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Dynamic Asset Allocation Beyond Buy-and-Hold ................... 11

Gary J. Harloff, Ph.D.
Profiting from the Z-Score .......................................................... 19
Mike DeAmicis-Roberts
Sidebar: Calculating the Z-score .................................................. 19
Double Tops ................................................................................. 22
Thomas Bulkowski
The Happy Trader ........................................................................ 29
Adrienne Laris Toghraie
Sidebar: Happiness Index ............................................................ 31
Smoothing Techniques for More Accurate Signals.................. 33
Tim Tillson
Sidebar: MetaStock implementations ........................................... 35
Sidebar: Perfect moving averages and oscillators ........................ 36
Pattern Recognition in Time Series ........................................... 38
Rick Martinelli
Sidebar: Time series..................................................................... 41
Interview: On Synergy and Strategy: Tom Bierovic
of Synergy Futures...................................................................... 42
Thom Hartle
Breaking out of Price Channels ................................................. 50
Gerald Marisch
Sidebar: TradeStation code .......................................................... 52
Sidebar: Variable-length moving average ..................................... 54
Letters to S&C

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The New Gann Swing Chartist ................................................... 57

Robert Krausz, MH, BCHE

Sidebar: Basic Gann swing plan rules .......................................... 62

Metaphors for Trading ................................................................. 67
Ruth Barrons Roosevelt
Using Multiple Moving Averages ............................................... 70
Daryl Guppy
Sidebar: An MMA MetaStock template ........................................ 73
Exits, Stops and Strategy ........................................................... 77
Jeffrey Owen Katz, Ph.D., and Donna L. McCormick
Interview: Keys to Successful Trading: Charles White
of Tucson Asset Management .................................................... 83
Thom Hartle
Anchored Momentum ................................................................. 89
Rudy Stefenel
Sidebar: Expressions ................................................................... 95
Double Bottoms........................................................................... 99
Thomas Bulkowski
Traders Tips ............................................................................... 106
Letters to S&C

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Improving the Win-Loss Ratio with the

Relative Strength Index ............................................................ 111
Thomas Bulkowski
Sidebar: Calculating the RSI ...................................................... 119
How Has the Stock Market Priced Itself? ................................ 122
Gordon W. Neal
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Combining Ganns 50% Rule with VIDYA ................................... 127

Gerald Marisch
Using Relative P/E Ratios and Technical Analysis................. 130
Peter Desnoyers
Testing Exit Strategies .............................................................. 135
Jeffrey Owen Katz, Ph.D., and Donna L. McCormick
Sidebar: C++ code ..................................................................... 139
Creating Prosperity ................................................................... 142
Adrienne Laris Toghraie
Interview: Walter Bressert: Trading and Control ..................... 145
Thom Hartle
Sidebar: The 12 Cardinal Mistakes ............................................ 150
Alternative Investments for Volatile Times .............................. 152
Gary Spitz
Sidebar: Information services ..................................................... 154
Traders Tips ............................................................................... 156
Letters to S&C

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The German Mark Noise Channel Breakout System.............. 161

Dennis Meyers, Ph.D.
Zero Cost Averaging ................................................................. 169
Terrence M. Quinn and Kristin A. Quinn
Identifying Market Trends ......................................................... 173
Jack Karczewski

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VOLUME 16 S&C on DVD

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Applying Moving Averages ...................................................... 180

John Sweeney
What Is Risk? ............................................................................. 183
Gary Anderson
Interview: Technical Analysis as a Statistical Process: Asoka
Selvarajah of Rabobank International ..................................... 189
Thom Hartle
Using Trailing Stops in Exit Strategies .................................... 198
Jeffrey Owen Katz, Ph.D., and Donna L. McCormick
Sidebar: C++ code ..................................................................... 200
Traders Tips ............................................................................... 204
Letters to S&C

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Surfing the Linear Regression Curve with Bond Futures ..... 209
Dennis Meyers, Ph.D.

Sidebar: Fitting a trendline by least squares .............................. 216

A 10-Year Overview of Market Sentiment................................ 219
Joe Duarte, M.D.
Automated Support and Resistance ...........................................225
Mel Widner, Ph.D.
Sidebar: Calculation and plotting method................................... 229
Using Barrier Stops in Exit Strategies .................................... 233
Jeffrey Owen Katz, Ph.D., and Donna L. McCormick
Sidebar: Trendline dector............................................................ 233
Sidebar: C++ code ..................................................................... 236

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Interview: About Managed Futures and Commodity

Trading Advisors: Gary Spitz ................................................... 240
Thom Hartle
Volatility of Returns................................................................... 247
John Sweeney
Sidebar: Random returns ........................................................... 249
Matching Money Management with Trade Risk ...................... 250
Daryl Guppy
The Phase Method: 1998 .......................................................... 256
Christopher L. Cagan, Ph.D.
Traders Tips ............................................................................... 260
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Mutated Variables, Volatility and a New Market Paradigm ..... 265

Walter T. Downs, Ph.D.
Trading and the Senses ............................................................ 273
Adrienne Laris Toghraie
On System Development, Part 1 .............................................. 277
Mark Vakkur, M.D.
Trading Monthly Eurodollars .................................................... 285
Scott W. Barrie
Interview: Before and Beyond Technology: Michael Sheimo
on Dow Theory ........................................................................... 291
Thom Hartle
Sidebar: The double top ............................................................. 296

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Trading Ranges With Moving Averages .................................. 299

