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Updated Index for New Trading Systems and Methods
Index A pairs trading, 530 Acceleration, 382—386 product spreads, 531—537 Accumulation—bottoms and tops, 105—110 program trading, 525—526 Accumulative average, 258 ratio chart, 529—530 Adaptive techniques, 731—751 representative subset of an index, 527 Chande’s Variable Index Dynamic Average, 736 reverse crack, 534 comparisons, 741 single stock futures and underlying stock, 527—528 correlation coefficient, r2, 739—740 soybean crush, 532—533 dynamic momentum index, 747—748 stock and futures relationships, 531 FAMA, 737—738 TED spread, 544 intraday breakout system, 748—749 ARIMA (Autoregressive Integrated Moving Average), Kaufman’s Adaptive Moving Average, 731—735 237—243 MAMA, 737—738 estimation: determining the coefficients, 240—241 Master Trading Formula, 745—746 first-order autoregression, 237 McGinley Dynamics, 742 forecast results, 241 MESA Adaptive Moving Average, 737—739 Kalman filters, 243 momentum calculations,740 second-order autoregression, 238 Parabolic Time/Price System, 742—745 trading strategies, 241—243 RSI programmed, 740—741 Arithmetic mean, 19—20, 26 process development example, 749—750 Arms’Equivolume, 490 trend-adjusted oscillator, 747 Arms Index, 504 stochastic, variable-length, 746—747 Artificial intelligence, 696—697. varying the trend period, 739—740 See also Pattern recognition, computer-based ADX (Average Directional Movement Index), 1015-1017 Aspects, planetary, 616—618 AD oscillator, 369—373 Aspray’s Demand Oscillator, 495—496 Advance-decline system, 508 Asset allocation. See Portfolio allocation Advanced techniques, 791—846 Astrology, financial, 612—625 chaotic patterns and market behavior, 826—827 Aspects, 616—618 entropy and conditional entropy, 827—829 Jupiter-Saturn cycle, 613—616 expert systems. See Expert systems lunar eclipses, 624—625 fractals. -
Donchian Channels Monest Channels
TRADERS´ BASICS 59 Adaptive and Optimised Donchian Channels Monest Channels Channels are at the heart and soul of technical analysis, from as early as its conception. However, up to this day, they come with a lot of subjectivity. This implies that it is hard to implement them algorithmically. Yet, computers and automation might have been the single most important driver in the wide spread adoption of the technical analysis discipline. This article will show how to objectify and optimise the calculation of horizontal channels and, hence, the support and resistance lines they are made up of. 08/2011 www.tradersonline-mag.com TRADERS´ BASICS 60 Ranges Rock for a resistance line. Figure 1 Ranges are quite important in shows an upper Donchian channel the analysis of charts and the line (resistance) with a look back automation of it. They give birth period of 36 days and a lower to the timecompression needed Donchian channel line (support) for new trends to develop and with a window of 20 days. When for existing trends to turn. Even you go back in time, starting at the the most well known systems right side of the chart, the highest like William O’Neil’s CANSLIM high over the past 36 days was approach, Weinstein’s stage 3.29, while the lowest low over analysis and a lot of trend the past 20 days was 2.26. These following strategies depend lines are annotated on the chart as on them to make decisions D36 and D20. concerning the possible start Perhaps, by now, you already of a trend, phase or stage. -
Elder-Disk for Tradestation CIMTR V
Elder-disk for TradeStation version 4.1 (for TradeStation v9.5 and newer) Thank you for purchasing this Elder-disk. It was originally developed in 2002 by Dr. Alexander Elder, the author of COME INTO MY TRADING ROOM, and by John Bruns, a programmer. This disk adds the indicators to TradeStation from this book, as well as the earlier book TRADING FOR A LIVING. This software is designed for use with TradeStation online. You must be a registered user of TradeStation Software to use this disk. Some of our newer studies require Radar Screen. You must have Radar Screen enabled to use them. Check with your TradeStation representative how to qualify for a complimentary Radar Screen. This Manual and software are Copyright © 2002, 2006, 2012 and 2017 by Elder.com and John Bruns. All Rights Reserved. Violators will be prosecuted. This manual is provided in PDF format, showing screen samples exactly as you will see them on your TradeStation. To view the PDF file, you need to have Acrobat Reader, a free program from Adobe. If you do not already have it installed, the viewer for PDF can be downloaded for free from www.adobe.com , look for Acrobat Reader. You can work with this manual displayed on your screen or print it out. TradeStation charts normally have a black background which looks great on a monitor but translates poorly to print. If you decide to print this manual, try a sample page with black charts first to see how they turn out. Keep in mind that this type of printing will use a lot of ink. -
Technical Analysis Masterclass
