intraday, 428

and momentum. 126-127, 158

and moving averages method, 65, 67. 70, 97

multiple, 46570

in price-volatility relationship, 472

in regression analysis, 38

for Rrfative Strength Index, 134, 135

in testing, 519, 523, 530, 551, 554

in trending systems, 116, 527, 606. See also Trend speed Time pattems, 384-394

in daytrading, 423-424 Time/price opportunities (TPOs), \n Markei Profile, 460-461 Time series, 37, 102, 204, 210 Time zones, and trading gaps, 424 Top and bottom formations:

in bar charts. 217-218. 221-225

in Thrust Method, 293 Trade Balance report, 340 Trade frequency, 105 Trade profile, 4l6

TradeStation software, 3, 8, 419, 555

Bollinger bands in, 92

for financial astrology (moon phases). 377-378

for intraday breakout syStem, 434

for multiple time firames, 46566

and seasonality calculations, l62

Swing High Bar function, 227

True Strength Index in. l45

users groups fta-, 558

for weekday pattem study, 404-408 Trading, 2-3, 216. See also Countertrend trading; Day trading; Event trading

electronic, 4l9

and seasonality, 179-181,188

starting out, 562, 590 Trading day, 95, 119, 419

timing in, 423-424

volume pattems in, 251-252 Trading limits, 579-582 Trading model, 591-594, 600 Trading month, 95 Trading philosophy, 483, 587, 589 Trading profile, 589

Trading range, 217, 218, 424, 428, 453, 482, 578

for Congestion-Phase System, 293 in point-and-figure charting, 261 and spike identification, 225 Trading rules, 92-94, 560, 578-579 for A/D Oscillator l40

in Directional Parabolic System. 153

for Elliott Wave Theory; 359, 360

for event trading, 340-41

and Four-Week Rule, 288

for linear regression model. 60

and momentum, 132

and noise, 492

for outside day with outside close. 294 for Parlic TimeyTrice System, 442-443 in phasing, 212

and point-and-figure charting, 261

for Swing Index .System, 287

and tesUng, 519-520. 531

in Thmst Method, 291

in trend system comparison, 100

and Volatility System, 96

for Weekly Price Channel, 289 Tradir signab. 7. 122, 591

bands to generate. 92. 450

and charting, 213. 259, 260, 281

and closing price. 89-90

in Commndex system 577

and computer pattem recognition, 416-417

and DeMarks sequential. 302

in First Cross system, 100

and momentum, 128-131

in MPTDI system, 95

under /V-Day Rule. 289

and oscillators, 136, 143-145

overriding, 572-573

and 10-Day Moving Average Rule. 97

with triple exponential smoothing, 97

in Volatility System, 96 Trading strategy, 32, 37, 591

and chart analysis, 213, 221

countertrend, 3. 323

DeMarks sequential as, 302-04

and Gambling Theory, 565-572

and heuristic programming. 418

and linear regression, 60

software for, 44

and spreads/aibitrage. 302-304

and volume indicators. 248 Trading style. 7, 575

Trading system, 5-8, 37. See also Countertrend trading; Trend-following system comparison ot 545-546. 583-585 creating, 503, 549-551, 560-562, 573 losing streaks in, 587 multiple, use of, 599 and noise, 6l3

performance of, 8, 19-21, 554, 626-630 recovery time in, 595

INDEX

Transaction costs, 8, 531, 605-606

in arbitrage, 50

and day trading, 419-420 Transformaliuns, 18

in ARIMA method, 56

nonlinear to linear, 48 Transition matrix, 25-28 Translation (left and nght), in cycles, 190 Trap forecasting, 292 Treasuty bonds, 125, 154

and analysis, 398

and unemployment rate, 342 Trend, 2, 3. 37, 62, 126, 160, See also TrendUne

and contrary opinion, 349

distortion from dominant,

in Dow Theory, 2l6, 217

and Markel Profile, 463-464

and momentum, 130

multiple, 573

in point-and-figure charting, 267-268

in swing methods, 281, 283

varying length of See Adaptive techniques Trend-adjusted osciUator, 445 Trend calculation See specific methods Trend-ft>llowing system. 7. 89-125, 209, 585-586, 599

advantages/disadvantages of 102. 123-125

comparison of, 100-118

comprehensive studies of 533-546

entry point in, 95

lag in, 98

and price-volume dLstribution, 483-484 reliabUiiyof 522, 571

riskyrewanl in. 102, 106, 574-575, 595, 603 robustness ot 107, 527 and spreads, 324-329 and stop4oss levels, 606 testing of 105-106,468 trade frequency in, 105, 107, 423 and volatility levels, 477 Trend Index, 576

Trending markel, versus sideways market, l46,

209, 461 Trendline, 89-92, 217

ailications ot 116-120

in charting, 234,259, 261

and crossovers, 89,116, 125, 210

in deu-ending, 193

in divergence, 154,155

in Elliott Wave Theory, 357

in MACD. 128

and price objectives, 228-231

support and resistance, 215, 217-219 Trend signal, 219, 220 Trend speed. 89, 95, 120-125, 578

and adaptive techniques, 436-444

in momentum chart, 154

selecting. 120-121, 503, 530

in trend system comparison, 100-101

vanable. 99. 443 Irianglc price obccUve, 231, 232 Triangular weighting, 71-73. 194 Trident Commodity-Trading System. 294. 296-29" Trigonometric curve fitting, 189 Trigonometnc price analysis (single frequency). 194-201, 661-663 See also Fourier analysis: Two-frequency tngonometric regression Triple exponential smoothing. 97-8 Triple-Screen trading system. 466-468 Triple witching day, on stock market. 240 True range:

in Directional Movement. 609

in event trading, 340

in Master Irading Formula, 444 Tiie Strength Index (TSI). 145, 157 Truncated moving average, 68 Tubbs Stock Market Correspondem.-e Lessons

(lubbs). 385 liikey w1nck>w, in spectral analysis, 206 (Iwenty) 20-day reference, for cycles, 189, 193 (Two) 2-day (2-period) technique, 283 Two-frequency trigonometric regression,

201-203, 663-668 2Vb Swmg Method. 290

Uliunate Oscillator. 143-144 Unables, 421

Understanding Wall Street (Little and Rhodes). 5 Unemployment reports, and event trading. 340, 342

Universal Clock, in financial astrology, 373 Upside/downside ratio (UDR), 244 Upswing, in Thrust method, 291 Uptick rule, 311 U.S. Dollar Index, 23

Value. 587

Value area, in Market Profile, 460-462 Value Une Index, 312 Value trend, in Market Profile, 465 Variable Index Dynamic Average (V1DY\),

438-439 Variable-length stochastic, 445 Variance, 21

in cyclic analysis, 190

in regression analysis, 45

in trend cculation, 64 Velocity, 149-152

Vertical count, in point-and-figure charting,

270-272 Vince, Ralph, 616, 624 VolatUity, 32-34, 99. 305, 471

and adaptive techniques, 437, 439