May 2011
Intermediate to advanced
464 pages
13h 30m
English
book
MIDAS Technical Analysis: A VWAP Approach to Trading and Investing in Today's Markets
by Andrew Coles, David G. Hawkins
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Part One: The Quantitative Features of the TB-F Algorithm
Paul Levine referred to the quantitative laws that give rise to the standard S/R curves and TB-F curves as the “scientific” component of MIDAS. He called the “engineering” aspect the practical trading rules and techniques based upon the system. In the first part of this chapter I start with the quantitative laws governing the indicator. There is more on this topic in the opening pages of Hawkins' next chapter and Appendix A. Appendix C contains Bob English's TradeStation code for the TB-F.
The TB-F Algorithm in Relation to the Original MIDAS Formula
As discussed in Chapter 1, the basic equation for the MIDAS S/R curves is as follows:
where
xi = cumulative volume on a given bar
yi = cumulative ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.