Stages in finishing:

Volume 1 - stad01.pdf

All strategies summarized

Contents

• Introduction
  • Contents at a glance
  • Is this a beginner's book?
  • Additional Educational Services
    • Video Course ... 2
    • Workshops ... 3
    • EasyLanguage Resource Center ... 3
  • Join the Club
  • Getting Started
• Chapter 1: General System Development Concepts
  • Select your Market and System Type
    • Trending Market
    • Directionless Market
    • Volatile Market
  • Select your time frame
    • Daily Charts
    • Weekly Charts
    • Intra-Day Charts
  • Tips for defining your trading rules
    • TradeStation Basics
• Chapter 2: Trending Systems
  • Trending Systems
  • Moving Average Crossover
    • Defining your Trading Rules
    • Designing & Formatting
    • Testing & Improving
  • Moving Average Convergence Divergence (MACD) Breakout
  • Trend Line Automatic
  • Trend Follower
• Chapter 3: Support & Resistance Systems
  • Spread
  • Support and Resistance Levels
• Chapter 4: Volatility Breakout Systems
  • Pivot Points
  • Pivot POints intra-day
  • Channel Breakout
  • Volatility Expansion (VolEx)
• Index

Easylanguage

STAD01.ELA

• indicator: ORSL: MACD Breakout, ORSL: Mov Average CO, ORSL: Pivots ID, ORSL: Pivots, ORSL: Spread, ORSL: Trend Follower
• strategy: SL: Channel Breakout, SL: MACD Breakout, SL: Pivots ID, SL: Pivots, SL: Spread, SL: Trend Follower, SL: Trend Lines Auto, SL: Volatility Ex, SL:Mov Avg Crossover, SL:SupportResistance

STAD01.ELS

• Indicator: ORSL: MACD Breakout, ORSL: Mov Average CO, ORSL: Pivots ID, ORSL: Pivots, ORSL: Spread, ORSL: Trend Follower
• Strategy: SL: Channel Breakout, SL: MACD Breakout, SL: Pivots ID, SL: Pivots, SL: Spread, SL: Trend Follower, SL: Trend Lines Auto, SL: Volatility Ex, SL:Mov Avg Crossover, SL:SupportResistance
• Strategy Group: SL: Trend Lines Auto

Volume 2 - stad02.pdf

The systems presented in this volume incorporate popular concepts such as the Head and Shoulders pattern, price and volume relationships, Bollinger Bands, and ADX. As in the first volume, we identify the most common problems with these types of systems and provide techniques to overcome them as well as present different ways of using them. By reviewing and testing these 10 systems, you'll be able to understand these techniques and use them, or a variation of them, in your own systems.

Contents

• Introduction
• Chapter 1: General System Development Concepts
  • Adapted from book by Charlie Wright, Trading as a business - definitive book on system testing and development
  • Developing your entry & exit rules
    • Indicators by themselves may not work, They may only be half the puzzle, the setup part. Also needed is an entry.
    • "Any indicator can be made into a profitable system"
  • The magic of setup and entry
    • Setup - Conditions necessary prior to considering to take a trade. Indicators used to say 'get ready to buy or sell'
    • Examples of Setups for Various Kinds of Trading Systems
    • Entry - Signal that causes the market to be entered

    • Entry rules 1. Prices should confirm the direction indicated by the Setup before a taking a position. 2. The Entry should guarantee that a system will capture every price move for which it is designed.

    • Examples of buy entries
  • Understanding different order types
    • Market orders - commonly placed for entry on open of the day, or close of the day
      • OK for Rule #2, but needs extra condition to comply with entry rule #1
    • Stop Close Only Orders - market has to close above selected price
    • Stop Orders - market must pass through the selected price
    • Limit Orders - opposite of stop orders, for the situation where prices are going in the opposite direction
      • violate entry rule 1 & 2
  • Evaluating each component
    • Important to use entries and setups together
    • Can also evaluate the profitability of entries separate from the setups, together they should perform better than separately
  • Summary

