chandes Variable Index Dynaiiiic Average cimipaiison of. 44(>-44 I Kaufman.-, -A.dapdv-e Movinis AveraRtr. Master Trading roniiula 444 Mcr<.inley IJynaiiiitj.. 44 I for moiiientuiii cal<rulafi*m. 44 1- farabolic Ii4ic/-prite System 441-44-» as a process. 4-ift-44" AtJded-evenl probability, 28 Aclv~dnct--r3t-c.-«nf indt-x. 242-245. 24S Advance-decline system. AKi-itultural markets, and soastinality. I6C»-I<ST IVJ-iv-i. 2 188 and -vpreitds 50*5-3CM. 5 trading limits in, S-o, 582 and volumt.- pattern.-,, 238 .-lexandtr-s Filter Rult- trading -svstcni. 54(j. S84-S5 -.\niplitilde, in t-v-cUs. I8S>. 1 194 Angas. r L . 294 Annual c-yclc. tK9 Ann«ali?-cd rate of return, 20, 522 Annual Lil ns. 20 Anon. IxiuisJ . 58 Anii-Wartingales. 5<> -569 Appcl. Oeraltl. 128 Arbiirape .49-50. 305 307-316 Cla.ss e. 310 and rompiirers, 419 and risltrclum. 482 ARIMA nitrbod, .3". 55-rtO. 2(14 Alius. K.cliard. 2*0 Arnold urtis. 3-i6 3» AriifiriaJ iniellig<rn<.<r fl"-»18 and fili logjt -*H8 - < 1 1 neural nt-tvt>.k-s <.A.-4>s) 52 t92-i9H .4,/ af Ct>4tt-/rit-Y Thinking. The < Nt.lll AMrologv 189. 350 financial 33-J- 11-81 Asvnimetrv. -* <:.30 Aucti*>n theorv -i62 AutoreKre.-,>i<>n. 5 . 62-f.3 Adtort-grt-ssiv e Inicgiated Mo- ,ng leiage t Indix (AIXX, t lndt?i Raiing 1 <. . ( -alculai....n4 I6J <Ar>XR) 61 Average niaximi 592-593 Ave rage-modiiied method <j Avt-rage-off i.itthoti I 3-1 3 AvtTai>t- pricts. m seasonalii Av-L-rapi s. in lJ>o».\- thtorv 2H Aver.tge velocin. 1 *9 Av-traf!inp; 9 16 Sff «/sri V1< Averaging .11. 22 BHCk-iesting 562 Hatk-v-ardai.on. i60 321 Hand(s) 90-9I 102 219 i.-frtZ-vot bannel bantls Coniidenct bands \0la4I1Hi band in \lasler TrtiiIHtj f-<jrmnlej. 99 and niomt-ntuni a?, trend indicator 1 O. 132 n pric-e disiributioi riai . 26. applit-aiKin of 23J-2-46 in combinaiion si-sieiii 30 1 iormations in. 221-228 pri.x- .ibjt-ctiv-es for 228-232 Ba.se price i~2
Bayes theorem. 28-29 Bear market, 216, 221, 231 Bear market setup, 137. 13R Bear market , 178-179,188 Bear spread, 328 Beat tbe Dealer (Thorp), Behavior cycles, 189. 208. See also Human behavior Bell curve. 15. See also Pcohabiiity Benchmark, in testing, 522 Bernoulli, Daniel, 587, 626 Bernoulli process, 626 Bemstein, Jaccdi, 166, 182 Best fit: in ARIMA method. 55 in linear rcssion. 39 in phasing, 211 Beyond Candlesticks-New Japanese Trading Techniques (Nison). 253 Bias, in data, 10 in testing, 519, 524. 537 for volume, 25-1 and Wf ightcd moving average, 68 Bierovic. Thomas, 4K2 Birawnial disuibuiion. 626-627 Bbck box methods, 503. 573 Blau, William, 80, 14 Blaus double smoothing, 80, 81 Blind simulation, 521 Bollinger, John, 91 BollingtT bands, 9i-93. 250. •*4VM50 Bolton. A.H., 353 Bolton-Trcmblay volume indicator method. 244, 248 Bottom formations See Top and bottom formations Box. G.K.E, 55, 56 Box-Jenkins method. 57, 55 Breadth, of market, 237, 238. 242, 248 Breakaway gap, 225-226 Breakaway system, 290 Breakout. 94, 95, 220. 221 false 92, 219, 264 weekly, 289 Breakout systems, 102 risk with, 102.595.603 and volatility. 482 Bressert. WaU, 424 Brower, William, 482 Bullish Consensus, 347-348 Bull market, 21-t, 216, 231, 28 in Elliott Wzvc Theory, 353, 356 retracement of. 294 Bull market years, 178-179, 188 Bull spread. 3l7, 322. 328 Butterfly spread, 319-320 Buying power (BP), in AT) Oscillator, 140 Buying Pressure, in Demand Oscillator, 243 Cambridge Hook, 153 Candlestick charts. 232-234 Capital, 590-591 conservation of, 102, 587 595. 615 Carrying charges. 16() l6l, 320-322. 599 and butterfly. 319 and intercrop spread. 3f-319 and interest rates. 312 and spreads. 305, 30" Carrying charge spread. 322 Cash-and-carry, 307 Catastrophic risk, 21. 59«. 606. 623 Causa! relationships, m models. 3* CHADTP 250 Chaikan. Mark. 212. 249 Chain relanves. in seasonalicv- calculations. 168-169 Chande, Tushar, 438 Channel: in charting, 21". 298-300 m ElUott Wave Theory, 35" and price ob)ective. 229-231 in testing. 540-542 Chanr»el band. 90. 299. 300 Channel breakout trading sv-stem. 5-»5-5-K) Chaos theory, 490 (iiartcraft, 261 CharT(s), 3,213-230 candk-stick. 