John Sweeney
Traders Tips .............................................................................. 302
Letters to S&C

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Channel Analysis ...................................................................... 307

Thom Hartle
Secure Fractional Money Management ................................... 318
Leo J. Zamansky, Ph.D., and David C. Stendahl
Barrier Stops and Trendlines.................................................... 324
Jeffrey Owen Katz, Ph.D., and Donna L. McCormick
Sidebar: C++ code ..................................................................... 324
Sidebar: Trendline dector............................................................ 327
On System Development, Part 2 .............................................. 329
Mark Vakkur, M.D.
Interview: Truth in Futures: John Hill ...................................... 336
Thom Hartle
Sidebar: Donchians trading guides ........................................ 340
A Volatility Trade in Gold ........................................................... 344
David S. Landry
Sidebar: Formulas ...................................................................... 346
Sidebar: 2/20-day EMA breakout system defined ...................... 347
Predict the Market with Earnings Per Share ........................... 349
Randall J. Colvill
Triangles..................................................................................... 352
David Vomund

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Traders Tips ............................................................................... 356

Letters to S&C
From Technical Terms to Technical Tools: Building
Studies Based on Psychological Matrices ............................. 359
Walter T. Downs
Basic Options Techniques ........................................................ 367
Mark Vakkur, M.D.
Daytrading Stocks ..................................................................... 375
Mark Conway
Statistics and Trading Behavior ............................................... 379
Ari Kiev and Ken Grant
Sidebar: Glossary of statistics .................................................... 381
A Duration Proxy for Stock Portfolios ..................................... 383
George R. Arrington, Ph.D.
Sidebar: Calculating duration ..................................................... 383
Interview: On the Bull Market of the Century:
Louise Yamada........................................................................... 387
Thom Hartle
Internet ....................................................................................... 394
Traders Tips ............................................................................... 395
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The Bond Futures Noise Channel-2 Breakout System .......... 399

Dennis Meyers, Ph.D.

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Sidebar: Entry and exit rules ...................................................... 402

Using Percentage-Based Back-Adjusted Data ....................... 410
Enrico Donner, Ph.D.
The Path Less Traded................................................................ 420
Scott Brown
Sidebar: Mindtraps ..................................................................... 423
Trading the Trend....................................................................... 425
Andrew Abraham
Moving Averages with Resistance and Support .................... 428
Dennis L. Tilley
Interview: On a New Academic Paradigm: Henry Pruden
of Golden State University ...................................................... 434
Thom Hartle
Sidebar: A technical bottom ....................................................... 437
Sidebar: Buying and selling tests ............................................... 440
Traders Tips ............................................................................... 443
Letters to S&C

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Combining Statistical and Pattern Analysis ........................... 447

Walter T. Downs
Sidebar: Symmetry variance ...................................................... 451
Sidebar: Optimization ................................................................. 453
Sidebar: TradeStation code ........................................................ 455
The Next Discount Rate Change .............................................. 457
Steven M. Morris
Sidebar: Confidence ................................................................... 459

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Long-Term Fibonacci Support and Resistance ...................... 460

Kevin W. Murphy
Uncovering Value in an Oversold Stock .................................. 465
Tamalyn V. Crutchfield
Cup-with-Handle and the Computerized Approach ............... 469
Rick Martinelli and Barry Hyman
Interview: The Power of Knowledge:
James OShaughessy ............................................................... 475
Thom Hartle
Is Gold Still a Barometer? ........................................................ 482
Alex Saitta
Flexible Market Forecast .......................................................... 486
Michael Kahn
Traders Tips ............................................................................... 491
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The British Pound, Cubed ........................................................ 495

Dennis Meyers, Ph.D.
Sidebar: Using Excel for a cubic polynomial .............................. 503
Mechanical Trading System and the Art of
Positive Slippage....................................................................... 508
Marcello Cattaneo Adorno
Reversal Formations: Predictive Power? ................................ 513
Alex Saitta
Combining Patterns with Indicators ........................................ 518
William Q. Smith

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Sidebar: Exponential moving averages ...................................... 520

Seasonal Stock Index Trades ................................................... 522
James Greenwood
Midlife Trading ........................................................................... 526
Adrienne Laris Toghraie
Interview: Be Rich or Be Right? CTCRs Courtney Smith ..... 529
Thom Hartle
Enhancing the Raff Regression Channel ................................ 537
Robert B. McKinnon
Traders Tips ............................................................................... 543
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The Yen, Recursed ..................................................................... 547

Dennis Meyers, Ph.D.
Sidebar: Mathematical discussion .............................................. 550
Sidebar: The recursive moving trendline system ........................ 552
Measuring Risk .......................................................................... 559
Dick Stoken
Using Normal Distribution for Writing Options ...................... 563
Mark Vakkur, M.D.
Plotting Trendlines .................................................................... 568
Stuart Evens
The Volatility Edge ..................................................................... 573
John Sweeney
Sidebar: High vs. low .................................................................. 575

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Interview: The Global Trend: Mark Boucher ............................ 576

Thom Hartle
Trends and Moving Averages................................................... 583
Robert Nikifork
The MACD Profit Alert ............................................................... 588
Barbara Star, Ph.D.
Sidebar: Moving average convergence/divergence (MACD)
and MACD histogram ............................................................... 590
Sidebar: The bar count .............................................................. 591
Letters to S&C

Copyright (c) Technical Analysis Inc.