    • Aim with the setup Pull the trigger with the entry

• Chapter 2: Trending Systems
  • ADX Differential
  • Head and Shoulders
  • On Balance Volume: New Highs, New Lows
• Chapter 3: Support and Resistance Systems
  • Advance Decline Divergence
  • Stochastics
  • CCI Bollinger Bands - Overbought and Oversold
• Chapter 4: Volatility Systems
  • Percent Change Channel
  • Bull Beater
  • Opening Gap
  • Determining Short-Term Market Outlook
• Appendix A: Feedback on Volume 1
  • General COmments
  • Moving Average Crossover Systems
  • Trend Line Automatic System
    • The Problem
    • Analysis and Correction

Volume 3 - stad03.pdf

The systems presented in this volume incorporate popular concepts such as Bollinger Bands, volatility, key reversals, DMI and variable zones. We identify the most common problems with these types of systems and provide techniques to overcome them as well as present different ways of using them.

Contents

• Introduction
• Chapter 1: General System Development Concepts
  • Understanding the System Report
  • Using the System Equity Curve
  • Using Portfolio Maximizer for TradeStation
• Chapter 2: Trending Systems
  • Buy Dips/Sell Rallies
  • Bullish & Bearish Engulfing Patterns
  • Open - Close Histogram
• Chapter 3: Support & Resistance Systems
  • Bollinger Bands
  • On Balance True Range
  • Micro-M & Micro-W Formations
  • Variable Zones
• Chapter 4: Volatility Systems
  • Inside Day Breakout Failure
  • Standard Deviation - Volatility
  • Volatility Clusters
• Appendix A: Volume In Review
  • General Comments
  • General Feedback
  • Opening Gap System

Volume 4 - stad04.pdf

The systems in Volume 4 incorporate popular concepts such as exponential moving averages, momentum retracement, price distribution, and more.

Contents

• Introduction
• Chapter 1: General System Development Concepts
  • What is Optimization
  • What can be optimized?
  • Determining the number of tests
  • Choosing the criteria for best result
  • Avoiding the Over-Optimization Trap
• Chapter 2: Trending Systems
  • Directional Movement Index System
  • Keltner Channel System
  • Linear Regression & Momentum System
  • Herrick Payoff Index & Channel Breakout on Close System
  • Consecutive Close System
  • The Momentum-retracement system
  • Three exponential moving average crossover system
  • Investing a fixed dollar amount
• Chapter 3: Support & Resistance Systems
  • Spread System: Beta Up
  • Spread System: Beta Down
• Chapter 4: Volatility Breakout System
  • Displaced Moving Average & Volume System
  • Price Distribution System
  • Additional Formulas

Volume 5 - stad05.pdf

The systems in Volume 5 incorporate popular concepts such as exponential moving averages, intermarket analysis, displaced indicators, and Fibonacci ratios

Contents

• Introduction
• Chapter 1: General System Development Concepts
  • Your trading objectives
  • The character of the market
  • The analysis you have in mind
    • Bar assumptions & bouncing ticks
• Chapter 2: Trending Systems
  • Currency/Bond System
  • Intermarket I System
  • Intermarket II System
• Chapter 3: Support & Resistance Systems
  • Fibonacci .382 Retracement System
  • High/Low Oscillator System
  • Stochastic Overbought/Oversold System
  • Pivot Point Support & Resistance System
• Chapter 4: Volatility Breakout Systems
  • Currency Four-Day System
  • Channel Breakout with Pullback System
  • Displaced Standard Deviation Bands System
• Appendix A: Volume In Review
  • ADX-DMI System
  • ADX-DMI System
  • Momentum Retracement

Volume 6 - stad06.pdf

Contents

• Introduction
• Chapter 1: General System Development Concepts
  • Benefits - Five major benefits of systematic trading
  • Getting ideas for systems - Five great sources of ideas for development systematic trading systems
  • How to develop a systematic trading system
• Chapter 2: Trending Systems
  • Accumulation Swing Index System
  • ADX & Moving-Average Channel System
  • Displaced Moving-Average Channel & Range Leaders System
  • Four sets of moving averages crossover system
• Chapter 3: Support and resistance systems
  • Commododity channel index average system
  • Minor reaction/trend resumption
• Chapter 4: Volatility breakout systems
  • First pullback system
  • Parabolic & Volume system
  • Volume-weighted momentum system
• Chapter 5: Learning more about system trading & development
  • Universalization = a modified approach
• Appendix A: Volume In Review