TRADING: TECHNICAL ANALYSIS MASTERCLASS - Master The Financial Markets – Rolf Schlotmann & Moritz Czubatinski Copyright © 2019, Rolf Schlotmann, Moritz Czubatinski, Quantum Trade Solutions GmbH All rights reserved, including those of reprinting of extracts, photomechanical and electronical reproduction and translation. Any duplication, reproduction and publication outside the provisions of copyright law (Urheberrechtsgesetz) is not permitted as a whole or in part without the prior written consent of the author. This work is not intended to give specific investment recommendations and merely provides general guidance, exemplary illustrations and personal views. Author, publisher and cited sources are not liable for any loss or other consequences arising from the implementation of their thoughts and views. Any liability is excluded. The advice and information published in this book has been carefully prepared and reviewed by the author. Anyhow, a guarantee or other responsibility for their accuracy, completeness and timeliness cannot be given. In particular, it should be noted that all speculative investment transactions involve a significant risk of loss and are not suitable for all investors. It is strongly recommended not to rely solely on this book, but to conduct own investigations and analyses and, if necessary, to obtain advice from financial advisors, tax advisors and lawyers before making an investment decision. Company identity Quantum Trade Solutions GmbH Jahnstrasse 43 63075 Offenbach Germany Chairmen: Schlotmann, Rolf and Czubatinski, Moritz Publication date: 19.02.2019 1st version Financial charts have been obtained through www.tradingview.com Foreword Introduction 1. What is trading? 1.1 The profit potential 1.2 Decision-making 1.3 Short-term vs. long-term trading 2. -
The Cycle Trading Pattern Manual 2 Copyright © Walter Bressert, Inc
TIMING IS EVERYTHING …And the use of time cycles can greatly improve the accuracy and success of your trading and/or system. There is no magic oscillator or indicator that will bring you THE CYCLE success in the markets. Knowledge of trading techniques and tools to improve TIMING and determine TREND is the key to low TRADING risk high probability trades that can bring you success. Knowledge, self-discipline and persistence are the true keys to PATTERN success in trading. Over time you will develop a trading style that fits your personality and trading skills. There are many tools to MANUAL help improve your trading, but only cycles will allow you to add By Walter Bressert the element of TIME into your trading. www.walterbressert.com Simple buy and sell signals do not consider the whole picture. By combining mechanical trading signals with daily and weekly cycles (or two intra-day time periods and cycles, such as a 45- minute and 180-minute, or a 5-minutes and 20-minute), retracements, trend Indicators and trendlines into Cycle Trading Patterns, you can greatly improve your accuracy and odds of making money on a trade or with a system. The following charts and trading concepts are based on trading the long side of a market. The same techniques and concepts work in mirror image fashion for trading the short side TABLE OF CONTENTS IDENTIFYING CYCLE TOPS AND BOTTOMS USING OSCILLATORS 2 Detrending Takes the Mystery Out of Cycles 3 Oscillators Show Cycle Tops and Bottoms 5 OSCILLATOR/PRICE PATTERNS GENERATE MECHANICAL TRADING SIGNALS 6 Detrended -
Indicators Nison Power Concept EAST & WEST CONFIRMATION
Instructors: Syl Desaulniers, Nison Certified Trainer™ Tracy Knudsen, Nison Certified Trainer™ Improve Your Process… Get BIG Results KAIZEN TRADING APPRENTICESHIP Bonus Session Address student trades, concerns, follow-up questions Analysis of current market conditions Awarding of Kaizen Technician™ certification Strict Candlestick Patterns Qualifications for Strict Candle Patterns: - Shape of Candle Lines or Pattern - Trend requirement is the same for strict and non-strict patterns Important Concept with Candle Lines/Patterns: - Confirmation: Using a move after the initial candle signal to validate a move - Less important with East/West Confirmation Candlestick Lines and Patterns In Order of Candle Progression - Least to Most Bullish - Least to Most Bearish - Risk/Reward Tradeoff comes with candle progression Strict Candlestick Patterns - Bullish Strict Candlestick Patterns - Bearish Trend Progression/Multiple Time Frames Monthly, Weekly, Daily, 4 Hour, 2 Hour, 60 Minute, 30 Minute, 15 Minute… • Involves monitoring the same instrument across different frequencies (or time compressions) • No real limit as to how many frequencies can be monitored or which specific ones to choose • Trades placed in direction of longer term trend have higher probability of success • There are general guidelines that most practitioners will follow Trend Progression/Multiple Time Frames • Looking at a stock through different time frames can be confusing as a new trader. Why? • Because each time frame looks different! • A stock may look great on the daily chart, but look horrible on a 5 minute chart. • How many timeframes should a trader use? • Using three different periods gives a broad enough reading on the market • using fewer than this can result in a considerable loss of data • while using more typically provides redundant analysis. -
Application of Machine Learning in High Frequency Trading of Stocks
