Professional Stock Trading System Design and Automation phần 2 potx

... into the stock price. So, if Stock A has an ATR of two and a price of 50, and Stock B has an ATR of two and a price of 40, then Stock A has a Volatility Percentage (VP) of 2 / 50 = 4%, and Stock ... both Stock A and Stock B are calculated from Data3 and Data4, respectively. The two stocks are then correlated, and the system can calculate the Spread Bands for th...

Ngày tải lên: 10/08/2014, 07:21

... same (0.1 025 ). Figure 2. 5. THQIncorporated-Activision Pair Tables 2. 6 and 2. 7 show the results of trading both legs of the ATVI-THQI pair from November 6 th , 20 00 through March 22 nd, 20 02. The ... as shown in Table 2. 4 and the other configured as shown in Table 2. 5. Table 2. 4. Pair Configuration for Chart Window 1 Datal Data2 Data3 Data4 Data5 Stock A Stock B S...

Ngày tải lên: 10/08/2014, 07:21

... 22 7 11.1.5 Pair Trading 22 8 11.1.6 Range Trading 22 8 11.1.7 Pattern Trading 22 9 11.1.8 Volatility Trading 22 9 11.1.9 Float Trading 23 0 11 .2 Compilation 23 0 11 .2. 1 Creating an Archive 23 0 11 .2. 2 ... November 12, 20 01 Figure 10.16. Ciena: February 5, 20 02 Figure 10.17. M Tops with Bollinger Bands Figure 10.18. W Bottom with Bollinger Bands. Figure 10.19. Cep...

Ngày tải lên: 10/08/2014, 07:21

... Range 7 .2. 1 Inside Day 2 (ID2) The Inside Day 2 pattern (ID2) is two consecutive Inside Days (ID) 2 , as shown in Figure 7 .2. It is the same as Cooper's Boomer pattern [4]. 124 6 Volatility Trading The ... 7.4. NR2 5 Example 140 7 Range Trading 7.3 Range Trading System (Acme N) 141 7.3 Range Trading System (Acme N) With all of the patterns defined, we can now impl...

Ngày tải lên: 10/08/2014, 07:21

... account $0.00 ( $29 ,741.00) 53.45% 27 ( $2, 455.00) ($1,101. 52) $419 .28 5 2 4 ,20 0 29 3 .24 % 174 8 Market Models Table 8.9. Performance (20 ) - Acme Market Strategy $SPX-Weekly (11 /29 /1985-3/1 /20 02) Total ... QQQ and SPY. - Acme M System - Acme N System - Acme R System - Acme V System Figure 8.1 shows a chart of the Nasdaq-100 Series Trust (QQQ:Amex) with the Acme S...

Ngày tải lên: 10/08/2014, 07:21

... Characteristics Symbol csco MSFT VRSN NVDA MERQ. HOTT PNRA Market Makers 106 88 77 68 63 42 31 ADV (millions) 79.39 27 . 42 18.79 9. 72 2.90 0.39 0 .28 Float (millions) 7180.0 4510.0 195.9 108.4 77.6 30 .2 12. 3 ATR 0.80 1.89 1.98 2. 82 2 .29 0. 92 2.44 Spread .01 .01 . 02 .06 .06 .10 .30 VP 5.71 3.63 11.00 8.06 6.36 4.00 3.75 ADV Float 1.11 0.61 9.59 8.97 3.74 1 .29 2. 28 10 .2....

Ngày tải lên: 10/08/2014, 07:21

... the following day trading techniques: - Gap Trading - Continuation Trading - Block Trading - Spread Trading 24 2 11 Source Code Acme Float Channel Indicator 11.4 Source Code 24 3 23 0 11 Source Code 11.1.9 ... archive file can now be distributed and imported into both TradeStation 20 00i and TradeStation 6. 21 6 10 Day Trading 10.4 The Trading Day The stock market is...

Ngày tải lên: 10/08/2014, 07:21

... Exit V Acme N System 11.4 Source Code 26 3 25 4 11 Source Code 11.4 Source Code 25 5 Acme Market Patterns 27 2 11 Source Code 11.4 Source Code 27 3 25 6 11 Source Code 11.4 Source Code 25 7 24 6 11 Source ... Source Code 25 9 Acme Market System Signal 27 4 11 Source Code 11.4 Source Code 27 5 24 4 11 Source Code 11.4 Source Code 24 5 Acme Float Percent 26 4 11 Source Code...

Ngày tải lên: 10/08/2014, 07:21

... 74 Siebel Systems • 58 Signal Acme F System • 23 8 Acme M System • 24 8 Acme Market System • 25 9 Acme N System • 26 2 Acme P System • 26 6 Acme R System • 26 8 Acme Trade Manager • 27 2 Acme V System • 27 7 signal ... • 23 4, 28 4 AcmeGetFloatBars • 28 5 AcmeGetShares • 28 6 AcmeHarami • 28 7 AcmeHighLowIndex • 28 8 AcmeHook • 28 9 AcmeInsideDay2 • 28 9 Acmelnsi...

Ngày tải lên: 10/08/2014, 07:21

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Ngày tải lên: 20/06/2014, 18:20