Volume 7 - stad07.pdf

Contents

• Introduction
• Chapter 1: General System Development Concepts
  • Don't Neglect your stops
• Chapter 2: Trending Systems
  • Dow Theory
  • Derivative Moving Average
• Chapter 3: Support and Resistance Systems
  • Short term support/resistance system
  • Moving Average support/resistance
  • Intraday breakout system
  • Intermarket S&P/Bonds/Bills
  • Fibonacci Retracement System
• Chapter 4: Volatility Breakout Systems
  • S&P 500 Implied Volatility System
  • Trading Range Breakout
• Chapter 5: SystemBuilder: A New Era in System Development
• Appendix A: Volume In Review

Volume 8 - stad08.pdf

Contents

• Introduction
• Chapter 1: SystemBuilder: A New Approach To System Development and Testing
• Chapter 2: Escalator Trading System
• Chapter 3: New Forecasting Possibilities in TradeStation 2000i
• Chapter 4: Jack-in-the-box System
• Chapter 5: ActivityBar Price Distribution System
• Chapter 6: Fixed Ratio Money Management by Ryan Jones
• Chapter 7: Ryan's Hope Trading System
• Chapter 8: Stampede Trading System
• Chapter 9: Common Exits
• Appendix A: Volume In Review

Volume 9 - stad09.pdf

Contents

• Introduction
• Chapter 1: Double your fun
• Chapter 2: Luxor
• Chapter 3: No Hurry
• Chapter 4: OBV Revisited
• Chapter 5: Red Rover, Red Rover
• Chapter 6: Skinny Dipper
• Chapter 7: International Index Composite System
• Chapter 8: Swinger
• Chapter 9: Traffic Jam
• Chapter 10: RadarScreen 2000i Indicator
• Appendix A: Common Exits
• Appendex B: Volume in Review

Volume 10 - stad10.pdf

Contents

• Introduction
• Chapter 1: JK Monday We Trade
• Chapter 2: The Serendipity Entry Trigger, by Chuck LeBeau
• Chapter 3: Serendipity System
• Chapter 4: Eight Ball
• Chapter 5: Measuring & Comparing Performance
• Chapter 6: Going in Style
• Chapter 7: Who's Minding the Store
• Chapter 8: Gemini
• Chapter 9: The Reference Deviation System, by William Brower, CTa
• Chapter 10: Superman
• Appendix A: Common Exits
• Appendix B: Volume In Review

Volume 11 - stad11.pdf

Contents

• Introduction
• Chapter 1: High Five
• Chapter 2: Hit the Bull's Eye
• Chapter 3: MISER (Murray's Intermarket Strategy Revisited)
• Chapter 4: Two Favorite Exit Strategies
• Chapter 5: JK Night Train
• Chapter 6: The Symmetrical Triangle Strategy
• Chapter 7: Making the Most of Your Strategy Performance Reports
• Chapter 8: TrendScore
• Chapter 9: Triple Play
• Chapter 10: Win One for the Gapper
• appendix A: Common Exits
• Appendix B: Volume In Review

Volume 12 - stad12.pdf

Contents

• Introduction
• Chapter 1: First Prize
• Chapter 2: In The Zone
• Chapter 3: Jailbreak
• Chapter 4: LR Crossing by Julio Zayas
• Chapter 6: Not that Way, the Other Way
• Chapter 7: Springs & Upthrusts
• Chapter 8: Three Musketeers
• Chapter 9: Tigers in the Mist #2
• Chapter 10: Trendiness in the Futures Markets
• Appendix A: Common Exits
• Appendix B: Volume In Review