International Journal of Scientific & Engineering Research Volume 10, Issue 5, May-2019 1592 ISSN 2229-5518 Application of Machine Learning in High Frequency Trading of Stocks Obi Bertrand Obi Worldquant University 201 St. Charles Avenue, Suite 2500 New Orleans, LA 70170, USA [email protected] Abstract Algorithmic trading strategies have traditionally been centered on follwing the market trends and the use of technical indicators. Over the years High Frequency algorithmic Trading has been left only in the hands of institutional players with deep pockets and lots of assets under management, despite huge returns involved. In this project webuilt trading strategies by applying Machine Learning models to technical indicators based on High Frequency Stock data. The result is an automated trading system which when applied to any stock could generate returns which are ten times higher than the market returns without significant increase in volatility. With advancement in technology High Frequency Algorithmic trading can be undertaken even by individuals or retail traders with moderate initial investment and technical skills. Keywords:Machine Lerning; Prediction of stock prices movements; Classification reports; Algorithmic trading; High frequency trading; Key performace indicators IJSER 1. Introduction Not too long ago, Algorithmic Trading was only available for institutional players with deep pockets and lots of assets under management. Recent developments in the areas of open source, open data, cloud computing and storage as well as online trading platforms have leveled the playing field for smaller institutions and individual traders, making it possible to venture in this fascinating discipline with only a modern notebook and an Internet connection. Nowadays, Python and its eco-system of powerful packages is the technology platform of choice for algorithmic trading. -
Trading Indicator Blueprint
Effective use of the most popular trading indicators www.netpicks.com This information is prepared solely for general information and educational purposes and is not a solicitation to buy or sell securities or financial products mentions in the content, nor a recommendation to participate in any particular trading strategy. Please consult your broker for trading advice. The author is not a broker on a licensed investment advisor and is not licensed to give trading advice or any sort, nor make specific trading recommendations. Entire risk disclosure can be found at www.sec.gov Whether you are a new or experienced trader, you are probably familiar with the multitude of trading indicators available. I know when I started trading almost a decade ago, virtually every indicator ended up on my charts at one time or another. And it was frustrating! You may be able to relate to: Always searching for the “perfect” combination of indicators for high probability trading setups. Tweaking inputs over and over again trying to “fit” the indicator to past price to match the perfect trade. Looking to “catch the turn” to avoid adverse excursion and to take every pip or tick the market is willing to give. Adverse Excursion The amount of loss an open trade takes before completion with profit or a loss. The hard truth is that PERFECTION does not exist in trading. 1 Neither does the perfect indicator or perfect setting. You can use indicators as part of an overall trading system and although that requires a lot of work and testing, it can be done! So where do you start? The majority of indicators use price in their mathematical calculations before plotting on your chart. -
Forex Investement and Security
Investment and Securities Trading Simulation An Interactive Qualifying Project Report submitted to the Faculty of WORCESTER POLYTECHNIC INSTITUTE in partial fulfillment of the requirements for the Degree of Bachelor of Science by Jean Friend Diego Lugo Greg Mannke Date: May 1, 2011 Approved: Professor Hossein Hakim Abstract: Investing in the Foreign Exchange market, also known as the FOREX market, is extremely risky. Due to a high amount of people trying to invest in currency movements, just one unwatched position can result in a completely wiped out bank account. In order to prevent the loss of funds, a trading plan must be followed in order to gain a maximum profit in the market. This project complies a series of steps to become a successful FOREX trader, including setting stop losses, using indicators, and other types of research. 1 Acknowledgement: We would like to thank Hakim Hossein, Professor, Electrical & Computer Engineering Department, Worcester Polytechnic Institute for his guidance throughout the course of this project and his contributions to this project. 2 Table of Contents 1 Introduction .............................................................................................................................. 6 1.1 Introduction ....................................................................................................................... 6 1.2 Project Description ............................................................................................................. 9 2 Background .................................................................................................................................. -
