Beyond Technical Analysis: How to Develop and Implement a Winning Trading System, 2nd Edition

Index

account equity, 294, 295, 361

adjusted gross profit, 94

ADX (average directional index), 31, 66, 156, 191

18-day, 160

burst, 155, 157

compared to RAVI, 67–69

filtered system, 170, 191

rising, 218–221

ADX>30 system, 218–221

antitrend bottom-fishing, 176

antitrend trading strategy, 70–73, 160–165

Apple Inc. (AAPL), 337, 338

Ariba, Inc., (ARBA), 32

attention to detail (A2D), 364, 365, 366

attribution theory, 363–365

average, 24

average trade:

data, 91, 92, 93

defined, 42–43

Babcock, Bruce, 198, 298

Balsara, Nauzer J., 286

bar chart, 15, 16

Barclay index, 326

barrier, 208, 227

benchmark, return efficiency, 326

benchmark, trading program, 11

bet size, 43, 287

changing of, 287, 288, 299

betting strategies, 298–301

bootstrapping, 346

bottom-picking pattern, 175–183

profitability of, 177, 181

rules, 176

breakout system, 44, 51

Brent Crude, 18, 19, 194, 195

brute-force trend-following, 6, 7

buy-and-hold strategy, 190

Caterpillar Tractor, 182

CB-PB (channel-breakout pullback), 145–155

difficulties with, 146

central limit theorem (CLT), 280

Chande trend index, 31–32

Chande, Tushar S., 33, 94, 198

channel breakout system, 145, 203, 204, 208, 212, 256

strengths of, 213

with filtering, 252

channel width, 212

CHBOC (channel breakout on the close), 78–79, 203, 204

Chicago Tribune, 324–325

choppy market, 17–18

coffee market, 79, 80, 81, 82, 83, 98

combining variance, 241–244

command button, 372–373

comparing CTAs, 260

composite equity curve, 241

computer testing, 356

Connors, Larry, 223