Volume 13 - stad13.pdf

Strategies Revisited: Looking Back at Volumes 1-12

Contents

• INTRODUCTION
• SECTION 1: Articles
  • CHAPTER 1 Understanding the Basics of Strategy Trading
  • CHAPTER 2 Optimizing Your Trading Strategies
  • CHAPTER 3 Making The Most of Your Strategy Performance Reports
• SECTION 2: Trending Strategies
  • CHAPTER 4 Open-Close Histogram
  • CHAPTER 5 DMA and Range Leaders
  • CHAPTER 6 Linear Regression and Momentum
  • CHAPTER 7 LUXOR
  • CHAPTER 8 Currency/Bonds/Dollar Index Strategy
  • CHAPTER 9 Momentum Retracement
• SECTION 3: Countertrend Strategies
  • CHAPTER 10 Advance-Decline Divergence
  • CHAPTER 11 Triple Play
• SECTION 4: Event Strategies
  • CHAPTER 12 VolEx
  • CHAPTER 13 Volatility Clusters
• APPENDIX A Common Stops
• APPENDIX B: Volume In Review
• INDEX

--------------------------------

Strategy System Types:

• Trending Systems
• Support and Resistance Systems
• Volatility Systems
• Volatility Breakout Systems
• Countertrend
• Event Systems
• Stats - strategy to gather statistics

Index for Volume 1 to 1:

Arrays ..............................................................................1-24, 1-32

Channel Breakout System .....................................................1-70
Charts daily ..................................................................................1-9
Charts intra-day ...........................................................................1-9
Charts weekly ..............................................................................1-9
Counters ................................................................................1-17

Daily Charts .............................................................................1-9
Defining your Trading Rules tips ....................................................................................1-9
Directionless Market ...............................................................1-7
Drawing Trend Lines ............................................................1-55

General System Development Concepts .................................1-5

Intra-Day Charts ......................................................................1-9

Market Type directionless .....................................................................1-7
Market Type selecting ...........................................................................1-6
Market Type trending ............................................................................1-6
Market Type volatile ..............................................................................1-8
Moving Average Convergence Divergence Breakout ..........1-21
Moving Average Crossover System ......................................1-12

Pivot Points Intra-Day System .............................................. 1-65
Pivot Points System ............................................................... 1-60

Selecting market type .......................................................................1-6
Selecting system type .......................................................................1-6
Selecting time frame ........................................................................1-9
Spread System ....................................................................... 1-44
Support & Resistance System .................................................1-8
Support and Resistance Levels System ................................. 1-49
Swing Highs .......................................................................... 1-50
Swing Lows ........................................................................... 1-50
System Development Concepts ...............................................1-5
System Type selecting ...........................................................................1-6
System Type support & resistance .........................................................1-8
System Type trending ............................................................................1-6
System Type volatility expansion system ..............................................1-8
Systems - channel breakout ............................................................ 1-70
Systems - MACD Breakout ............................................................ 1-21
Systems - moving average crossover .............................................. 1-12
Systems - pivot points ..................................................................... 1-60
Systems - pivot points intra-day ..................................................... 1-65
Systems - spread ............................................................................. 1-44
Systems - support and resistance levels .......................................... 1-49
Systems - trend follower ................................................................. 1-35
Systems - trend line automatic ........................................................ 1-28
Systems - volatility expansion ........................................................ 1-76

Time Frame daily charts .......................................................................1-9
Time Frame intra-day charts .................................................................1-9
Time Frame selecting ...........................................................................1-9
Time Frame weekly charts ....................................................................1-9

Tips for Defining your Trading Rules .....................................1-9
Trend Follower System .........................................................1-35
Trend Line Automatic System ...............................................1-28
Trend Lines - drawing ...........................................................................1-55
Trending Market ......................................................................1-6
Trending Systems ....................................................................1-6

Volatile Market ........................................................................1-8
Volatility Expansion System .............................................1-8, 1-76
VolEx System ........................................................................1-76

Weekly Charts .........................................................................1-9

