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202 Modified ThreeC:rossover system. in testing, 542543 Momentum, 126153. 154158 in adaptive techniques, 440, 444446 and lost motion, 2l4 smoothing of, 144147.157158 of volume, 240241 Momentum index. 131, 133 Momentum indicator, 129, 130, 133 by Blau, 144,145 and volume, 147149 Money flow index, 147 Monte Carlo technique, 623624 Monthly average, 161, 162 Moon phases, effect of, 376378 Moving average, 5560, 6573, 97. 102,122123 in day trading, 426427 and momentum, 128 in phasing, 210 price distribution zones, 452i53 for seasonal pattems, l69 in spectra] analysis, 207 speed of, 573 in trend systems, 116123 for volume analysis, 249250 MovingAverage Convetgence/Divefgence. See MACD Moving Arerage with % Price Band, 546, 584585 MPfDl, 95 Multivariate approximation, 5155 N National Association of Purchasing Managers (NAPM), 342  breakout, 433 Aday breakout: for intraday data,  risk in, 102 in trend system comparison, 100118, 540542 ąDayRule. 289290 Negative carry, 321 Negatwe Volume Index (NVI), 242 Net momentum oscillator, 135 Neural networks. See Artificial neural networks News. 2.3. 334338 and buying behavior, 214 and gaps, 225 trading based on, 337 unexpected, 338. 454. 562, 579 NewYork Futures Exchange, 23 New York Stock Exchange Composite Index, 23, and pncevalue relationship. 146 profitmg from, 575 in spectral analysis, 204, 208 and trading system, 615 and trend direction, 484485 and triangular weighting. 71 and use of stoploss. 605 Nonlinear approximation. 4548 Nonseasonal markets, 188 Nonseasonal years, 178179, 181 Normal carry, 321 Observation model, 5960 OnBalance True Range. 482 OnBalance Volume (OBV), 241242, 248. 254 OneWay Formula, 292 Openit calls. 337 Opening range breakout. 433, 435 Open interest. 2. 217, 237239 Optimal/ 623626 Optimization. 503504, 527, 531, 533 continuous test series for, 506, 510 of crossover test, 538 of Directional Movement system. 6ll6l2 hardware for. 558 mathematical, 508509 ldimensronal. 505 and price shocks, 565 results of 520 sample, 547548 sequential, 509 by steepest descent, 510 and test range, 523 24limen5ional. 505, 509 worst results, profiting from. 530531 OsciUator(s). 133147, 157 in First Cross system, 99 to identify cycle, 193 trendadjusted, 445 and volume, 249, 250 Outiiers. in data, 557 Outside days, 267, 268 with outside close. 294 Outside paper. 458 Overbought market, 131. 133. 323 and BuUish Consensus. 348 indicators of, 140. 158. 159 Ovemight gaps, 424 Oversold market, 131, 133. 323 and BuUish Consensus, 348
Parabolic Time/Price System, 9899, 152, 441444, 545546, 584585 Parzen window, in spectral analysis, 206 PattciTi(s): in charting. 218228 in compounding positions, 617618 episodic, 227228 failure of, 235 and Gambling Theory, 566 and price distributions, 451453 and spreads, 323 tune, 384, 394, 423424 in volume. 238239 Panem recognition, 2, 3. 2l4. 220, 235236, 382418 computerbased, 281, 382, 4l6il8 and day trading, 423. 428435 and gap analysis, 394399 holidays, 412 intraday, 384394 January, 413. 4l4 reversals, 413316 weekday, 400408 weekend. 408412 Pentagon construction, 673675 from one fixed diagonal, 673674 from one side, 674675 Percentage Wheat Method, 290 (Percent) %R Oscillalor. 143 Perfortnance. 482. 483. 521 computer testing of. 503 measurement of, 592594 monitoring of 8,1921, 554 and stops. 604, 605 and system evaluation, 626630 Period, in cycle, 193, 194 Periodic cycles, 189 Periodic waves, 194, 196 Periodogram, 204 Phase, in cycles, 190, , 203204 Phase angle, in cycle analysis, 208 Phasing, 70. 210212 Pivot point, 227, 383 in intraday breakout system, 433 in Ijvermore swing nielhod, 283 Pivotpoint channels, 227 Pivotpoint moving average, 73 Pivot technique, 383 Planetary envelope in financial astrology, 372 Planetary motion, effects of. 189. 371 Pointandfigure charting, 3. 215, 229. 256280 box size in, 259. 26l. 273277 in combination system, 501 formations in, 25H261 optimization study in, 272280 price objectives in, 268272 risk in. 102 and shortlerm trading, 424426 trading tcxliniques in. 264268 in trend system comparison, 100118 Point and Figure Commodity Trading: A Computer Evaluation (Thiel and Davis). 2"5 Point and Figure Method of Anticipating Stock PriceMoiemont. the (de Villiers). 256 Pointandfigurc testing, 525527 Point of ruin. 614 Portable MBA in Investment, The (Bernstein). 