Index
Indranarain Ramlall
(University of Mauritius, Mauritius)
Applied Technical Analysis for Advanced Learners and Practitioners
ISBN: 978-1-78635-634-5, eISBN: 978-1-78635-633-8
Publication date: 21 November 2016
This content is currently only available as a PDF
Citation
Ramlall, I. (2016), "Index", Applied Technical Analysis for Advanced Learners and Practitioners, Emerald Group Publishing Limited, Leeds, pp. 195-199. https://doi.org/10.1108/978-1-78635-634-520161020
Publisher
:Emerald Group Publishing Limited
Copyright © 2017 Emerald Group Publishing Limited
INDEX
American Association of Individual Investors (AAII)
sentiment survey
, 63, 64
Appel, Gerald
, 21, 125
Arms, Richard
, 74
Arms Index
, 74–76
example of
, 76
extreme overbought/oversold conditions, values for
, 76
important note
, 76
interpretation of
, 75
refined applications of
, 76
sub-components of
, 75
uses of
, 75–76
Average Directional Index
, 8
Bar charts
, 7
Bearing engulfing candlesticks pattern
, 155
Benner, Samuel
, 87
Bollinger, John
, 19, 145, 148
Bollinger Bands (BB)
, 19–21, 141–148
combined with Relative Strength Index
, 148
criticism of
, 146
main aspects of
, 141–144
trading strategies under
, 144–174, 148
volatility breakout strategy
, 146–147
Bollinger Bandwidth
, 143–144
Box size in point/figure chart, guidelines for
, 53
Bullish engulfing candlesticks pattern
, 155
Candlesticks
, 14–17, 149–163
black
, 150
cases of
dark cloud cover
, 158
engulfing
, 155
evening star
, 161–162
hammer
, 153–154
hanging man
, 154
Harami
, 156–157
morning star
, 160–161
piercing line
, 157
shooting star
, 154–155
three black crows
, 163
three white soldiers
, 162–163
tweeter bottom
, 159–160
tweeter top
, 159
main aspects of
, 150–159
patterns of
, 15–17
types of
, 14
white
, 150, 151
Chaikin Money Flow
, 10
Chart(s)
bar
, 7
line
, 5, 7
patterns
, 31–48
Chicago Board Options Exchange (CBOE)
Volatility Index
, 65
Commitment of Traders Report (COT)
, 73–74
Commodity Futures Trading Commission
, 73, 74
Consolidation
, 10
Continuation patterns
flags and pennants
, 45–46
rectangle pattern
, 47–48
triangles
, 40–44
Contrarian indicators
, 63, 64, 65–68, 72–73
Counter-trend indicators. See Contrarian indicators
Dark cloud cover
, 15, 16, 158
Days-to-cover ratio. See Short interest ratio
de Wolff, Samuel
, 124
Doji
, 17, 150, 151
Double bottoms
, 39–40
Double tops
, 36–38
Dow Theory
, 2
Elliott, Ralph Nelson
, 80, 81
Elliott wave theory (EWT)
, 13, 79–124
under bearish market
, 81
benefits of
, 89–90
cycles of
, 94, 124
defined
, 80–83
drawbacks of
, 91
Fibonacci sequence
, 84–86, 87, 89
golden ratio
, 83–84
Kondratieff Waves
, 86–89
mitigated role of fundamentals under
, 93
recommendations for
, 91–92
rules and guidelines under
, 122–123
steps of
, 93–94
wave analysis
, 95–121
alternation
, 101–102
background assessment
, 97–101
channelling
, 103–104
combination
, 104
diagonals
, 104–105
8-wave pattern under one cycle
, 95–96
extensions
, 105–110
flats
, 111–112
thrust
, 113
triangle
, 114–119
truncation
, 119–120
zigzags
, 120–121
wave pattern under bull market
, 81, 96
Engulfing candlesticks pattern
, 155
bearing
, 155
bullish
, 155
Equity indicators
, 76–78
Evening star candlesticks pattern
, 161–162
Exponential Moving Average (EMA)
, 126, 127
Fibonacci, Leonardo
, 166
Fibonacci retracements
, 166–176
main aspects of
, 166–168
price extensions
, 172–174
price projections
, 174–176
rationale for use of
, 169–174
Fibonacci sequence
, 84–86, 87, 88
Figure chart
, 49–54
benefits of
, 53
box size, guidelines for
, 53
example of
, 54
main aspects of
, 50–52
trading strategies in
, 53–54
Flags, in charts
, 45–46
Flow of funds indicators
, 71–78
Arms Index
, 74–76
Commitment of Traders Report
, 73–74
equity indicators
, 76–78
mutual funds flow
, 72–73
Fundamental analysis versus technical analysis
, 8–9
Galileo
, 166
Golden ratio
, 83–86, 171
Hammer candlesticks pattern
, 153–154
Hanging man candlesticks pattern
, 154
Harami candlesticks pattern
, 156–157
Head and shoulders
, 32–36
∩-shaped
, 34–36
trading strategies in
, 36
V-shaped
, 34–36
Hedgers
, 73
Initial Public Offerings
, 76
Intermarket analysis
, 28–29
Kondratiefff, Nikolas
, 86, 124
Kondratieff Wave Economic Cycle
, 86–87
Kondratieff waves
, 86–89, 124
Lane, George C.
