The Encyclopedia Of Technical Market Indicators
Today's most all-inclusive reference of technical indicators--what they are and how to use them to add value to any trading program Technical analysis has become an incredibly popular investors' tool for gauging market strength and forecasting short-term direction for both markets and individual stocks. But as markets have changed dramatically, so too have technical indicators and elements. The Encyclopedia of Technical Market Indicators provides an alphabetical and up-to-date listing of hundreds of today's most important indicators. It defines what each indicator is, explains the philosophy behind the indicator, and of the greatest importance provides easy-to-understand guidelines for using it in day-to-day trading. Broad in both scope and appeal, this one-of-a-kind reference painstakingly updates information from the previous edition plus defines and discusses nearly 100 new indicators.
Table of Contents
Contents
Preface
Acknowledgements
Part I: Evaluating Technical Market Indicators
- Chapter 1 Introducing Technical Market Indicators
- 24 Advantages of Using Technical Market Indicators
- Trends Are the Most Important Considerations in Trading and Investing
- Back-Testing Technical Market Indicators Has Proved to Be Effective
- Types of Technical Market Indicators: Trend, Momentum, Sentiment
- Criteria for Judging Technical Market Indicators, Trading Systems, Investment Timing Models
- Chapter 2 Walk-Forward Simulation of Technical Market Indicators Offers the Potential for Consistent Profits Through Time
- Nine Steps to Walk-Forward Simulation of Technical Market Indicators
- A Specific Example of a Walk-Forward Simulation of a Simple Technical Indicator
- Example of Using the Nine Steps to Walk-Forward Simulation on the Dow-Jones Industrial Average
- Summary and Conclusions about Walk-Forward Simulation
- Chapter 3 Finding a Technical Market Indicator That Is Right for You
- Six Common Errors to Avoid
- Do Your Own Work
- Chapter 4 What Others Say about Technical Market Indicators, Models, and Trading Systems
- A Useful Guide to Decision Making: Bierman, Bonini, and Hausman
- Effective Application of Pattern Recognition Decision Rules: Ted C. Earle
- The Advantages of Developing Your Own Trading System: Joe Krutsinger
- Keep It Simple and Do Adequate Testing: Robert C. Pelletier
- The Cells Method of Indicator Evaluation: David R. Aronson
- Absolute Breadth Index
- Accumulation/Distribution (AD)
- Accumulation Swing Index (ASI)
- Adaptive Moving Average
- Advance/Decline Divergence Oscillator (ADDO)
- Advance-Decline Line, A-D Line
- Advance-Decline Non-Cumulative: Hughes Breadth-Momentum Oscillator
- Advance/Decline Ratio
- Advisory Sentiment Index
- American Association of Individual Investors Survey
- Andrews’ Pitchfork: Median Line Method
- Arms’ Ease of Movement Value (EMV)
- Arms’ Short-Term Trading Index (TRIN, MKDS)
- Aroon, Aroon Oscillator
- Astrology, Financial Applications of Astronomical Cycles
- Astrology, Long-Term Cycles
- Average True Range
- Black-Box Systems
- Bollinger Bands
- Bollinger Band Width Index
- Bolton-Tremblay Indicator
- Bracketing, Brackets, Dynamic Brackets
- Breadth Advance/Decline Indicator: Breadth Thrust
- Bullish Consensus
- Call-Put Dollar Value Flow Line (CPFL)
- Call-Put Dollar Value Ratio
- Call-Put Premium Ratio
- Call-Put Volume Ratio
- Chande Momentum Oscillator (CMO)
- Chi-Squared Test of Statistical Significance
- Circuit Breakers, Daily Price Limits, Trading Halts, Curbs
- Combining Multiple Technical Indicators
- Commitment of Traders Report
- Commodity Channel Index (CCI)