----------------
Volume 2

Advance Decline Divergence System ...................................2-36
ADX Differential System ......................................................2-12
Arrays ....................................................................................2-25

Bull Beater System ................................................................2-62

CCI Bollinger Bands - Overbought and Oversold System ...2-48
Comments on Volume 1 ........................................................2-79

Determining Short-Term Market Outlook ............................2-75

Entry, Concept of ....................................................................2-6
Error Codes, Trendlines ........................................................2-27
Errors in Volume 1 ................................................................2-79

Feedback on Volume 1 ..........................................................2-79
Functions - MarketPosition ...............................................................2-16
Functions - MRO ...............................................................................2-46

General System Development Concepts .................................2-5

Head and Shoulders System ..................................................2-19

Limit Orders ............................................................................2-9

Market Orders .........................................................................2-8
Market Outlook, Determining ............................................... 2-75
MarketPosition Function .......................................................2-16
MRO Function ...................................................................... 2-46

On Balance Volume - New Highs, New Lows System ......... 2-29
Opening Gap System ............................................................. 2-68
Order Types............................................................................. 2-8
Order Types - Limit Orders .....................................................................2-9
Order Types - Market Orders ..................................................................2-8
Order Types - Stop Close Only Orders ...................................................2-9
Order Types - Stop Orders ......................................................................2-9

Percent Change Channel System ........................................... 2-58

Setup and Entry .......................................................................2-6
Statistical Analysis using Systems ........................................ 2-75
Stochastics System ................................................................ 2-42
Stop Close Only Orders ..........................................................2-9
Stop Orders ..............................................................................2-9
Support & Resistance Systems - Advance Decline Divergence ......................................... 2-36
Support & Resistance Systems - CCI Bollinger Bands ...................................................... 2-48
Support & Resistance Systems - Stochastics ...................................................................... 2-42
Swing High Bars ................................................................... 2-21
Swing Low Bars .................................................................... 2-21
Systems - Advance Decline Divergence ......................................... 2-36
Systems - ADX Differential ........................................................... 2-12
Systems - Bull Beater ..................................................................... 2-62
Systems - CCI Bollinger Bands ...................................................... 2-48
Systems - Using to determining short-term market outlook ........... 2-75
Systems - Head and Shoulders .......................................................2-19
Systems - On Balance Volume .......................................................2-29
Systems - Opening Gap .................................................................. 2-68
Systems - Percent Change Channel ................................................2-58
Systems - Stochastics ......................................................................2-42

Trending Systems - ADX Differential ............................................................2-12
Trending Systems - Head and Shoulders ........................................................2-19
Trending Systems - On Balance Volume .......................................................2-29
Trendline Error Codes ...........................................................2-27

Volatility Breakout Systems - Bull Beater ......................................................................2-62
Volatility Breakout Systems - Opening Gap ..................................................................2-68
Volatility Breakout Systems - Percent Change Channel ................................................2-58

---------------------------------------
Volume 3

'
Arrays ....................................................................................53
Down Buffering .............................................................53
(
Bollinger Bands .....................................................................36
Bullish & Bearish Engulfing Patterns system .......................21
Buy Dips/Sell Rallies system ................................................14

*
Data Streams - multiple .........................................................68
Divergence ............................................................................47
Down Buffering .....................................................................53

+
Engulfing Patterns .................................................................21
Equity Curve ...........................................................................8
,
Feedback on Volume 2 ..........................................................84
Frequency of Trade section .....................................................9
-
General System Development Concepts .................................5

/
Inside Day Breakout Failure System .....................................68

0
Japanese Candlesticks ...........................................................21
2
Largest Losing Trade field ......................................................7
Largest Winning Trade field ...................................................7
Limit Orders .......................................................................... 37
Loops ..................................................................................... 53
Losing Trade Analysis .......................................................... 57
3
MaxBarsBack ........................................................................71
Maximum Adverse Excursion graph .......................................9
Maximum Favorable Excursion graph .................................. 10
Maximum Intra-day Drawdown field .....................................7
Maximum Number of Bars Study will Reference setting ..... 71
Micro-M & Micro-W Formations System ............................ 47
Money Management Stops .................................................... 33
MRO Function ...................................................................... 26
Multiple Data Streams ........................................................... 68
MaxBarsBack setting ..................................................... 71
4
Naming Signals ..................................................................... 32
Nested Loops ......................................................................... 53

