Volume 9 Article List

January 1991

Trend Exhaustion Index

Here’s an index based on new highs and advances in the NYSE to help you tell whether a price trend direction turn is a small correction or a major change.
By Clifford Creel, PhD.

Volatility

Does the degree of market volatility give us any clue to the future?
By Arthur A. Merrill.

Wyckoff: Relative Strength and Weakness

The Wyckoff method can help identify the best issues in which to establish a position and when to make a market commitment. This is the second article in the series and focuses on stock selection in comparison with the overall market.
By Craig Schroeder.

Interview: A Session With Alex Elder

STOCKS & COMMODITIES interviews Dr. Alexander Elder, director of Financial Trading Seminars, and discusses futures trading and trading psychology.

Double Smoothed Stochastics

Stochastics, an indicator based on the current close in relation to the higher and lowest prices over an interval, suffers from oversensitivity, and smoothing helps, so this author says.
By William Blau.

Creating a Synthetic Security

Using synthetic securities may reduce the investment required to implement a strategy.
By Jean-Olivier Fraisse.

Pseudo-Stock Specialist

Random number generators can be used to model specialists as well as stock charts.
By Mark Harris.

Classic Reversal: A Double Bottom

Find out what the commercials are doing by following the price charts along with the volume. The double bottom is a revealing chart pattern.
By Thom Hartle.

Managing Emotions and Money

Avoiding the pitfalls of hope, fear and greed.
By Robert Hamilton.

Support and Resistance Levels

Support and resistance levels remain one of the basic components of technical analysis.
By John J. Kosar.

Currency Investment With Tactical Trading

Many believe that currency investments comprise only of futures and options. But you actually have some interesting currency investment alternatives, should you want to move your funds across foreign currency deposit accounts.
By John Beatty.

Settlement: Trading Simply: Minimizing Losses

Our Technical Editor lays out the basic rules for controlling losses in your trading system. His original concept of maximum adverse excursion of price is explained.
By John Sweeney.

February 1991

Interview: Ralph Bloch: 34-Year Trading Veteran

Ralph Bloch, senior vice president and chief market analyst for Raymond James, has been active as a technical analyst on Wall Street since the early 1950s and has been writing weekly technical commentary for Mansfield Chart Service for the past six years. STOCKS & COMMODITIES interviewed him to get his views on the markets, technical analysis and Wall Street of the past 35 years.
By Thom Hartle.

Of Trends and Random Walks

Believe it or not, trends and random walks can work together in analyzing the markets.
By E. Michael Poulos.

The 28% Rule

Is there anything that differentiates the first bull swing from the preceding bear market rallies?
By Arthur A. Merrill.

Keeping a Trading Journal

Success in the trading markets doesn’t come overnight. Read on and write on.
By Thom Hartle.

Updating Options Ratios With Market Sentiment

Is bucking the trend just part of the trend?
By James P. Martin.

Converting Data Files

Converting your current data files into ASCII format should be no problem using existing utilities, but converting ASCII format files to your trading software file format may be limited. The access data features of N-Squared’s APEX software may help. This article presents a short BASIC program that will read your ASCII files, which you may have created from any source, and create an APEX-compatible NDX file.
By Franz Hrazdira.

Trendlines

Trendlines help the analyst gauge whether a trend is accelerating or on the verge of dying out. They also help the analyst set price objectives for trend reversals and choose target prices for long or short positions.
By Melanie F. Bowman ad Thom Hartle.

Neural Nets in Technical Analysis

Can intuition be encoded into an expert system?
By Yin Lung Shih.

Calculating Interest With the Rule of 72

If you’re worried you won’t be able to do simple math in your head anymore, here’s an exercise to keep you fit mentally.
By Raymond Rothchild.

Fuzzy Expert Systems

The real problem for traders is laying out current after-tax profits based solely upon the guidance of 20/20 hindsight generated through past experience. An expert system based on fuzzy logic can demonstrate how to use fuzzy logic programming in everyday trading.
By J.F. Derry.