232-234 and Dow Theory. 216-21"? equivolume, 240 gaps in, 225-226 in Gann system. 9-3"0 interpretation of 254-236 and price objective. 228-232 reversals in, 226-227 standard formations in, 214. 217-218. 232 tops and bottoms in, 221-225 and trading rules. 218-220 Charting svstems. 281-304. 35". See also Bar chart. Filiott Wave TTieon-; Ganns system; Polm-and-figure chaning actionreaction-bascd. 294-29" and channels, 298-300 combinations In, 300-302 Congestion-Phase System. 292-293 DeMarks sequential, 302-304 One-way Formula. 292 outside day with outside ck>sc, 293-29-4 Square-Root Theory, 292 Swing tradmg, 281-290 Thrust Method. 291-292 Chico Board nf Trade. 25" and Steidlmayer s Market Profile, 458 Chicago Mercantile lixchange: International Monetary Market. 225. 310. 33 V 390
point-and-figure chans used by, 257 tick data from, 556 lime pattern in cattle market, 3B5-386 Chi-bquare tesl. 627-630 Church, Arthur . 351, 352 Class arbitrage, 310 Close, 89 Closing price: in Dow Theory, 217 n %R Oscillator. 143 and stochastic oscillator, 135 and trading signals, 89-90 and volume, 241, 242 febweb charts. 33-34 Collins, Charles, 353 Commission. 50. 419, 531, 551 Commitment of Traders Index, 350 Commitment of Traders Rcpon. 336, 344-346, 349-350 Commodex sybtem, 576-578 Oimmodities-. news-price relatkjnship in, 335 and seasonality l6l, 182 storable, 308, 322 and time panems, 385 trading volumes of, 216 wholesale price index peaks, 352 Commodities magazine, 95, 140 Commodity Cycle Index (CCI), 209-210 Commodity prices: distributions of. 14, 17 and production costs, 18. 454 and seasonality, 182 Commodity Research Bureau, 213 Commodity Selection Index (CSI), 609, 611 Commodity Trading Advisors (CTAs), 21 Commodity Trading Manual, 5 Common gap. 226 Compounded rate of return, 16, 20-21 Compounding a position. 617-621 Compound wave, in price analysis, 195 Computcr(s), 2, 3, 9, 555-562. See also Programming code; Software for cycle identification. 189, 197, 201 and day trading, 419, 426 for Elliott Wave Theory tmding, 558-361 for expert systems, 486 for Fast Fourier "nTinsfonn, 206 in financial astrology, .371, 375, 597 hardware for, 558 for matrix elimination, 46 and neural networks, 493 and price shock identification, 564 programming in, 290, 558-559 for seasonality determination, 161 system similarity with, 583-585 and testing, 120, 503, 506, 508, 536, 548, 551 Computer-babed pattern recognition 281. 382, 416-118 CompuTrac software. 556 Conditional probabilitv 25 Confidence bands, 45 -*6. 59-61 Congesiion-Hiase System. 292-29? Conners-HayTx-ard Adi-ance-DecUne Trading Patterns (CHADTP). 250 Consenation of capital. 102. 58". 595. 615 Consumer habiLS: seasonal effeciof. 160, 181 and spread relaiioiuships. 316 Consumer Price Index (CPI), 168. 58 and event tmding, 340. 32 and inflation. -i56 in multlvanaie approximation, 53. >-± Contang<», 321 ContiCommodity, 1"78. 182 Contingent p oba iliIJ 24-25 Continuous forecasting. 292 Contract volume. 23". 422 Contrary opinion, 334, 347-3-i9. 36" Copper: pnce analjsis of. 19"-200 seasonality of, l6l, 181, 182 Correlated volatilin- factor ( ). 99. Correlation coefticieni in adaptive technique. 439-1 iO in regression analysis, 42, -iA. S6 in trend sistem ranking, 609 Correlogram, 56-58, 204 Countertrend indicator. 59, l29 Countertrend trading, 3, 126. 143, i83-184 and DcMarks icqueniial. 302 and intramarket spreads, 323 risk;reward in, 157. 5"5, 576, 595 and timing, 388 trading rules for. 1.32-133 CQG data feed. 5, 506 Crack spread, 314-315 CRB index, 1, 312 Crossover, 89. 116, 125 prfected, 152 with stochastic oscillator, 136. 138 in testing. 536-540, 542-543 Crossrate matrix cvaluat n, 310 Cups and caps, in chaning, 218. 22" Currency market, 23, 213, 2 . 390, 598 and contract volume. 237 and day trading, 421 and price distribuiion, 454 and seasonally. 182, 18H and voiatiiity, 423,471 Curve fitting, 45-55 Curvilinear model, 458 Customer trade indicator (CTI). 458 Cyclc(s), y?. See also Cycle anaU-sis: Seasonality behavioral. 189, 208
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