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203 Reserves, 597, 622 Reset accumulative average. 68 Resistance level, 220, 578 in day trading, 428429 in Ganns system. 366371 in JupiterSatum cycle, 372 and price objeciive. 228231 and stoploss, 606 Resistance line, in charting, 217219 Retesting. 531533, 537539 Retracement theories, 294. 295 Retums, 7, l6, 2022 riskadjusted, 595 Returns index, 21 Revelation methods, 295 Reversal, 226227, 256 in CongestionPhase system, 293 and Elliott Wave Theory 356 and pointandfigure charting, 265268 3box, 258 in weekday patterns, 401. 403404 Reversal days: in charting, 218 key, 226227 Reversal patterns, 387, 400, 413416 Reversal of position, 9092, 98 in breakout systems, 102 Reversal value, 256, 267, 273 and box size, 275276 Reverse spread, 316 Reverse soybean crush, 314 Revised (posterior) probability, 28 Risk, 2021, 221, 424, 587630 and arbitrage, 307 with bands, 9296 catastrophic, 21, 598, 606, 623 and chart spikes, 225 and compounding, 619621 and divergence trades, 157 and diversification, 7, 598603 and event trading, 338 on individual trades, 603609 and investment amount, 623626 and leverage, 596597 market, 587. 598 measuring, 591596 and momentum, 132133 and pointandfigure charting, 263264 potential, 594 and Relative Strength Index, 134135 and reverse crush, 3l4 with spreads, 305, 328329, 332 and stops. 603608. See also Stoplosses systematic, 587, 598 in trend systems, 102105 and volatility, 471, 472, 482 Riskadjusted return, 595 Risk management, 1, 8. 94, 158, 283 586, 589 Risk preference. 267, 576, 588 Risk of ruin, 596, 6»46l7, 623 Robustness, of system, 7, 8, 521, 531, 545 checklist for, 552554 and comprehensive studies, 533, 534 Rule of Seven, 231232 Runaway gap, 226 Runaway market, 224 S&P 500, 53. 154. 311,312 and event trading, 341342 and gap analysis, 398 and unemployment, 342 Sampling, 1011. 18 SAR, 98, 99, 442, 443 in Swing Index System, 287 SAR initial point (SlP), 98 Sawtooth chart, in cycle analysis, 208, 209 Scaleddown buying. 617 Scaling, 91 in compounding a position, 617 in pointandfigure charting, 273280 Schabacker, R.W, 294 Schultz volume indicator, 244 Scbieag<er on Futures (Schwager), 4 Scbwe on Futures: Tecbnical Analysis (Schwager), 2l6, 218, 233 Screen traders, 419 Seasonal adjustment factor, l64 Seasonal Cbarts For Futures Traders (Smith), 169 Seasonal Concepts in Futures Trading (Bernstein), 183 Seasonal filters, 176183 Seasonal index, 169 Seasonality, 37. 54, 121. 160188 commodities affected by l6l. 182 Fourier analysis of, 203 and slow trends, 125 and spreads, 324 Secondorder (curvilinear) equation, 45 in velocity calculation, 150 Secondorder least squares, 4648 SeUing power (SP), in A/D OsciUator, 140 SeUlrig Pressure, in Demand OsciUator, 243 Sharpc Ratio (SR), 592 Shock bctor, 564 Shotgun testing, 34 Sibbett, James, 243 Sideways market, 220, 461, 595 and CongestionPhase System. 292293 in EUion Wve Theory. 354 and good weather, 178 longerterm trends for, 436 versus trending market, 146, 209
Signal line, 128130. 136 Silver, 213, 332. 582 and seasonality, 160, 161, 181, 182 Simple aesate mdex, 23 SimjAe moving average, 68, 71 in trend sTStcm comparison, 100118 Singlemarket trading s}em 7. 524 Skewness. l4, 1619, 456 Sklarew. Arthur, 231, 232 Slippage, 421422, 530, 551, 554 in fest maiket, 538539 and stops, 605 Slope, 126, 127 Slope divergence, 155156 Smoothing constants, 75. 87, 88 in adaptive techniques, 436437, 439 m Master mtding Formula, 99 in ParabtJic Time./Price System, 99 in 1 1 exponential smoothing. 97 Software, 3. 5, 555, 556, 558 CompuTrac, 556 lor curvilinear equation, 47 Excel, 5, 8 for linear correlation calculation, 44 for linear regression calculation, 4041 MatbCad, 512 MetaStock, 3, 5. 555, 558 for multivariate analysis, 52 Quattro, 5, 8. 244 for stock marketeleciion year data, 343 Stq>erCharts, 5 for testing, 503. 504. 506, 512 TradeStation. 3, 8, 419. 555 for trend calculation, 67 Soybean crush, 312, 419 Soybean market, 102, 163 and gap analysis, 398 and seasonality, 172181 Spectral analysis, 3, ltS>, 203208. See also MESA Spectral density diagram, 204. 205 fikes: in trend charting, 218, 224225 in volume, 238239 Spread, 305307, 599 bull, 317 butterfly, 319320 carrying charge, 322 and computer use, 419 crack, 314315 gokliilrer, 316317 intercrop, 31719 intermarket, 312. 