Predicting the Shape of a Cycle Bottom

Cycle bottoms play out in two distinctive patterns, which the author calls V and W. The key in determining which shape of bottom will occur is the maximum number of daily new lows reached on the decline.
By Michael R. Burk.

Settlement: Average Behavior

Our Technical Editor makes a technical inspection of the moving average to understand why this old standby works so neatly.
By John Sweeney.

March 1991

Artificial Intelligence and Market Analysis

Can predictable market intervals be exploited using artificial intelligence?
By Mark B. Fishman, Dean S. Barr and Walter Loick.

Average Directional Movement Index (ADX)

Markets clearly move from trending periods to trading ranges, but determining when this change occurs presents a challenge. To meet this challenge, J. Welles Wilder developed the average directional movement index.
By Thom Hartle.

Stochastics

Ever wonder why %K and %D?
By Thom Hartle.

Moving Average Convergence/Divergence (MACD)

Here’s a popular way to look at trends.
By Thom Hartle.

Interview: Steve Nison on Candlesticks

STOCKS & COMMODITIES interviews Steve Nison, the candlestick expert who is primarily responsible for popularizing the technique in the West.
By Thom Hartle.

Time of Daily High and Low

Can the time of highs and lows be significant?
By Arthur A. Merrill.

Dow Theory: Bullish or Bearish?

Most people are familiar with the Dow Jones Industrial Average, but relatively few are familiar with the Dow theory. This author applies the Dow theory to recent market movements toward the goal of predicting what lies ahead.
By Jack Rusin.

Time as a Trading Tool

Most trading methodologies approach market activity from a price perspective. But while price is an important dimension of market activity, time and pattern can never be ignored. Traders have the best opportunity to make a profitable trading decision when all three dimensions of market activity indicate that change is likely. This article looks at the first dimension, time.
By Robert Miner.

The Pseudo Trader

How can you model stocks without stocks? By using random numbers.
By Mark Harris.

On-Balance Volume and the Dow Jones Utility Index

What if you combined the two?
By Daniel E. Downing.

Wyckoff: Identifying Opportunities

The Wyckoff method lets you identify the best choices from potentials.
By Craig F. Schroeder.

Spread Prices as a Leading Indicator

Commodities that are deliverable today trade at a different price than the very same commodity to be delivered in the future. This price differential is called a spread. Month-to-month spreads often can be used to pick tops and bottoms in agricultural commodities. While the method doesn’t always work, it can be a very helpful tool.
By Curtis McKallip Jr.

Another Chance With Breakaway Gaps

When a market gaps to higher (or lower) levels, many traders will hesitate to enter at even higher (or lower) levels than originally planned and, ironically, often miss an explosive move in the market. But occasionally, you do get a second chance to enter the trade before the explosive move by the judicious use of breakaway gaps. This author explains.
By John Crane.

April 1991

Merrill Directional Patterns

The well-known technician looks at his own directional system for trading.
By Arthur A. Merrill, CMT.

Using Neural Nets in Market Analysis

Can neural networks aid traders?
By Mark B. Fishman, Dean S. Barr and Walter J. Loick.

Looking at 10-Year Stock Price Patterns

Are specific years during a decade more advantageous?
By Lewis Carl Mokrasch.

Interview: All By His Elf: Robert Nurock

Robert Nurock is perhaps best-known for his 19-year sojourn on the Wall Street Week TV program before he decided, in October last year, to resign as panelist and “Chief Elf” on the respected financial show to concentrate on his own research. STOCKS & COMMODITIES speaks with the well-known forecaster.
By Thom Hartle.

Using the Arms Index in Intraday Applications

The creator of the Arms Index explains how it works intraday.
By Richard W. Arms Jr.

Wyckoff: Buying and Selling Tests

Step four of the Wyckoff method presents that tricky concept: judgment.
By Craig F. Schroeder.

Using a Constant False Alarm Rate in Trading

Try the following experiment. Turn your TV to an unused channel. The picture on the screen will be pure static noise because no information is present. Now stare at the screen for several minutes. You will start to see dots floating across the screen patterns where there is none. Using this example, it is easy to see why some trading decisions are made on the basis of false alarms. The objective of information theory is to minimize the false alarms and missed detections. Use this article to cut down on bad trades.
By John Ehlers.

