COPYRIGHTED MATERIAL. Index. P1: OTA/XYZ P2: ABC JWBT458-bind JWBT458-Coles March 11, :8 Printer Name: Yet to Come

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1 Index Accelerated trends, , 188 Accumulation/distribution line, 372 Active boundaries, Arms, Richard W., 32, 219. See also Price projection; Volume Leads to Volume principle; Volume Periodicity Band analysis, Bands, trading, 348, 361 Bar counting, 156 Base breakouts, Bavarian deer herd phenomenon, Behavioral economics, Bollinger Bands, 361 Breakout strategies, Briese, Stephen, 304, 307, 314. See also COT Index; COT Movement Index Calibrated curves, , Calling bottoms, Camarilla equation, Candlestick displays, Candlevolume displays, 34 35, Cash FX markets, cash FX tick data vs. futures volume data, daily/weekly, MIDAS S/R curves, , options for higher timeframe charts, replacing with futures markets or currency ETFs/ETNs, TB-F curves, , Channels, 348. See also MIDAS Displacement Channel (MDC); Price channels Cheng, Grace, 307 Commercial net positioning as a percentage of total open interest, Commercials, 306 Commercial vs. noncommercial positioning data, Commitments of Traders (COT) report. See COT (Commitments of Traders) report Commodity Futures Trading Commission (CFTC), Composite COT, Consolidations, 188, Contrarian plays, Contrarian trading, 153 Conventional trend lines, Correlation analysis, COT (Commitments of Traders) report, Composite COT, Disaggregated COT, 303 indicators of Larry Williams, 315 indicators of Stephen Briese, Legacy COT, overview, timing, and MIDAS, total open interest, COT Index: Saettele, Williams/Briese, , COT Movement Index, 316, 323, 325 Day trading: MIDAS as standalone system, MIDAS with other technical indicators, (see also specific indicators) multimarket day trading system, overview, summary, trend lengths and chart timeframes, Dead cat bounce, DeMark, Tom, 155. See also TD Sequential analysis Demographic analysis, Dent, Harry, 209, 215 Detrended MIDAS Curves, Dipper setup, 377 COPYRIGHTED MATERIAL 435

2 436 Index Disaggregated COT (Commitments of Traders) report, 303 Displacement, of MIDAS S/R curves, See also MIDAS Displacement Channel (MDC) Distortions, 4 5 DIST ratio, 383, Do Loops, Down gap start point, Downtrends: from trading range, Efficient Market Hypothesis (EMH), Elder, Alexander, 29, 269. See also Triple Screen Trading System Elliott Wave (EW) Oscillator, Elliott Wave Theory, 83 86, End-of-trend analysis, 155 English, Bob, 8, 367, Active Boundaries and Reverse VWAP, Detrended MIDAS Curves, MIDAS Average Curves and Delta Curves, use of volume charts, Entry setups, Entry signal, 22 23, 71 Envelopes, 348, 361 EquiVolume charting, 32 35, , Exchange traded funds (ETFs): and cash FX markets, with MIDAS S/R curves, Fibonacci retracement, 85, 87 88, m to 60m trend on 1m chart, Flash Crash of 2010, 4 Flip in market positioning, 326 Float Analysis, Foothill pattern, 40 41, 377 Foreign Exchange markets. See Cash FX markets Formulas, MIDAS SR curves, 9 14 Fractal Dimension Index (FDI), 18, Fractal market analysis, 13 20, Futures markets, See also Open interest FX markets. See Cash FX markets FXMarket Space, 270 Growth booms, Guaranteed VWAP executions, 5 Haggerty, Kevin, 8 Hierarchy of MIDAS Curves, Highest R/lowest S start point, Historical data/analysis, , Hurst, H.E., Hurst exponent, 14 17, 26 Inflation adjustment, Initial Public Offering (IPO) start point, Intermediate-term trend, Interpolation, Intraday Intensity Index, 372 Launch points, Left Side start point, Legacy COT report: key players in, trader categories, Levine, Paul: insights governing MIDAS methodology, 126 philosophy of price movement, 9 14 on price porosity, 331 reasons for VWAP formula modification, 11 Levitation. See Price suspension Lien, Kathy, 307, 313 Long-term timeframes, demographic analysis in, historical data/analysis, , inflation adjustment with, volume data with, MACD-OBV, 387 Mandelbrot, Benoit, Market filter, Market indices: with TB-F curves, use of MIDAS S/R curves with, Market Profile, Maturity booms, Mean reversion, Metastock: codes for the Standard MIDAS S/R, and MIDAS Standard Deviation Bands (MDSBs), 260 MIDAS: conflation with VWAP techniques, 8 9 differentiation from VWAP, 9 14 five basic tenets of, 345 and fractal market analysis, as standalone trading system, MIDAS Average Curve (MAC),

