Wentworth
Institute of Technology
Cycle analytics for traders : advanced technical trading concepts /
"This is a technical resource book written for self-directed traders who want to understand the scientific underpinnings of the filters and indicators they use in their trading decisions. There is plenty of theory and years of research behind the unique solutions provided in this book, but the...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley and Sons, Inc.,
[2014]
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| Subjects: | |
| Online Access: |
Full text (Wentworth users only) |
| Local Note: | ProQuest Ebook Central |
Table of Contents:
- Cycle Analytics for Traders; Contents; Preface; About the Author; Chapter 1 Unified Filter Theory; Transfer Response; Nonrecursive Filters; Recursive Filters; Generalized Filters; Programming the Filters; Wave Amplitude, Power, and Decibels (dB); Key Points to Remember; Notes; Chapter 2 SMAs, EMAs, or Other?; Simple Moving Averages (SMAs); Exponential Moving Averages (EMAs); Weighted Moving Averages (WMAs); Median Filter; Key Points to Remember; Chapter 3 Smoothing Filters on Steroids; Nonrecursive Filters; Modified Simple Moving Averages; Modified Least-Squares Quadratics; SuperSmoother.
- SuperSmoother Filter ApplicationsKey Points to Remember; Notes; Chapter 4 Decyclers; Decycler Construction; Decycler Application; Decycler Oscillator; Key Points to Remember; Chapter 5 Band-Pass Filters; Band-Pass Filter; Band-Pass Filter Q; Automatic Gain Control (AGC); Spectral Dilation Removal; Band-Pass Filter; Measuring the Cycle Period; Key Points to Remember; Chapter 6 Market Structure and the Hurst Coefficient; Fractal Dimension; Computing the Hurst Coefficient; The Hurst Coefficient in Action; Drunkard's Walk Hypothesis for Market Structure; Key Points to Remember; Note.
- Chapter 7 Spectral DilationFrequency Content of Indicator Outputs; Roofing Filter as an Indicator; Impact of Spectral Dilation on Conventional Indicators; Key Points to Remember; Chapter 8 Autocorrelation; Background; Autocorrelation; Autocorrelation Periodogram; Autocorrelation Reversals; Key Points to Remember; Note; Chapter 9 Fourier Transforms; Spectral Dilation; Discrete Fourier Transform (DFT); Key Points to Remember; Chapter 10 Comb Filter Spectral Estimates; Spectral Dilation; Computing a Comb Filter Spectral Estimate; Key Points to Remember; Chapter 11 Adaptive Filters.
- Adaptive Relative Strength Index (RSI)Adaptive Stochastic Indicator; Adaptive CCI (Commodity Channel Index); Adaptive Band-Pass Filter; Adaptive Indicator Comparison; Key Points to Remember; Notes; Chapter 12 The Even Better Sinewave Indicator; Even Better Sinewave Approach; Even Better Sinewave Description; Using the Even Better Sinewave Indicator; Key Points to Remember; Notes; Chapter 13 Convolution; Theoretical Foundation; Heat Map Display; Computing Convolution; Key Points to Remember; Notes; Chapter 14 The Hilbert Transformer; Analytic Signals; Hilbert Transformer Mathematics.
- Computing the Hilbert TransformerThe Hilbert Transformer Indicator; Using the Hilbert Transformer to Computethe Dominant Cycle; Dual Differentiator; Phase Accumulation; Homodyne; Key Points to Remember; Chapter 15 Indicator Transforms; Fisher Transform; Inverse Fisher Transform; Cube Transform; Key Points to Remember; Chapter 16 Swami Charts; SwamiCharts Overview; SwamiCharts RSI; SwamiCharts Stochastic; Roll Your Own SwamiCharts; Key Points to Remember; Chapter 17 Swing-Trading Strategies; Conventional Wisdom; Anticipating the Turning Point; Sine Wave Uniqueness; Safety Valve.