Price as a Trading Tool

Time, price and pattern are three all-important dimensions of market activity. Traders have the best opportunity to make a profitable trading decision when all three dimensions of market activity indicate that change is likely. This article looks at the second dimension, price.
By Robert Miner.

Calculating Momentum a New Way

Momentum is traditionally the result of a difference calculation; that is, it’s calculated by subtracting the closing value on one date from the closing value on some later date. This author furthers this calculation to give the indicator an element of market direction.
By Darryl Maddox.

RSI as an Exit Tool

The RSI is unreliable for market entry, but for exiting the market, the index can be very impressive. For traders who take multiple contracts in a futures market, using RSI can be even more dynamic.
By David Cartwright.

Using Fuzzy Logic in Expert Systems

Expert systems give the technical analyst a potent set of tools to dissect trading and investment problems in short order. This author presents a small but usable expert system based on fuzzy logic and demonstrates how to use fuzzy logic programming in everyday practice.
By J.F. Derry.

Financial Volume Index and Volume Analysis

Volume is a sorely overlooked discipline.
By Patrick Cifaldi, CMT.

Elliott Wave and Gold

What does Elliott wave theory say about gold?
By Horatio Miller.

Settlement: Back to Averages

Our Technical Editor continues his Settlement series, this time taking a closer look at moving averages.
By John Sweeney.

May 1991

Interview: John McGinley of Technical Trends

STOCKS & COMMODITIES’ Editor and Technical Editor spoke with the editor of Technical Trends.
By Thom Hartle and John Sweeney.

Cross Your Arms

Here’s some sound trading strategy from the creator of TRIN.
By Richard W. Arms Jr.

Testing Indicators

The former editor and founder of Technical Trends explains how to test indicators.
By Arthur A. Merrill, CMT.

Relative Strength Investing

Want to make more money? Invest, don’t trade!
By Robert L. Hand Jr.

The Historical Dow

Analyze the past to predict the future.
By Carl Sundquist.

Using Spread Orders to Roll Forward

Here’s a professional approach to adjusting futures positions.
By Csaba Radnoty.

Do Five-Year Growth Rates Mean Anything?

The five-year growth rate, usually of earnings, is a common index of a company’s well-being. Other factors being the same, you would want to own the stock of a company with a high five-year growth rate and avoid or sell short the stock of a company with a negative growth rate. It’s worth a look to find out how to calculate this important number.
By Lewis Carl Mokrasch, PhD.

Form and Pattern as a Trading Tool

Time, price and pattern are three all-important dimensions of market activity. Traders have the best opportunity to make a profitable trading decision when all three dimensions of market activity indicate that change is likely. This article looks at the third dimension, pattern.
By Robert Miner.

Double-Smoothed Momenta

Here’s an indicator that gives double-smoothed curves to indicate important peaks and valleys.
By William Blau.

Avoiding Overconfidence

Overconfidence can trigger losses. Here’s how to avoid it.
By Van K. Tharp, PhD.

Diversification and Risk

You can reduce the risk of loss by dividing your starting capital into smaller equal amounts. Find out the optimum allocation.
By Raymond Rothschild.

Settlement: The Skimming Discussion Continues

Our Technical Editor continues his Settlement column with a discussion of the cyclic components of moving averages.
By John Sweeney.

June 1991

Building a Variable-Length Moving Average

Do you use two or more averages to identify trends and generate buy/sell signals? Just use this one.
By George R. Arrington.

Interview: John J. Murphy, Intermarket Analyst

He wrote a text considered to be one of the classics of technical analysis. Now he’s written a book on how all markets are interdependent.
By Thom Hartle.

The Basics of Developing a Neural Trading System

Want to develop a neural system to predict the S&P 500 or the DJIA?
By Lou Mendelsohn.

Picking Tops and Bottoms With the Tick Index

Use the tick index of the NYSE to forecast tops and bottoms in the DJIA.
By Tim Ord.