- Commodity Channel Index Crossing Zero: Zero CCI
- Commodity Selection Index (CSI)
- Confidence Index
- Contrary Opinion: The Art of Contrary Thinking
- Coppock Curve (Coppock Guide)
- Cumulative Equity Line
- Cumulative Volume Index
- Cycles of Time and Price
- Data
- Data Exploration, Data Mining
- Days of the Month
- Days of the Week
- Decennial Pattern, Decennial Cycle
- Demand Index (DI)
- DiNapoli Levels, Fibonacci Profit Objectives
- Directional Movement Index (DMI)
- Divergence Analysis
- Donchian’s 4-Week Rule
- Double Exponential Moving Averages (DEMA)
- Dow Theory
- Dunnigan’s One-Way Formula
- Dunnigan’s Thrust Method
- Efficient Market Hypothesis
- Elder-Ray
- End Point Moving Average (EPMA)
- Envelopes, Moving Average Envelopes, and Trading Bands
- Equity Drop Ratio
- Exploratory Data Analysis
- Exponential Moving Average (EMA), Exponential Smoothing
- Fibonacci Numbers, Fibonacci Cycles
- Force Index
- Fourier Analysis: Fast Fourier Transform
- Funds Net Purchases Index
- Futures Algorithm of Rollovers for CSI’s Perpetual Contract®
- Futures Contracts: Expiration Months and Symbols
- Gann Angles*
- Gann’s Square of Nine
- General Motors as a Market Bellwether Stock
- Gross Trinity Index
- Haurlan Index
- Herrick Payoff Index
- Hi Mom System, High Momentum System
- High Low Logic Index
- The Hindenberg Omen
- Holidays
- Holy Grail
- Hook
- Hypothesis Testing
- Indicator Seasons, Elder’s Concept
- Inertia
- Insiders’ Sell/Buy Ratio
- Intermarket Divergences
- Intraday Trading, Day Trading, Behavior of Prices Through the Day
- January Barometer
- January Effect
- January’s First Five Days, an “Early Warning” System
- Kagi Charts
- Kane’s % K Hooks
- Kase Indicators
- Keltner Channel with EMA Filter
- Keltner’s Minor Trend Rule
- Keltner’s 10-Day Moving Average Rule
- Key Reversal Day
- Klinger Oscillator (KO)
- KST (Know Sure Thing)
- Large Block Ratio
- Large Block Transactions
- Least Squares Method
- Linear Regression Line
- Linear Regression Slope
- Liquidity
- Livermore Swing System, Livermore Penetration Filter
- Lowry’s Reports
- Lucas Numbers
- Margin
- Margin Debt
- Margin Requirement
- Market Profile
- Market Vane
- Mart’s Master Trading Formula
- Mathematical Models
- Maximum Entropy Spectral Analysis
- McClellan Oscillator
- McClellan Summation Index
- Meander
- Member/Odd Lot Index
- Member Short Ratio
- Momentum
- Months of the Year: Significant Seasonal Tendencies to Rise or Fall
- Most Active Stocks
- Moving Average Convergence-Divergence Trading Method (MACD)
- Moving Average Filters and Multiple Confirmation
- Moving Average Slope
- Multicolinearity
- Multiple Time Frame Analysis Using Exponential Moving Average Crossover Rules
- Mutual Funds Cash/Assets Ratio
- N-Day Rule
- Negative Volume Index (NVI)
- New Highs–New Lows
- (New Highs–New Lows)/Total Issues Traded: New Highs/New Lows Ratio
- New Highs/Total Issues Traded
- New Issue Thermometer (IPO Monthly Total)
- New Lows/Total Issues Traded
- Ninety Percent Days, Nine to One Days
- Nofri’s Congestion-Phase System
- Number of Advancing Issues
- Number of Declining Issues
- Number of Total Issues Traded
- Odd Lot Balance Index: Odd Lot Total Sales/Odd Lot Total Purchases
- Odd Lot Short Ratio
- Ohama’s 3-D Technique
- Open Interest
- Open Interest, Larry Williams’Variation
- Open Interest Trend-Following Strategy
- Optimism/Pessimism Index (OP)
- Option Activity by Public Customers: Customer Option Activity Index
- Options
- Oscillators
- Outside Day with an Outside Close
- Overbought/Oversold Oscillators
- Parabolic Time/Price System
- Percentage of Stocks Above Their Own 30-Week and 10-Week Simple Moving Averages