5
On Balance True Range System ............................................43
Open-Close Histogram system .............................................. 28
Orders - Limit ........................................................................37
6
Percent Profitable field ............................................................6
Portfolio Maximizer ................................................................9
Frequency of Trade ..........................................................9
Maximum Adverse Excursion .........................................9
Maximum Favorable Excursion ..................................... 10
Standard Deviation of Avg Winning Trades/
Std Dev of Avg Losing Trades ..........................9
Time Analysis ..................................................................9
8
Ratio Avg Win/Avg Loss field ...............................................6
Report - System .......................................................................6
ââúúúúúúúúú/TJK^úúúúúúúúú
9
Signal Names .........................................................................32
Standard Deviation ................................................................36
Standard Deviation - Volatility System ................................72
Standard Deviation of Avg Winning Trades/
Std Dev of Avg Losing Trades field .........................9
Stops - Money Management ..................................................33
Support & Resistance Systems
Bollinger Bands ..............................................................36
Micro-M & Micro-W Formations ..................................47
On Balance True Range .................................................43
Variable Zones ...............................................................58
System Equity Curve ...............................................................8
System Evaluation ...................................................................6
System Report .........................................................................6
Enhanced Report ..............................................................9
Largest Losing Trade .......................................................7
Largest Winning Trade .....................................................7
Maximum Intra-day Drawdown .......................................7
Percent Profitable .............................................................6
Ratio Avg Win/Avg Loss .................................................6
Total # of Trades ..............................................................7
Total Net Profit .................................................................6
:
Time Analysis section .............................................................9
Total # of Trades field .............................................................7
Total Net Profit field ...............................................................6
Trending Systems
Bullish & Bearish Engulfing Patterns ............................21
Buy Dips/Sell Rallies .....................................................14
Open-Close Histogram ...................................................28
<
Variable Zones System ..........................................................58
Volatility Breakout Systems
Inside Day Breakout Failure ..........................................68
Standard Deviation - Volatility ......................................72
Volatility Clusters ..........................................................77
Volatility Clusters System .....................................................77
=
Winning Trade Analysis ........................................................57

------------------------------------------------------------------------------
Volume 4

AT$ .................................................................................30
(
Beta Down System .........................................................67
Beta Up System ..............................................................64
)
Consecutive Close System .............................................39
Counters .........................................................................23

Directional Movement Index (DMI) System..................12
Displaced Moving Average & Volume System .............76

,
Functions
Kurtosis ....................................................................82
NumUnits ................................................................62
Skew.........................................................................81
StdDev .....................................................................83
Fundamental Data Fields ...............................................64
-
General System Development Concepts.......................... 5
.
Herrick Payoff Index & Channel Breakout on
Close System ...................................................32

/
Investing a Fixed Dollar Amount ...................................62
1
Keltner Channel System .................................................19
Kurtosis ..........................................................................82

2
Linear Regression & Momentum System ......................25
3
Market Guide Fields .......................................................64
Momentum-Retracement System ...................................46

4
NumUnits Function.........................................................62

5
Open Interest ..................................................................33
Optimization .....................................................................5
avoiding over-optimization .......................................8
choosing criteria ........................................................8
number of tests ..........................................................8
simple numeric inputs ............................................... 6
stops ..........................................................................8
what is it? ..................................................................6
6
Points ..............................................................................15
Price Distribution System ..............................................81

9
Simple Numeric Inputs, optimizing .................................6
Skew ...............................................................................81
Spread System, Beta Down ............................................67
Spread System, Beta Up .................................................64
Stops, optimizing ..............................................................8
Support & Resistance Systems........................................63
Spread System, Beta Down .....................................67
Spread System, Beta Up ..........................................64
áèúúúúúúúúú/TJK^úúúúúúúúú
Systems
Consecutive Close ............................................... 39
Displaced Moving Average & Volume .............. 76
Directional Movement Index (DMI) ................... 12
Herrick Payoff Index & Channel Breakout on Close