Wyckoff: Timing Your Commitments

The fifth step of the Wyckoff method explains the timing of getting into and out of the market.
By Craig F. Schroeder.

Flowing With the Markets

Going against the market can be as futile as swimming against a river. This trading psychologist tells us how to relax and go with the flow.
By Van K. Tharp, PhD.

Comparative Risk Transfer Method

Here’s a method that allows an investor to move into speculative investments such as managed futures funds with a limited, predetermined risk.
By Richard A. Harrison.

How Important Is a Turning Point?

When does a turning point become important enough to set a level?
By Arthur A. Merrill, CMT.

Comparing Indicators: Stochastics %K and Williams’ %R

What good are all the indicators in the galaxy if they monitor the same thing?
By Thom Hartle.

The End-of-the-Month Effect

You can depend on more than death and taxes. Try the end of the month!
By Ben Warwick.

Take a Look at the Dow

Is it time to focus on the DJIA?
By Daniel E. Downing.

Settlement: Trading the Deutschemark’s Gaps

Our Technical Editor gives a real-life example of trading gaps in the Dmark using maximum adverse excursion to measure risk.
By John Sweeney.

July 1991

Analyzing Volume for Consolidations and Reversals

Find out if a trading range is a consolidation or a reversal by trying this.
By Thom Hartle.

How Interest Rates Affect Stock Prices

The basic theoretical relationship between changes in long-term interest rates and stock prices is inverse. Falling interest rates signal rising stock prices, while inversely, rising interest rates signal falling stock prices. Changes in interest rates affect stock prices inversely for two distinct reasons. Learn them cold.
By Mark C. Snead.

Random System, Loss Control?

This author read one of Technical Editor John Sweeney’s Settlement pieces, and, curious, decided to experiment.
By Mark Harris.

Asset Management Funds in Review

It’s been a few years since these were introduced. So how are they faring?
By Charles Idol.

Interview: Arms on Arms

STOCKS & COMMODITIES this month interviews Richard D. Arms, creator of the Arms index and Equivolume charting.
By Thom Hartle.

Computing Cyclic Entries

Knowing how to compute entry points for your trades exactly at price crests and valleys when the market is in the cyclic mode can be advantageous.
By John F. Ehlers.

Predicting the Market With Unreliable Sources

A sure thing isn’t if your information isn’t. Psychologist Van Tharp tells you how to be discerning.
By Van K. Tharp, PhD.

Dow Theory Confirmation and Divergence

What does this venerable theory state about confirmation and divergence?
By Richard L. Evans.

How Accurate Is Sentiment?

The theory behind the sentiment index holds that it’s best to be a contrarian. Examine the sentiment index to determine how reliable it was for the past nine years.
By William Lansburg.

Summer Rally: Fact or Fiction?

The “summer rally” appears in some years but is absent in others. Does it deserve its name?
By Arthur A. Merrill, CMT.

Settlement: What Is a Trend, Anyway?

Our Technical Editor explores the benefits and drawbacks of drawing a trendline.
By John Sweeney.

August 1991

Interview: Tim Hayes

Ned Davis Research strategist Tim Hayes spoke with S&C about the firm’s approach and emphasis on models and trend-sensitive indicators.
By Thom Hartle.

A Hybrid System for Market Timing

Hybrid technologies are perhaps the most-investigated topic in artificial intelligence today and here’s how to apply the subject to trading.
By Mark B. Fishman and Dean S. Barr.

Candlesticks and Stochastics

Is it all hype and no substance, this candlestick business? This author says not. Here’s a closer look.
By Greg Morris.

The Will Rogers Theory of Point & Figure Trading

The U.S. humorist’s philosophy about the market is turned into a new technique.
By J. Adam Hewison.

Price/Dividends Ratio Revisited

In 1988 Merrill showed that the price/dividends ratio was useful in calling the 1987 crash. What’s the outlook today?
By Arthur A. Merrill, CMT.

Selecting and Interpreting Leading Indicators

By Roger Pilloton.

Swing Charts

Swing charting unites time and space to find profits.
By J.R. Davis.