, 55, 56
Line charts
, 5, 7
Margin debt
, 68–69
Momentum oscillators
, 59–60
Money Flow Index
, 10
Morning star candlesticks pattern
, 160–161
Moving average
, 27
Moving Average Convergence Divergence (MACD)
, 6, 11, 21–22, 125–131
benefits of
, 130
drawbacks of
, 130
interpretation of
, 128–129
main aspects of
, 125–127
strategies under
, 130–131
Multicollinearity
, 6
Murphy, John
, 28
Mutual funds flow
, 72–73
NAAIM Exposure Index. See National Association of Active Investment Managers (NAAIM)
National Association of Active Investment Managers (NAAIM)
Survey of Manager Sentiment
, 62, 64
New high/new low ratio
, 67–68
New York Stock Exchange
, 69
Oscillators
, 11
caution to use
, 11
main aspects of
, 55–59
momentum
, 59–60
types of
, 11
Pennants, in charts
, 45–46
Piercing line
, 15, 157
Point chart
, 49–54
benefits of
, 53
box size, guidelines for
, 53
example of
, 54
main aspects of
, 50–52
trading strategies in
, 53–54
Polls indicators
, 64–65
Prechter, Bob
, 80
Put/call options volume ratio
, 65–66
R, modelling technical analysis in
, 183–189
RBC Capital Markets Research
, 70
Rectangle pattern, in charts
, 47–48
Relative Strength Index (RSI)
, 6, 17–19, 25, 133–139
applications of
, 138–139
combined with Bollinger Bands
, 148
main aspects of
, 134–136
trading strategies under
, 136–137
values and interpretation
, 18
Resistance
, 10
S&P500 index
, 178, 179, 181
Scaling
, 12
Security
, 4
Sentiment, defined
, 62
Sentiment indicators
, 61–70
classification of
, 62
market tops and bottoms, picking
, 62–63
polls indicators
, 64–65
statistical indicators
, 65–69
Seykota, Ed
, 23
Shooting star candlesticks pattern
, 154–155
Short interest ratio
, 66–67
Statistical indicators
, 65–69
Stochastics
, 11
main aspects of
, 55–59
momentum oscillators
, 59–60
Support
, 10
Technical analysis
benefits of
, 12
compared with fundamental analysis
, 8–9
defined
, 4
drawbacks of
, 13
features of
, 2–3
key aspects of
, 3–12
tools of
, 14–22
Three black crows candlesticks pattern
, 163
Three white soldiers candlesticks pattern
, 169–170
TRadingINdex (TRIN). See Arms Index
Trading strategies
under Bollinger Bands
, 144–146, 148
general information on
, 23–27
under head and shoulders
, 36
under Moving Average Convergence Divergence
, 130–131
under point and figure chart
, 53–54
under Relative Strength Index
, 136–137
Trend line
, 4, 5–6
breakout/penetration of
, 4
Triangles, in charts
, 40–44
Tweeter bottom candlesticks pattern
, 159–160
Tweeter top candlesticks pattern
, 159
van Gelderen, Jacob
, 124
Volatility
breakout strategy Bollinger Bands
, 146–147
defined
, 65
Volatility Index (VIX)
, 65, 177–181
benefits of
, 179–180
criticism of
, 180
main aspects of
, 177–179
practical considerations under
, 180–181
Volatility Index Japan (VXJ)
, 180–181
Volume-price relationships
, 7
Wilder, J. Welles
, 134, 135
- Prelims
- 1 Main Features of Technical Analysis
- 2 Chart Patterns
- 3 Point and Figure
- 4 Stochastic Oscillator
- 5 Sentiment Indicators
- 6 Flow of Funds Indicators
- 7 Elliott Wave Theory
- 8 Moving Average Convergence Divergence
- 9 Relative Strength Index
- 10 Bollinger Bands
- 11 Candlesticks
- 12 Fibonacci Retracements
- 13 Volatility Index
- 14 Modelling Technical Analysis in R
- Appendices
- Bibliography
- Index