Contents

About the Author

About the Contributors

Introduction

Acknowledgments

1 Philosophy of Technical Analysis

Introduction

Philosophy or Rationale

Technical versus Fundamental Forecasting

Analysis versus Timing

Flexibility and Adaptability of Technical Analysis

Technical Analysis Applied to Different Trading Mediums

Technical Analysis Applied to Different Time Dimensions

Economic Forecasting

Technician or Chartist?

A Brief Comparison of Technical Analysis in Stocks and Futures

Less Reliance on Market Averages and Indicators

Some Criticisms of the Technical Approach

Random Walk Theory

Universal Principles

2 Dow Theory

Introduction

Basic Tenets

The Use of Closing Prices and the Presence of Lines

Some Criticisms of Dow Theory

Stocks as Economic Indicators

Dow Theory Applied to Futures Trading

Conclusion

3 Chart Construction

Introduction

Types of Charts Available

Candlesticks

Arithmetic versus Logarithmic Scale

Construction of the Daily Bar Chart

Volume

Futures Open Interest

Weekly and Monthly Bar Charts

Conclusion

4 Basic Concepts of Trend

Definition of Trend

Trend Has Three Directions

Trend Has Three Classifications

Support and Resistance

Trendlines

The Fan Principle

The Importance of the Number Three

The Relative Steepness of the Trendline

The Channel Line

Percentage Retracements

Speed Resistance Lines

Gann and Fibonacci Fan Lines

Internal Trendlines

Reversal Days

Price Gaps

Conclusion

5 Major Reversal Patterns

Introduction

Price Patterns

Two Types of Patterns: Reversal and Continuation

The Head and Shoulders Reversal Pattern

The Importance of Volume

Finding a Price Objective

The Inverse Head and Shoulders

Complex Head and Shoulders Patterns

Triple Tops and Bottoms

Double Tops and Bottoms

Variations from the Ideal Pattern

Saucers and Spikes

Conclusion

6 Continuation Patterns

Introduction

Triangles

The Symmetrical Triangle

The Ascending Triangle

The Descending Triangle

The Broadening Formation

Flags and Pennants

The Wedge Formation

The Rectangle Formation

The Measured Move

The Continuation Head and Shoulders Pattern

Confirmation and Divergence

Conclusion

7 Volume and Open Interest

Introduction

Volume and Open Interest as Secondary Indicators

Interpretation of Volume for All Markets

Interpretation of Open Interest in Futures

Summary of Volume and Open Interest Rules

Blowoffs and Selling Climaxes

Commitments of Traders Report

Watch the Commercials

Net Trader Positions

Open Interest In Options

Put/Call Ratios

Combine Option Sentiment With Technicals

Conclusion

8 Long Term Charts

Introduction

The Importance of Longer Range Perspective

Construction of Continuation Charts for Futures

The Perpetual Contract™

Long Term Trends Dispute Randomness

Patterns on Charts: Weekly and Monthly Reversals

Long Term to Short Term Charts

Why Should Long Range Charts Be Adjusted for Inflation?

Long Term Charts Not Intended for Trading Purposes

Examples of Long Term Charts

9 Moving Averages

Introduction

The Moving Average: A Smoothing Device with a Time Lag

Moving Average Envelopes

Bollinger Bands

Using Bollinger Bands as Targets

Band Width Measures Volatility

Moving Averages Tied to Cycles

Fibonacci Numbers Used as Moving Averages

Moving Averages Applied to Long Term Charts

The Weekly Rule

To Optimize or Not

Summary

The Adaptive Moving Average

Alternatives to the Moving Average

10 Oscillators and Contrary Opinion

Introduction

Oscillator Usage in Conjunction with Trend

Measuring Momentum

Measuring Rate of Change (ROC)

Constructing an Oscillator Using Two Moving Averages

Commodity Channel Index

The Relative Strength Index (RSI)

Using the 70 and 30 Lines to Generate Signals

Stochastics (K%D)

Larry Williams %R

The Importance of Trend

When Oscillators are Most Useful

Moving Average Convergence/Divergence (MACD)