Market Vane Transformations

The sentiment readings of the Market Vane service is a poll taken daily from futures trading advisors indicating the percentage that are bullish at that moment. Ironically, market consensus is used as a contrarian indicator. Does it work? This author transforms the Market Vane index into a better indicator.
By Kenneth L. Kinkopf Jr.

Using Options in Risk Management

Before options were available, the primary vehicle used for risk management was the stop-loss order. Stop-loss orders allow a certain degree of risk management, but they don’t allow the user to absolutely define the amount of risk. Nowadays, put and call options can be utilized to define and implement risk management. Learn these basic risk-management strategies using options.
By Robert J. Hamilton.

The Common (But Useful) RSI

It’s popular, all right too popular? Not yet. It’s still effective.
By Herbert S. Hall.

Choosing a Time Bar Length in Intraday Trading

Most intraday technical traders use charts based on hours or fractions of an hour. Most trading days, however, don’t divide evenly into hours or conventional time fractions such as 30 or 45 minutes. Here are some suggestions from an intraday trader on how to handle bar lengths.
By Cynthia Kase.

Settlement: The Baby Bulge Begins

Our Technical Editor opines about the demographic effect the baby boomer generation is having on the stock market.
By John Sweeney.

September 1991

Time Series Forecasting: ARMAX

Notice how indicators may contradict each other? Well, here’s a combined multiple regression model of economic and related market indicators for a fundamental and technical time series approach to market forecasting.
By Thomas H. Lincoln.

Interview: Steve Shobin of Merrill Lynch

STOCKS & COMMODITIES spoke with technical analyst Steve Shobin of Merrill Lynch about his approach to the markets.
By Thom Hartle.

Nonlinearity, Chaos Theory and the DJIA

Here’s a fresh look on using nonlinear systems and chaos theory to understand the markets.
By Victor E. Krynicki, PhD.

Guidelines With Support and Resistance

The traditional methods of stock picking still work, as this author shows.
By Richard L. Evans.

Price/Earnings Ratios

Here’s a look at an old fundamental analysis favorite and what it can do for the technical analyst.
By Arthur A. Merrill, CMT.

Starting a Technical Analysis Group

While the perfect trading system may be elusive, sharing information with others is very attainable. One way to do so is to become part of a technical analysis group.
By Barbara Star, PhD.

Pattern Recognition and Candlesticks

Here’s a look at the new order of artificial intelligence linked with the old order of candlestick charting.
By Gary S. Wagner and Bradley L. Matheny.

A Regression-Based Oscillator

This article, which was originally a Traders’ Challenge entry, intrigued us so much that we had to share it with you.
By Patrick E. Lafferty.

Settlement: Quantifying the Tried and True

Our Technical Editor reveals the importance of putting real numbers behind the traditional ways through quantitative tests.
By John Sweeney.

October 1991

The MACD Indicator Revisited

Here’s a unique twist on the moving average convergence/divergence indicator, and how to profit from it.
By John F. Ehlers.

Interview: Paul Merriman on Mutual Fund Timing

STOCKS & COMMODITIES spoke with mutual fund manager and timer Paul Merriman about the systems he uses.
By Thom Hartle.

Logarithmic Point & Figure

Could filtering point and figure upgrade it to logarithmic status?
By Arthur A. Merrill, CMT.

Trading the Regression Channel

Presenting an intriguing new method of trend analysis.
By Gilbert Raff.

Compressing Candlestick Patterns

Candlesticks analyzed as individual charts or summaries?
By Jean-Olivier Fraisse and Kevin D. Armstrong.

Price Changes During Non-Trading Hours

How much can price changes during off-hours hurt you?
By George R. Arrington and Howard E. Arrington.

The Issue/Volume Weighted Long-Term Arms Index

Here, a new look at the Trin for volume analysis.
By Jack Rusin.

The Trader’s Reason vs. Emotion

Here’s an excerpt from the new book that you may have already heard about, Trader Vic.
Adapted from a book by Victor Sperandeo and T. Sullivan Brown

P/E Ratio Reliability

Hunting down promising stocks? Try this and see how reliable those stocks could be.
By Hugh Stokely and Ken Stewart.