32
Keltner Channel .................................................. 19
Linear Regression & Momentum ....................... 25
Momentum-Retracement .................................... 46
Price Distribution ................................................ 81
Spread System, Beta Down ................................ 67
Spread System, Beta Up ..................................... 64
support & resistance............................................ 63
Three Exponential Moving Average Crossover . 56
trending ............................................................... 11
volatility breakout ............................................... 75

:
Three Exponential Moving Average Crossover System ........................................ 56
Trending Systems ....................................................... 11
Consecutive Close ............................................... 39
Directional Movement Index (DMI).................... 12
Herrick Payoff Index & Channel Breakout
on Close ................................................ 32
Keltner Channel .................................................. 19
Linear Regression & Momentum ....................... 25
Momentum-Retracement .................................... 46
Three Exponential Moving Average Crossover . 56
Tying price to bar of entry ......................................... 30
<
Volatility Breakout Systems ...................................... 75
Displaced Moving Average & Volume .............. 76
Price Distribution ................................................ 81
=
What Can be Optimized ............................................... 6

------------------------
Volume 5

Bar Assumptions ..............................................................8
Bouncing Ticks ................................................................8

)
Channel Breakout with Pullback System .......................77
Choosing a Data Compression .........................................6
Comments on Volume 4 ................................................93
Currency Four-Day System ...........................................72
Currency/Bond System ..................................................12
*
Data Compression, choosing ............................................6
Displaced Standard Deviation Bands System ................85

,
Feedback on Volume 4 ..................................................93
Fibonacci Retracement System ......................................34
-
General System Development Concepts
Your Trading Objectives ..........................................6
The Character of the Market ......................................6
The Analysis You Have in Mind ...............................6
.
High/Low Oscillator System ..........................................42

/
Intermarket 1 System .....................................................20
Intermarket 2 System .....................................................26

6
Pivot Point Support & Resistance System .....................57

9
Stochastic Overbought/Oversold System .......................48
Support & Resistance Systems .......................................33
Fibonacci Retracement ............................................34
High/Low Oscillator ...............................................42
Pivot Point ...............................................................57
Stochastic Overought/Oversold ..............................48

Systems
support & resistance ................................................33
trending ...................................................................11
volatility breakout ...................................................71

:
Trending Systems ...........................................................11
Currency/Bond ........................................................12
Intermarket 1 ...........................................................20
Intermarket 2 ...........................................................26

<
Volatility Breakout Systems .......................................... 71
Channel Breakout with Pullback .............................77
Currency Four-Day .................................................72
Displaced Standard Deviation Bands ......................85

----------------------------------------
Volume 6

A
Accumulation Swing Index System.......................................18
ADX & Moving-Average Channel System............................26
B
Bearish Range Leader.............................................................34
Bullish Range Leader.............................................................34
C
Channel Break Intrabar System..............................................97
Commodity Channel Index Average System.........................50
D
Displaced Moving Average Channel &
Range Leaders System...........................................................34
F
First Pullback System.............................................................70
Four Sets of Moving Averages Crossover System.................41
G
General System Development Concepts..................................9
Backward test..................................................................11
Benefits............................................................................10
Entry................................................................................11
Exit...................................................................................11
Forward test.....................................................................11
Profit target......................................................................11
Setup................................................................................10
ShowMe study.................................................................10
Ten-step plan..............................................................10-11
Trailing stop.....................................................................11
M
MACD....................................................................................70
Minor Reaction/Trend Resumption System...........................58
Moving-Average Crossover System.......................................99
O
Optimization......................................................................11,98
P
Parabolic & Volume System...................................................79
R
Range Leaders........................................................................34
Bullish..............................................................................34
Bearish.............................................................................34
S
Simple Moving Averages.......................................................41
Systems
Support & Resistance......................................................49
Trending...........................................................................17
Volatility Breakout...........................................................69
Support & Resistance Systems...............................................49
Commodity Channel Index Average System..................50
Minor Reaction/Trend Resumption System....................58
T
Trending Systems...................................................................17
Accumulation Swing Index System................................17
ADX & Moving-Average Channel System.....................26
Displaced Moving Average Channel & Range Leaders
System.............................................................................34
Four Sets of Moving Averages Crossover System.........41
U
Universalization......................................................................97
V Volatility Breakout Systems...................................................69
First Pullback System......................................................70
Parabolic & Volume System...........................................79
Volume-Weighted Momentum System............................88
Volume-Weighted Momentum System...................................88