- Permission Filters, Permission Screens
- Pivot Point
- Pivot Point Reverse Trading System
- Point and Figure Charts (P&F Charts)
- Polarized Fractal Efficiency (PFE)
- Positive Volume Index (PVI)
- Pre-Holiday Seasonality
- Presidential Election Cycle
- Price Channel Trading Range Breakout Rule
- Price Channel Trading Range Breakout Rule, Dynamic
- Price Oscillators: Moving Average Oscillators
- Price Trend Channels, Sloping Upward or Downward
- Program Trading Volume
- Projection Bands
- Projection Oscillator
- Proprietary Indicators
- Psychological Line, PI Opinion Oscillator, PI
- Public Short Ratio
- Public/Specialist Short Ratio
- Put/Call Premium Ratio
- Put/Call Ratio: Put/Call Volume Ratio
- Qstick
- R-squared
- Random Walk Hypothesis
- Random Walk Index (RWI)
- Range: Upshaw’s “Home On The Range” Price Projection Method (HOTR)
- The Range Indicator (TRI)
- Rate of Change (ROC)
- Relative Strength (Ratio Analysis)
- Relative Strength Index (RSI)
- Relative Volatility Index (RVI)
- Renko Charts
- Resistance
- Resistance Index, Art Merrill’s
- The Rule of Seven
- Santa Claus Rally
- Schultz Advances/Total Issues Traded (A/T)
- Second Hour Index
- Secondary Offerings
- Sector Rotation
- Sentimeter
- Sharpe Ratio
- Short Interest for Individual Stocks, Phil Erlanger’s Indicators
- Short Interest Ratio
- Sign of the Bear
- Simple Moving Average (SMA): Moving Arithmetic Mean
- Specialist Short Ratio
- Speed Resistance Lines
- Springboard
- Stage Analysis
- Standard Deviation
- Statistics
- STIX: The Polymetric Short-term Indicator
- Stochastics (Lane’s Stochastics)
- Stochastic Pop Breakout: Popsteckle
- Stock Market Price Indexes
- Support and Resistance
- Swing Filter
- Swing Index (Wilder’s)
- Swing Retracement Levels
- Taylor Book Method
- Three Line Break Charts
- Three Moving Average Crossover
- Tick
- Tick Volume Bar
- Time Segmented Volume (TSV)
- Time Series Forecast (TSF), Moving Linear Regression, End Point Moving Average (EPMA)
- Total Issues Traded
- Total Short Ratio
- Total Win Trade %, the Trader’s Advantage
- Trap: Bull Trap, Bear Trap
- Trailing Reversal Trading System
- Trend Channel
- Trendlines, Trend Lines
- Trident Commodity Trading System
- Triple Crossover Method
- Triple Exponential Moving Averages (TEMA)
- Triple Screen Trading System
- TRIX (triple exponential smoothing of the log of closing price)
- True Range
- 25-Day Plurality Index
- Two Moving Average Crossover
- Turtle Soup
- Typical Price
- Ultimate Oscillator
- Unchanged Issues Index
- Upside/Downside Ratio
- Volatility, Introduction
- Volatility, Chaikin’s
- Volatility, CBOE Volatility Index (VIX)
- Volatility Bands
- Volatility & Price Channel
- Volatility Expansions
- Volatility Index, Art Merrill’s Version
- Volatility Ratios
- Volume
- Volume Acceleration
- Volume Accumulation Oscillator, Volume Accumulation Trend
- Volume: Cumulative Volume Index of Net Advancing Issues Minus Declining Issues
- Volume: Cumulative Volume Ratio
- Volume of Issues, Advancing
- Volume of Issues, Declining
- Volume: Klinger Oscillator (KO)
- Volume: New York Stock Exchange versus Over-the-Counter
- Volume: On-Balance Volume (OBV)
- Volume Oscillator
- Volume * Price Momentum Oscillator (V*PMO)
- Volume Reversal
- Volume Up Days/Down Days
- Volume: Williams’ Variable Accumulation Distribution (WVAD)
- Wall $treet Week (W$W) Technical Market Index
- Weighted Moving Average: Moving Position Weighted Arithmetic Mean
- Weighting Different Technical Indicators
- Wilder’s Smoothing
- Williams’ Percent Range (%R)
- Wyckoff Wave
...و بالتوفيق للجميع..............