Index

A

Adaptive techniques

adaptive intraday breakout system, 748749

adaptive momentum calculations

dynamic momentum index, 747748

trend-adjusted oscillator, 747

variable-length stochastic technique, 746747

adaptive process, 749750

development example, 749750

adaptive trend calculations

alternate choices for varying the trend period, 739740

correlation coefficient, r2, 739740

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, 745746

McGinley Dynamics, 742

MESA Adaptive Moving Average, 737739

overview, 731

Parabolic Time/Price System, 742745

programming adaptive RSI, 740741

considering adaptive methods, 750751

overview, 731

Advanced techniques

chaotic patterns and market behavior, 826827

conditional entropy, 827829

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, 845846

price-volume distribution, 811812

trade selection

Bierovic's On-Balance True Range, 810811

overview, 810

predicting volatility with trading ranges, 810

trends and noise, 812815

Anti-Martingales, 957958

Arbitrage

butterfly spreads, 536537

institutional arbitrage

finding representative subset of an index, 527

overview, 525

program trading, 525526

intercrop spreads, ...

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