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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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