97 lines
2.7 KiB
Plaintext
97 lines
2.7 KiB
Plaintext
687
|
||
Index
|
||
Comfortable choices, trading principles
|
||
and, 584
|
||
Comfort zone, trading within, 577
|
||
Commissions, 19
|
||
Commodities:
|
||
bearing little or no relationship to general rule,
|
||
444–445
|
||
conforming to inverse of general rule, 444
|
||
demand curves and, 361
|
||
general spread trade rule and, 443–444
|
||
intercommodity spread and, 441–442
|
||
nonstorable, 351, 360, 444
|
||
perishable, 360, 364
|
||
Commodities, 357
|
||
Commodity T raders Consumers Report, 434
|
||
Commodity trading advisors (CTAs), 23, 578
|
||
Comparing indicators, 157–165
|
||
difference indicators, 158, 159
|
||
indicator correlations, 161–162, 163
|
||
popular comparisons, 164
|
||
Comparisons:
|
||
nominal price levels, 355
|
||
one-year, 350
|
||
two managers, 320–322
|
||
Compounded return, 323
|
||
Computer testing of trading systems. See T esting/
|
||
optimizing trading systems
|
||
Confidence, 579–580
|
||
Confidence interval(s), 612–614
|
||
for an individual forecast, 627–629
|
||
multiple regression model and, 642
|
||
Confirmation conditions, 247–250
|
||
bull or bear trap, 208
|
||
pattern, 249, 250
|
||
penetration as, 248
|
||
time delay and, 248–249
|
||
Confirmation myth, 170
|
||
Congestion phases. See Continuation patterns
|
||
Consistency, 582
|
||
Constant-forward (“perpetual”) series, 281–282
|
||
Consumer price index (CPI), 383
|
||
Consumption:
|
||
definition of, 363
|
||
demand and, 357, 363–366
|
||
price and, 364
|
||
as proxy for inelastic demand, 370
|
||
Contingent order, 18
|
||
Chart(s):
|
||
BLASH approach, 27–28
|
||
equity, 566
|
||
linked-contract (see Linked-contract charts)
|
||
Random Walkers and, 29–34
|
||
types of (see Chart types)
|
||
Chart analysis, 149–154
|
||
confirmation conditions and, 150
|
||
false breakout signals, 151, 153
|
||
long-term chart, 152, 154
|
||
most important rules in, 205–231
|
||
spread trades and, 449
|
||
trading range and, 150
|
||
winning breakout signals, 152, 153
|
||
Chart-based objectives, 189
|
||
Chart patterns, 109–147
|
||
continuation patterns, 123–134
|
||
flags and pennants (see Flags and pennants)
|
||
head and shoulders, 138–141
|
||
one-day patterns (see One-day patterns)
|
||
reversal days, 113–116, 147
|
||
rounding tops and bottoms, 141–143
|
||
run days, 116, 118–119
|
||
spikes (see Spikes)
|
||
thrust days, 116, 117
|
||
T op and bottom formations (see T op and bottom
|
||
formations)
|
||
Triangles (see Triangles)
|
||
wedge, 146–147
|
||
wide-ranging days (see Wide-ranging days)
|
||
Chart types, 35–44
|
||
bar charts, 35–39
|
||
candlestick charts, 43–44
|
||
close-only (“line”) charts, 40–42
|
||
linked contract series: nearest futures versus
|
||
continuous futures, 39–40
|
||
point-and-figure charts, 42–43
|
||
CIC (cancel if close) order, 188
|
||
Close-only (“line”) charts, 40–42
|
||
CME/COMEX contract, 459
|
||
Cochrane-Orcutt procedure, 671
|
||
Code parameter, 293
|
||
Coefficient of determination (r
|
||
2), 630–633
|
||
Coffee:
|
||
intercommodity spreads and, 453–454, 456
|
||
seasonal index and, 400
|
||
spread trade example, 445–446 |