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