4 Portfolio management, 600603 Portfolio Management Formulas (Vince). 4. 616, 624 Position trader. 259 Positive Volume Index (PVT), 242 Iosterior (revised) probability, 28 Prechter, Robert, 355. 357 Precious metals markets, 598 carrying charges in, 321 and spreads. 305. 331555 Presidential elections, effect on mailcet. 345344 Price, 24, 1(1 and averaging. 1112 behavioral aspects of, 214 and momentum. 126132 in moving average, 67 and production costs, 49 m supj4y and demand, 2932 Price and Volume Trend (PVT), 242 Pnce chart, 5334. 2l4, 281, 553 Price distribution, 14, 449464 PriceFiltered OnBalance Volume, 254 Vnix level, 126 and day trading, 422423 and seasonality, 162 and spread relationships, 3l6 and volatility, 471473 Price movement, 4. 189, 454, 5"% and agricultural markets, 182 asymmetry in. 650 change of character in, 235 chaotic. 491 and charting, 213220, 449 See also Charting systems and ttimmodities, 216 and contrary opinion, 34748 and cycles. 189.210 in Dow Theory, 216217 globalization effect on, 54, 600 human element in. 294297 and models, 5456 in pointandfigurc charts, 257259 and probability. 2425 randomne.ss in. 37 relative strength of, 135 and seasonality. 160164, 172.176 speed of, 126. See also Momentum
and time patterns. 586 and volatility, 278280, 47175 and volume, 238, 249. 485i84 Price objectives: in bar charting, 228232 in Elliott Wave Theory. 357 in GtJden Section Compass system, 365 in pointandfigure charting, 268272, 277 Price shocb, 213, 555, 586 and event trading, 228, 334, 338540 and expectation, 339, 562563 gaps after, 225 identifying, 563565 noise as, 484 and risk, 587 and testing. 546548 Price trend. See Trend Pricevolatility relationship, 278280, 47172 Pricevolume distribution, 483484 Principle of confirmation, 216 ProbabUistic model, 44 Probability, 18, 2329, 488 in Gambling Theory. 566 Probability model, 250251 Probability network, 2528 Producer Price Index (PPI), 36, 336, 342 Production costs, 18, 49, 454 Production cydes, 125, 189 Product substitution, 307, 312 Professional Commodity Trader, Tbe (Kroll), 221 Profit and Pntahility (Davis). 259 Profit Magic of Stock Transaction Timing, Tbe (Hurst), 54, 210 Profitmaking, 125, 266267 and divergence, 157 and diversification, 600 and stoploss, 605 Programming code: for correlation coefQcient calculation in adaptive techniques, 439440 for Ellion Wave Theory, 36061 for gap analysis, 399 for geometric moving average, 74 for Herrick Payoff Index, 148 for intraday breakout system. 434 for key reversal, 226 for linearly weighted moving average, 6970 for lunar phases, 377 for MACD, 128129 for momentum, 127 for momentumvolume relationship, 147 for multiple time frames, 465466 for Aiday Relative Strength Index, 134 notation for, 8.16, 67 fcjT ParaboUc Timerice System, 443444 for pivotpoint weighring, 73 ftff reversal pattern, 415416 for shock fiictor, 564 for swing high/low, 285286 for trend system comparison, 107116 for True Strength Index. l45 for Variable Index Dynamic Average 459 for volatihty filter, 479482 for VolumeFiltered onBalance Volume, 254 for volume indicawrs, 246248 for weekday patterns studji 40* >8 for weekend pattem study. 409412 Program trading, 311 Projected crossovers. 152 Prelected ranges, 383384 Proponional retracements, 295 Pure carry market, 321 Puteall ratio, 350 Quadratic mean, 12 Quattro software (Corel), 5. 8, 244 Random Character of Stock Market Prices, Tbe (Coomer), 3 Random walk theory, 3. 626 Range ©lvalues, 11 Range Qxrotient trading system 545546, 584585 Raschke, Linda Bradford, 99 Rate of change (HOC): of price, 126. 154 of volume, 240241 Rateofchange indicators. 126, 133, 152154 Rate of return, 2021 Reference Deviation trading system. 545546. 584585 Regression analysis, 2. 3. 5761 ARIMA mediod in, 5560 and confidence bands, 45 linear approximation in, 3845 and market rdationships, 4950 multivariate approximations in, 5155 nonlinear approximatitm in, 4548 time interval in, 38 Regressicm tool, in software, 41. 44, 48 Relative lower partial moments (RLPMs), 22 Relative strength: in momentum, 128 and projected crossovers, 152 Relative Strength Index (RSI), 133135, 138140, 147148 adaptive, programming foi; 440 RellabUity, in systems, 522. 571 Reminiscences of a Stock Gperator (Lefevre), 5, 400 Repeat sign. in thrust systems, 291, 292
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