317 intramarket, 317 legging in, 328329 leverage in, 332333 limitedrisk, 322 pmduci, 312314 reverse crack. 3l6 technical analysis of 32225 and trend analysis, 325329 and volatiUty, 329352 Spread ratio. 330331 Spreadsheet programs. 26, 555 for linear correlation calculation, 44 for linear regre»iion calculation, 4041 notation for, 8, 16. 67 in portfolio management, 601603 and slope diverjjence, 155 forirendsystems. 116. ii7 for volume indicators, 244246 SquareRoot Theory 292 Square of Twelve, m Ganns system. 3"0 Squanng of pnce and time, m Ganns system, 367,369 Standard & Poors 500. See S&P 500 Standard deviation, 10, 12, 16, 21, 64 in Bollinger bands, 91 versus frequency distribution, i8i9 notation for. 8. 16 and price dLstribution, 449 m regression analysis, 45 for stop4oss, 604 Standardization: infesting, 20.514515 of trading methods, 2022 Steidhnayer.J Peter, 458, 460 Steinberg, Jeanette Nofri. 293 Stepforward testing, 519, 521 Stepwchted moving average. 69 "0, 95. 535 Stochastic oscillator. 129. 135140 Stock Market. Tbe {Teweles. Bradley, and Teweles), 5 Stock market, 4. 22 and bieadth, 241 and Elliott Wave Theory. 353358 event trading on, 336, 341342 January effea on, 4l3 indicators for. 240244 in presidential election years, 343344 time pattems in, 385 volatility ot 613 and volume, 237239 Stock Market Correspondence (xiurse. 294 Stock Market Tbeory and Practice {SchabadLerj. 215 Stop and Reverse. See SAR Stoplosses, 8, 219, 471, 603608 and breakaway gap, 226 with DeMarks sequential, and momenmm, 132. 133, 144 in MPTDI system, 95. 96 in pointandfigure versus bar charts, 264 widi swing charts, 281, 283 in TripleScreen method, 467468
Straddle. See Spread Strategy testmg software, 4042, 44, 155 Student/test, 1920. 524525 Study in Wheat Trading, A (Dunnigan), 290 Subcycles, 190 SuperCharts software, 5 Supeirycle, 557358 Supply, b\,b2.See also Supply and demand Supply and demand, 2936 and cycle responses, 37, 160 and price leveb, 3, 14, 29 Supply of storage, 36, 160 Support level, 220. 578 in day trading, 428i29 in Ganns system, 366371 in JupiterSatum c>x!e, 372 and price objective, 228231 and stoploss, 606 Support line, in charting, 217219 Swing breakout: risk in. 102. 105 in trend system comparison, lOOl 18 Swing chart, 257, 281283 Swing filter, 281, 283 Swing highs;1ows. 227, 281287 Swing Index System, 286287 Swing trading, 281290, 525 FourWeek Rule, 288 Livermore system, 283284 MinorTrend Rule, 287288 Day Rule, 289290 Swing index System, 286287 Synthetic series, in cycle identification, 194 Systematic risk, 587, 598 Taylor, George IX>uglass, 430 Taylor, Owen, 356 Taylor, Robert Joel, 95 Taylor trading technique, 430432 Techn«:al adjustment. 94 Tfechnlcal analysis, Ii, 10, 37, 213 and computer use, 555 of spreads, 322324 and trading intervals, 423 Teclmical Analysis Group (TAG), 556 Tecbnical Arudysis of tbe Futures Markets (Murphey), 4 Tecbnical Analysis ofStocks & Commodities magazine, 5 Ibcbnical Analysis of Stock Trends (Edwards comprehensive studies, 533546 criteria for, 544545 crossover system. 536540. 542543 and data errors. 55" failures in. 544 feedback prtKcss in, SIS. 551 Monte Carlo lechnique, 623624 day breakout. 540542 piiintandfigure. 52552 and price shocks, 54654" for . 521. 552554 shotgun. 34 standardization of. 20. 514515 stepforward process in. 519. 521 system companson. 527530. 545546 and trading rule.s. 519520 of trend sysiems. 105106. 120123 lestii of significance. 10 Test parameters, 505506. 509512. 552 and computer use. 515 selecting. 530. 533 Test range. 523 Ttst results, 51fV5l7. 553 benchmark for, 522 in crossover systems, 543 grid. 511 predictive versus hisioncal, 520521. 54". 554 scatter diagram (XYPlot), 512, 5l4 standardization 5i4515 student Mest. 524525 topobjgkal relief map, 512 validation of. 517518, 520525 worstcase, 530531 Tbeory of Blackjack, The (Griffin), 6l6 Theory of Runs, 293. 555, 565572, 625 antiManingales in, 568569 application of, 569571 Martingales in. 567568, 571572 Thiel, Charles C. Jr. 259, 275, 534 Thompson, Jesse H., 235 (Three) 3box reversal, 258, 262, 267, 525 (Three) 3Day Trading Method. 432 Thrust, 290, 291 Thrust days, in charting, 218 Tick data; availabUityof; 556 errors in, 557 rick Data, Inc., 506 Tickertape trading. 3 Tick volume, 238, 251252, 422 and Market FacUitation Index, 254255
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