New Trading Systems and Methods, Fourth Edition

Index

A

Adaptive techniques

adaptive intraday breakout system, 748–749

adaptive momentum calculations

dynamic momentum index, 747–748

trend-adjusted oscillator, 747

variable-length stochastic technique, 746–747

adaptive process, 749–750

development example, 749–750

adaptive trend calculations

alternate choices for varying the trend period, 739–740

correlation coefficient, r², 739–740

Chande's Variable Index Dynamic Average, 736

comparison, 741

Kaufman's Adaptive Moving Average. See Kaufman's Adaptive Moving Average

making momentum calculations adaptive, 740

Master Trading Formula, 745–746

McGinley Dynamics, 742

MESA Adaptive Moving Average, 737–739

overview, 731

Parabolic Time/Price System, 742–745

programming adaptive RSI, 740–741

considering adaptive methods, 750–751

overview, 731

Advanced techniques

chaotic patterns and market behavior, 826–827

conditional entropy, 827–829

expert systems. See Expert systems

fractals. See Fractals

fuzzy logic. See Fuzzy logic

genetic algorithms. See Genetic algorithms

measuring volatility. See Volatility, measuring

neural networks. See Neural networks

overview, 791, 845–846

price-volume distribution, 811–812

trade selection

Bierovic's On-Balance True Range, 810–811

overview, 810

predicting volatility with trading ranges, 810

trends and noise, 812–815

Anti-Martingales, 957–958

Arbitrage

butterfly spreads, 536–537

institutional arbitrage

finding representative subset of an index, 527

overview, 525

program trading, 525–526

intercrop spreads, ...