Settlement: Real Value

Our Technical Editor recounts a conversation with his daughter about the real value of things.
By John Sweeney.

November 1991

The True Strength Index

A trader takes the relative strength index and improves on it.
By William Blau.

Interview: William Byers of Bear Stearns

STOCKS & COMMODITIES spoke with Bill Byers of Bear Stearns on trading the current market.
By Thom Hartle.

Mutual Funds as Stock Index Proxies

Mutual funds can be traded as both sentiment and timing indicators.
By Joe Duarte.

Merrill MW Waves

This famous technician identified certain swing movements in the market.
By Arthur A. Merrill, CMT.

The Midpoint Oscillator

Here’s an indicator based on the concept used in %K and %R.
By Tushar Chande, PhD.

Fed Policy and the Stock Market

The Fed policy’s effect on the stock market is clear, this author says.
By George A. Schade Jr.

The Seasonal Cycle

Do natural cycles affect the trading of stocks and commodities?
By Hans Hannula, PhD.

Guidelines for Price Objectives

Can we project how far a move will go?
By E.M.S. Flynn and Thom Hartle.

Scheduling Time for Market Study

Do you work hard but don’t get anything done? You’re not alone.
By Van K. Tharp, PhD.

PC Buyers Guide

The publisher of STOCKS & COMMODITIES undertook the task of comparing Pcs for the best bargains. Here are the results.
By Jack K. Hutson.

Historical Movement of the Stock Market

Hard statistical data can help keep your head clear of emotional stress.
By Michael J. Moody, CMT.

Settlement: Developing a System

In his continuing Settlement column, our Technical Editor this month provides a reality check on system development.
By John Sweeney.

December 1991

Interview: Fidelity’s Philip Erlanger

STOCKS & COMMODITIES spoke with Fidelity technician Philip Erlanger about, among other topics, his use of short interest data.
By Thom Hartle.

Fitting a Trendline by Least Squares

This article, on a basic technique, was originally published in July 1988.
By Arthur A. Merrill, CMT.

Comparing the CRB With Bonds

The CRB index and the bond market, which have been analyzed together in the past because of their similarities and parallels, are compared using quarterly rolling windows for correlation.
By Jim Bianco.

Market Fuel and Technical Analysis

Here’s an excerpt from a 10-session class on technical analysis and goes into basic definitions, what volume and open interest really mean, what they mean in the market and what the market positions are.
By Dan Earl Essig.

Combining P/E Ratio With Earnings Growth Rates

The authors merge the fundamental analyst’s favorite datum, the price/earnings ratio, with the earnings growth rate to come up with the price-to-future-earnings rate.
By Pamela H. Brown and William G.S. Brown.

On-Line Computer Addiction

Dr. Tharp talks about the unwise, sometimes compulsive reliance on the easy data flashed on the screen, sometimes to the detriment of everyday living and profitable trading: The on-line computer screen can be a trader’s worst enemy.
By Van K. Tharp, PhD.

Candlesticks and Preserving Capital

Candlestick charting has become accepted (more or less) by Western technicians only a few years after its introduction from Japan. One of the ways that Western technicians are using candlesticks is to preserve capital and use in solid low-risk money management.
By Gary S. Wagner and Bradley L. Matheny.

Assessing Risk in an Equity Portfolio

Portfolio management is tricky, since it requires the continuous juggling of the most promising assets while limiting risk. Here are the best methods to assess risk in an equity (stock) portfolio.
By Jean-Olivier Fraisse.

The Essence of Dow Theory: Confirmation and Divergence

The most misinterpreted signals in Dow theory, their uses are explained by this well-known theorist.
By Richard L. Evans .

Trading the Eclipse Cycle

How do eclipses affect traders in their trading performance? The effect isn’t necessarily dependable, but there seems to be one often enough to investigate.
By Hans Hannula.

Settlement: “Stopping” a System

Our Technical Editor shares his thoughts on stop placement.
By John Sweeney.

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