3 Index 437 MIDAS Delta Curve (MDC), MIDAS Displacement Channel (MDC), applying to sideways markets, compared to MIDAS Standard Deviation Bands (MSDBs), compared to other boundary indicators, 356 comparison to moving average (MA) envelope, forecasting implications, methodology, 349 for price porosity and suspension problems, 341 and TB-F curves, 356 trading implications of, 349 used to create a reliable trending price channel, MIDAS S/R curves: and On Balance Volume (OBV), (see also On Balance Volume (OBV)) base breakouts, basic behavior of, calling bottoms, capturing high/low of the day, cash FX tick data vs. futures volume data, contrarian plays with, and conventional trend lines, daily/weekly cash FX markets, for day trading (see Day trading) demographic analysis and, detrended curves, displacement of, down gap/dead cat bounce, Elliott Wave Theory, for entry setups and triggers, and equivolume charting, with ETFs, and Fibonacci retracement, 85, 87 88, foothill pattern, 40 41, 377 formula, 9 14 and Fractal market analysis, 13 20, hierarchy of, highest R/lowest S start point, historical data/analysis, , IPO start point, Left Side start point, with long-term timeframes, with market indices, and Market Profile, and mean reversion in sideways markets, Metastock codes, with moving averages, nominal, with open interest, (see also Open interest) and pivot point techniques, porosity in, prices used, 35 ratio analysis, real-time fractal dimension and, Rg curve, rules for price/volume trend relationships, special start points, Standard/calibrated, and starting points, supplementary displacement, support becoming resistance/resistance becoming support, TB-F curves (see TB-F curves) and TD Sequential analysis, timeframes of launch points, tracking trends with, trading range turning into downtrend, trend following, uptrend vs. trading range, use of multiple, use with other technical indicators, and volume-based oscillators, volume-free, , and volume/momentum indicators, where to launch, MIDAS Standard Deviation Bands (MSDBs), 356, adjustment for shorter timeframe analysis, 363 alternatives to standard deviation, compared to MIDAS Displacement Channel (MDC), evolution from VWAP deviation bands, and narrowing volatility, porosity and suspension and, 361 setting price targets, 369 in sideways markets, trading with, in uptrends and downtrends, MIDAS Topfinder/bottomfinder indicator. See TB-F curves Momentum indicators,

4 438 Index Momentum trading. See Trend following Moving average (MA) envelopes, , 361 Moving averages, Multimarket day trading system, Multiple pullbacks, Multiple trend and timeframe analysis, Murphy, John, 156, 157, 298 Nested TB-F curves, Net positioning data, , commercial net positioning as a percentage of total open interest, commercial vs. noncommercial, Composite COT, COT movement index, 316, 323 and negative numbers, 311, 312, 319, WILLCO, 316, Nominal curves, Nominal-On Balance Volume Curves (N-OBVs), 371, chart illustrations, the dipper setup, 377 Noncommercials, 307 Nonreportables, On Balance Volume (OBV), See also Nominal-On Balance Volume Curves (N-OBVs); Volume-On Balance Volume Curves (V-OBVs) MACD-OBV, 387 overview, Stoch-OBV, with TB-F curves, One-to-two-day trend on 15m charts, Open interest, changes in, explained, choosing appropriate category, 307 commercial vs. noncommercial positioning data, Commitments of Traders (COT) report, MIDAS S/R curves with, orthodox interpretation of, 299 overview, rule for, 301 total open interest, Overhead Consolidation, 188 Panini, Rada, 18 Peters, Edgar, Pivot point techniques, Camarilla equation, trading floor pivots, Porosity. See Price porosity Price channels, 348, 361 Price envelopes, 348, 361 Price manipulation, 4 5 Price porosity, , calibrated curves, cause of, choice of launch point, high/low option, and MIDAS Displacement Channel (MDC), 341, with MIDAS Standard Deviation Bands (MDSBs), 361 Paul Levine on, 331 solutions for, spread monitoring, switching to higher timeframe charts, and volume-trend relationships, Price projection, Price suspension, calibrated curves, cause of, high/low option, and MIDAS Displacement Channel (MDC), 341 with MIDAS Standard Deviation Bands (MDSBs), 361 spread monitoring, Price-volume trend relationships: four rules for use in plotting MIDAS Curves, and price porosity and suspension problems, Primary-term trend, Prior directional price bias, Profit-taking exits, 25 Protective stop, 23, 72 Pullbacks, multiple, Quinn, Edward S., 32 Rangebound strategies, Ratio analysis, Real-time fractal dimension, Re-entry strategy, Relative strength, Rescaled/Range (R/S) analysis, 14 15

