Harmonics, 189, 372

Head-and-shouldere fbrmaiion, 134, 213, 218, 221-223

and price objective, 229, 270

trading rules for. 222-223 Heating oil:

and gap analysis, 398

and seasonaUty, 161, l64, 172, 176-177 Hedging, 120, 346, 582 Hendersons weighted moving average. 171 Herrick Payoff Index (HPI), 148 Heuristic prtrammiii, 41718 Hexagon Chart, in Ganns system, 370 Histogram. 129

Holding period rate of return. 20 Holiday patterns, 412

Horizontal count, in point-and-fire charting,

268-270, 301 How I Made One Million Dollars . .. Last

Year. . . Trading Commodities (Vmamg).

How to Make Money in Comrnodities (Keltner),

97, 287 Human behavior:

and astrology, 371

in EUiott Wave Theory 353

and Fibonacci series, 351, 353, 363

in Ganns system, 367

market effect of 294, 295, 334. 400

reflected in charts, 213, 214, 334

If-lhcn-else rules, 485 Independent smoothing, 91 Index, 1, 22-23. 237, 277 Index of Seasonal Variation, l69 Indicators, 4

leading, 144, 415

limitations of. 158-159

in media, 357-338 Inelastic demand, 29 Inference engine. 417, 485 Inflation;

in Dow Theory, 217

and price, 29. 456

in regression analysis, 49

and seasonal price adjustment, 168-169

and slow trends. 125 Inflation/disinflation index. 53 Inflation hinds. 582 Inflalors, 36, 521 Instantaneous velocity, l49

and day trading, 421

and event trading, 341-342

imptied. 521, 322

and price distribution. 454

in regression analysis, 49

and uptrends, 125

and volatiltf\, 71 Intermarket financial spread. 317 Intermarket Technical Analysis (Murphej). 4. 312

International Monetary Fund (IMF), 316 Intemational Monetary Market (LMM). 23. 225,

310, 333. 390 Internee. 5. 556

Intraday breakout systems. 432-434. 46"

Intraday intervals, 428

Intraday trading platform, 556

Intraday trend, 4l4. 426

Intramarket spread, 31"

Inventories. 36

Inverted market, 321

Investment amount, 623-626

Island reversal. 226, 227, 304

Jackson. J.T.. 451

January effect on market, 413, 414

Japanese Candlestick Charting Techniques

(Nison), 235 Jenkins, G.M., 55. 56 Jiler. William L.. 213, 34i Joint probability, 24

Julian Ephemeris Days (JDE), in financial

astrology, 377 Jupiter-Satum cycle. 372-374

Kalman filters, 59-60 Kase, Cynthia, 604 Kaufman, Perry J., 26l

Kaufinans Adaptive Moving Average (KAMA),

136-438, 604 Kelly Betting System, 624 Keltner, Chester W, 97, 287 Key, frank. 445

Key reversal day. 226-227, 294 Knowledge base. 417. 485 Kondratieff Nicolai, 190 KondratieflFwave. 190. 193. 352. 372 Krausz, Rol>ert, 468 Kurtosis, 18

Lag (Continued):

and regression strategy, 60

in trend systems. 89, 90. 98 Lag window, in spectral analysis, 206 Lambert. Donald R., 152, 209 Lane, George, 135 Law of addition, 24 Iw of averages. 9-10 Law of multiplications, 24 l.aw of Proportion, 294-296 Lead, 70, 71, 90 Leadir indicator:

Januaiy as, 413

oscillator as. 144 Least-squares method, 32, 46-48. 51, -65. 634-650

in cycle analysis, 197,201 Least-squares sinusoidal, 54-55 Legging-in/legging oui, 328 Leveiage, 1, H, 21, 596-597

and spreads, 312, .32-333 liber Abaci (Fibonacci). 351 Limited-risk spread, 322 Lincoln, Thomas H., 53 Lbiear correlation, 42-45 Lmcar nrtion, 38-42, 44, 71 Linear regression model, 60-61 Linear regression slope. 42. 155

nsk in. 102

in trend system comparison, 100-118 Line chart, 215

Link relatives, in seasonalit> cakulatioiL

168-169 Liquidation:

and bands, 92

on Fridays, 408

timing o 126 Liquidity, 1, 237, 384, 424, 589-590

and day trading 420-421 Liquidity Data Bank, 458 Livermore, Jesse, 283 Livermore swing trading, 283-284 Location spread, 307, 312 Locked-limit moves, 579-582 Logarithmic curves, 48, 49 Logical Information Machines, 343 Long-term trend, 116,122-123, 125, 575-576

and accumulated average, 68

and double smoothing, 80

in event trading, 342

and seasonality, 1 5 losing streaks, 587 Losses, 102,125. See also Stoplosses Lower partial moments, 22 L-S-O Price Channel trading system. 545-546. 583-58S

Lucas numbers, in EUiott Wave Theory, 356

MACD. 128130. 155. 466 Macroeconomic theor>, 56 Major Price Trend Directional Indicator See

MPTDI Marnal probability. 24. 25 Market(s). 4. 6, 22

backwardation, 160

breadth of. 23"?

elasticity in. 31

human element in. 294. 295. 334.

nontrending motions in. 292

and opiiiion, 346-350

overbought oversold. 131. 133,158. 159

personality of 613

selecting, 609-614

tides in. 388

trending versus sideways, I46, 209, .Market Direilicm Indicator (MDI), 152 Markei Facilitation Index. 254-255 Market Profile, 458-464 Market risk. 587. 598 Market Sentiment Index, 347 Market waves, 467 Market Wizards (Schwer). 5 Markov Cham. 25-2a 65I-65« Mart, Donald S , 99, 443 Martingales. 567-568, 571-572 Master Calculator, in Ganns system. 369-370 Master Chan of 360", in Ganns system, 370 Master Trading Fftrmula. The. 99. 444 MathCad, for lesiing, 512 Mathematical modeling. 3 Matrix elimination, 46, 64 Maximum adverse excursion, 593. 605 Maximum drawdown. 593 Maximum Entropy Spectral Analysis. See MESA .McCleUan Oscillator. 244 McGinley Dynamics, 441 Mean, 4, 14-15, 17. 64 Mean deviation. 16

Media indicators, 337-338. See also News Median, 14-17, 456 Median price, l62 MerriU, Arthur, 243 MESA. 208-209

MESA and Trading Market Cycles (Ehiers). 208

Message model, 59-60 MetaStock software, 3. 5. 555. 558 Midway gap, 226

Mil Price Channel trading system, 545-546. 583-585

Minimum swing value (MSV), 285, 298 Minor Trend Rule. 287-288 Mode, 14-15. 17 Models, 3, 34-36