MACD Histogram

Combine Weeklies and Dailies

The Principle of Contrary Opinion in Futures

Investor Sentiment Readings

Investors Intelligence Numbers

11 Point and Figure Charting

Introduction

The Point and Figure Versus the Bar Chart

Construction of the Intraday Point and Figure Chart

The Horizontal Count

Price Patterns

3 Box Reversal Point and Figure Charting

Construction of the 3 Point Reversal Chart

The Drawing of Trendlines

Measuring Techniques

Trading Tactics

Advantages of Point and Figure Charts

P&F Technical Indicators

Computerized P&F Charting

P&F Moving Averages

Conclusion

12 Japanese Candlesticks

Introduction

Candlestick Charting

Basic Candlesticks

Candle Pattern Analysis

Filtered Candle Patterns

Conclusion

Candle Patterns

13 Elliott Wave Theory

Historical Background

Basic Tenets of the Elliott Wave Principle

Connection Between Elliott Wave and Dow Theory

Corrective Waves

The Rule of Alternation

Channeling

Wave 4 as a Support Area

Fibonacci Numbers as the Basis of the Wave Principle

Fibonacci Ratios and Retracements

Fibonacci Time Targets

Combining All Three Aspects of Wave Theory

Elliott Wave Applied to Stocks Versus Commodities

Summary and Conclusions

Reference Material

14 Time Cycles

Introduction

Cycles

How Cyclic Concepts Help Explain Charting Techniques

Dominant Cycles

Combining Cycle Lengths

The Importance of Trend

Left and Right Translation

How to Isolate Cycles

Seasonal Cycles

Stock Market Cycles

The January Barometer

The Presidential Cycle

Combining Cycles with Other Technical Tools

Maximum Entropy Spectral Analysis

Cycle Reading and Software

15 Computers and Trading Systems

Introduction

Some Computer Needs

Grouping Tools and Indicators

Using the Tools and Indicators

Welles Wilder’s Parabolic and Directional Movement Systems

Pros and Cons of System Trading

Need Expert Help?

Test Systems or Create Your Own

Conclusion

16 Money Management and Trading Tactics

Introduction

The Three Elements of Successful Trading

Money Management

Reward to Risk Ratios

Trading Multiple Positions: Trending versus Trading Units

What to Do After Periods of Success and Adversity

Trading Tactics

Combining Technical Factors and Money Management

Types of Trading Orders

From Daily Charts to Intraday Price Charts

The Use of Intraday Pivot Points

Summary of Money Management and Trading Guidelines

Application to Stocks

Asset Allocation

Managed Accounts and Mutual Funds

Market Profile

17 The Link Between Stocks and Futures: Intermarket Analysis

Intermarket Analysis

Program Trading: The Ultimate Link

The Link Between Bonds and Stocks

The Link Between Bonds and Commodities

The Link Between Commodities and the Dollar

Stock Sectors and Industry Groups

The Dollar and Large Caps

Intermarket Analysis and Mutual Funds

Relative Strength Analysis

Relative Strength and Sectors

Relative Strength and Individual Stocks

Top-Down Market Approach

Deflation Scenario

Intermarket Correlation

Intermarket Neural Network Software

Conclusion

18 Stock Market Indicators

Measuring Market Breadth

Sample Data

Comparing Market Averages

The Advance-Decline Line

AD Divergence

Daily Versus Weekly AD Lines

Variations in AD Line

McClellan Oscillator

McClellan Summation Index

New Highs Versus New Lows

New High-New Low Index

Upside Versus Downside Volume

The Arms Index

TRIN Versus TICK

Smoothing the Arms Index

Open Arms

Equivolume Charting

Candlepower

Comparing Market Averages

Conclusion

19 Pulling It All Together—A Checklist

Technical Checklist

How to Coordinate Technical and Fundamental Analysis

Chartered Market Technician (CMT)

Market Technicians Association (MTA)

The Global Reach of Technical Analysis

Technical Analysis by Any Name

Federal Reserve Finally Approves

Conclusion

A Advanced Technical Indicators

Demand Index (DI)

Herrick Payoff Index (HPI)

Starc Bands and Keltner Channels

Formula for Demand Index

B Market Profile

Introduction

Market Profile Graphic

Market Structure

Market Profile Organizing Principles

Range Development and Profile Patterns

Tracking Longer Term Market Activity

Conclusion

C The Essentials of Building a Trading System

5-Step Plan

Step 1: Start with a Concept (an Idea)

Step 2: Turn Your Idea into a Set of Objective Rules

Step 3: Visually Check It Out on the Charts

Step 4: Formally Test It with a Computer

Step 5: Evaluate Results

Money Management

Conclusion

D Continuous Futures Contracts

Nearest Contract

Next Contract

Gann Contract

Continuous Contracts

Constant Forward Continuous Contracts

Glossary

Selected Bibliography

Selected Resources

Index