Exploration of a Trading Strategy System Based on Meta-Labeling and Hybrid Modeling Using the Sigtech Platform
Exploration of a trading strategy system based on meta-labeling and hybrid modeling using the SigTech Platform. Petri Nousiainen Master’s Thesis Master of Engineering - Big Data Analytics June 3, 2021 MASTER’S THESIS Arcada University of Applied Sciences Degree Programme: Master of Engineering - Big Data Analytics Identification number: 8277 Author: Petri Nousiainen Title: Exploration of a trading strategy system based on meta-labeling and hybrid modeling using the SigTech Platform. Supervisor (Arcada): Ph.D. Magnus Westerlund Commissioned by: Abstract: The thesis aims to study a machine learning (ML) supported trading system. The methodology is based on a process that is utilizing meta-labeling, thus provides labels for a secondary model, where losses and gains are labeled outcomes. The secondary model provides a prediction based on the primary model output correctness. The sec- ondary model predicts whether the primary model succeeds or fails at a particular prediction (a meta-prediction). A probability correctness measure of the direction pre- diction of the secondary model is used to size the position. They are "meta" labels because the original simple trading strategy predicts the ups and downs of the market (base predictions or labels). The metalabels predict whether those base predictions are correct or not. The research question is finding a trading strategy process that can predict the next trading opportunity. The system constructed is a binary classification that aims to de- termine profitable trades, either buying or selling opportunities. The proposed system is a hybrid model setup of a primary and secondary model. The process starts with processing raw price data given to a primary model, a trend following Donchian Channel technical analysis model. -
Technical Analysis of CAN SLIM Stocks
Technical Analysis of CAN SLIM Stocks A Major Qualifying Project Report Submitted to the Faculty of Worcester Polytechnic Institute In Partial Fulfillment of the Requirements for a Degree of Bachelor of Science by Belin Beyoglu Martin Ivanov Advised by Prof. Michael J. Radzicki May 1, 2008 Table of Contents Table of Figures .............................................................................................................. 7 Table of Tables ................................................................................................................ 9 1. Abstract .................................................................................................................. 10 2. Introduction and Statement of the Problem .......................................................... 11 3. Background Research ............................................................................................ 13 3.1. Fundamental Analysis .................................................................................... 13 3.1.1. Earnings per Share (EPS) ........................................................................ 14 3.1.2. Price-to-Earnings Ratio (P/E) ................................................................. 14 3.1.3. Return on Equity (ROE) .......................................................................... 15 3.2. Technical Analysis .......................................................................................... 15 3.2.1. The Bar Chart ............................................................................................. -
Trading Smart
TRADING SMART 92 Tools, Methods and Helpful Hints to Help You Succeed at Futures Trading1 by Jim Wyckoff This publication is protected by International Copyright © 2003. All rights reserved. Reproduction in any form, electronic or mechanical, in whole or in part, is strictly prohibited without written permission from Jim Wyckoff. Hello, my name is Jim Wyckoff. I am the proprietor of the analytical, educational and trading advisory service, "Jim Wyckoff on the Markets." I am also the chief technical analyst for FutureSource.com and for the OsterDowJones newswire. I was also the head equities analyst at CapitalistEdge.com. For nearly 20 years I have been immersed in markets and trading. Indeed, markets, trading and educating traders are my passion. In this information-packed book, I will share with you—in plain English—the trading philosophies and methodologies that have allowed me to survive and succeed in a fascinating but very challenging field of endeavor: Trading futures. I will also touch upon other important topics about which traders need to know in order to survive and succeed in futures trading. I think you will enjoy the format of this book: short chapters that are easily comprehended. Too many times in this industry, books on trading have been so technical and complicated that traders find themselves swimming in a sea of market statistics, computer code or mathematical formulas. You will find none of that in this book. What you will find are important lessons and anecdotes that will move you up the ladder of trading success. You will also discover valuable trading tools that you can incorporate into your own trading plan of action.