5 Index 439 Reverse VWAP, Rg curve, Rohwedder, Cecilie, 214 Rules for price/volume trend relationships, Saettele, Jamie, 307, 310, 317 Saupe, Dietmar, 16 Secular-term trend, Setup conditions, 22, 71 Shiller, Robert, 209, 217 Short-term trend, 62, Sideways markets, applying MIDAS Displacement Channel (MDC) to, MIDAS Standard Deviation Bands (MSDBs) in, Signals over timeframe of interest, 25 Simple moving average (SMA), Spending Wave, Spread monitoring, Standard curves, 257, See also MIDAS S/R curves Standard deviation, See also MIDAS Standard Deviation Bands (MSDBs) Standard Deviation Bands. See MIDAS Standard Deviation Bands (MSDBs) Standard Error Bands, 361 Starting Point Ambiguity, Starting point meaning, 405 Steenbarger, Brett, 8 Stochastic indicators, Stoch-OBV, and total open interest, Stop loss, 23 Supplementary displacement, Suspension. See Price suspension Swenlin, Carl, 186 TB-F curves, , accelerated price trend in relation to algorithm, accelerated trends, and On Balance Volume (OBV), basic program, 162 in Candlestick charts, in Candlevolume charts, cash FX tick data vs. futures volume data, compared to original MIDAS formula, compared to price projection, , completing before end of trend, in contrarian trading, 153 daily/weekly cash FX markets, and different timeframes, discovery process of, Do Loops, and Elliott Wave (EW) Oscillator, end of, engineering aspects of, in Equivolume charts, and Fibonacci retracement, fitting D to pullback, fitting to multiple pullbacks, and Fractal Dimension Index (FDI), getting into trend with, implications of working with, interpolation, launching, , 136 with market indices, and MIDAS Displacement Channel (MDC), 356 nested, overrunnning the trend, overview, 125, parabolic nature of e, problems with bottomfinders, programming, quantitative features of algorithm, relation of D to e in algorithm, role of D in formula, and the simple moving average (SMA), Starting Point Ambiguity, and TD Sequential analysis, and total open interest, Tradestation codes for, trading with, 150 uniqueness of, using, volume-free, and volume/momentum indicators, with WILLCO, TD Sequential analysis, Timeframes: trend relationships between, Triple Screen Trading System, Topfinder/bottomfinder indicator. See TB-F curves Total open interest,

6 440 Index Trade equity timing, Trade management options, Tradestation codes for the TB-F, Trading bands, 348 Trading floor pivots, Trading range: distinguishing from uptrend, turning into downtrend, Trading system: components of, defined, 20 need for more than one, 25 Trend following: 13 steps for, analysis, example, Trend lines, conventional, Trend tracking, Triggers, Triple-nesting, Triple Screen Trading System, Two- to six-hour trend on 5m or 3m/2m charts, Upperman, Floyd, 314, 317 Uptrends, distinguishing from trading range, Volume. See also Price-volume trend relationships equivolume charting, MIDAS S/R curves, , TB-F curves, and TB-F curves, Volume-based oscillators, Volume charts, Volume data: and ETFs, with long-term timeframes, MIDAS S/R curves without, validity of, Volume indicators, Volume Leads to Volume principle, See also Volume Periodicity Volume-On Balance Volume Curves (V-OBVs), 371, Volume Periodicity, , 249 Volume reporting, Volume trends. See Price-volume trend relationships Volume Weighted Average Price (VWAP): conflation with MIDAS curves, 8 9 differentiation from MIDAS curves, 9 14 guaranteed VWAP executions, 5 initial motivations for, 4 5 standard calculations, 5 8 standard deviation bands, support/resistance curve placement, trading applications of, 8 9 Volume Weighted Moving Average (VWMA), 405 WILLCO (Williams Commercial Index), 316, Williams, Larry, 298, 308, , 314. See also WILLCO (Williams Commercial Index) Woods, Steve, 22. See also Float Analysis

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COPYRIGHTED MATERIAL. Index

COPYRIGHTED MATERIAL. Index Index A Active angles, 38 Active degrees, 38 Analysis paralysis, 155 Angle charts, 43, 46. See also Gann angle charts Angles, 29. See also specific types Anniversary dates, 31 32, 210 216 Astrology. See