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Volume 7

D
Derivative Moving Average System ......................................21
Dow Theory System ...............................................................14
F
Fibonacci Retracement System ..............................................60
G
General System Development Concepts ................................11
I
Intermarket S&P/Bonds/Bills System ....................................54
Intraday Breakout System ......................................................45
M
Movng Average Support/Resistance System..........................39
S
Short Term Support/Resistance System .................................32
S&P 500 Implied Volatility System .......................................70
Stops........................................................................................11
Support and Resistance Systems ............................................31
Fibonacci Retracement System.........................................60
Intermarket S&P/Bonds/Bills System...............................54
Intraday Breakout System.................................................47
Moving Average Support/Resistance System...................39
Short Term Support/Resistance System............................32
SystemBuilder.........................................................................83
T Trading Range Breakout System............................................74
Trending Systems ...................................................................13
Derivative Moving Average System.................................21
Dow Theory System .........................................................14
V Volatility Breakout Systems ...................................................69
S&P Implied Volatility System .........................................69
Trading Range Breakout System ......................................74
Volume in Review ..................................................................87

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Volume 8

A
ActivityBar Price Distribution System.................................61
Appendix A.........................................................................109
ATR Big Profit Stop............................................................101
ATR Protective Stop............................................................103
ATR Trailing Stop...............................................................104
ATR Volatility Stop.............................................................106
C
Common Exits.....................................................................101
Creating New Systems..........................................................12
E
Escalator Trading System......................................................19
Exits.....................................................................................101
F
Fixed Ratio Money Management..........................................69
Forecasting.....................................................................34 - 43
I
Importing your work from older versions.............................16
J
Jack-in-the-Box Trading System...........................................45
Jones, Ryan......................................................................69, 75
L
Last Bar Exit.......................................................................107
M
Money Management..............................................................69
P
Price Distribution..................................................................61
ProbabilityMaps....................................................................35
Pyramiding......................................................................14, 91
R
Ryan Jones.......................................................................69, 75
Ryan's Hope Trading System................................................77
S
Space to the right...................................................................33
Stampede Trading System.....................................................89
Stops....................................................................................101
SystemBuilder.......................................................................11

Volume in Review...............................................................109

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Volume 9

A
Appendix A .........................................................................119
ATR Breakeven Stop...........................................................122
ATR Profit Target ................................................................125
ATR Protective Stop............................................................119
ATR Trailing Stop ...............................................................120
C
Common Exits.....................................................................119
D
Displaced Moving Averages .................................................11
Double Your Fun System ......................................................11
Exits.....................................................................................119
I
Index....................................................................................128
International Index Composite System .................................81
L
Luxor System ........................................................................30
M
MarketScanner.....................................................................114
Momentum ............................................................................91
N
No Hurry System ..................................................................39
O
OBV Revisited ......................................................................49
Oscillator ...............................................................................91
P
Price Oscillator......................................................................95
Pyramiding ............................................................................29
R
RadarScreen Indicator .........................................................113
Red Rover System.................................................................62
S
Skinny Dipper System ..........................................................71
Stops ....................................................................................119
Support ..................................................................................61
Swinger System.....................................................................91
T Ten-Step Plan for Building a
Traffic Jam System..............................................................103
Triangular Moving Averages.................................................11
V Volume in Review ...............................................................127
W Weighted On-Balance Volume ..............................................49

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Volume 10

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