Sie sind auf Seite 1von 21

Website Contents

1. By Chapter
2. Alphabetically

Chapter 1 Introduction
(none)

Chapter 2 Basic Concepts
TSM Frequency Distribution TradeStation strategy*,function*
TSM Freq Dist Center TradeStation indicator*,function*
TSM Kurtosis (Excess) TradeStation indicator*
TSM R2 TradeStation indicator*
TSM R2 Differences TradeStation indicator*
TSM T-test TradeStation indicator*,function*
TSM T-test 2V TradeStation indicator*,function*
TSM T-test 2V DF TradeStation indicator*,function*
TSMCompoundGrowth TradeStation function*

Chapter 3 Charting
TSM Key Reversals TradeStation,function*, MetaStock
indicator
TSM Key Reversals Excel spreadsheet
TSM Morning Star TradeStation strategy
TSM Evening Star TradeStation strategy
TSM Candle Body Reversal TradeStation strategy*
TSM Body Momentum TradeStation indicator*,function*

Chapter 4 Charting Systems
TSM Dunnigan Trend TradeStation strategy
TSM Dunnigan One-Way Formula TradeStation strategy
TSM Nofri Congestion Phase TradeStation strategy

TSM Outside Day with an Outside Close TradeStation strategy
TSM 3-Bar Inside Day TradeStation strategy
TSM Pivot Point Breakout TradeStation strategy
TSM Commodity Channel Index HPQ Excel spreadsheet
TSM Outside Day TradeStation strategy*
TSM Pivot Point TradeStation indicator*
TSMPivotPointAverage TradeStation function*

Chapter 5 Event-Driven Trends
TSM Swing TradeStation strategy, indicator
TSM Swing Excel spreadsheet
TSM Wilder Swing Index Excel spreadsheet
TSM Accumulated Swing Index TradeStation indicator,function*
TSM Point & Figure TradeStation strategy
TSM N-Day breakout example using
BA
Excel spreadsheet
TSM Dynamic breakout system TradeStation strategy
TSM Turtle TradeStation strategy
TSM N-Day Breakout TradeStation strategy*
TSM Point & Figure ATR Box TradeStation strategy*
TSM Point & Figure Variable Box TradeStation strategy*
TSM Swing Index TradeStation
indicator*,function*
TSMNDBSignal TradeStation function*

Chapter 6 Regression Analysis
TSM ABX-Gold regression Excel spreadsheet
2-Frequency Trigonometric Regression FORTRAN
Single Frequency Trigonometic
Regression
FORTRAN
TSM LinReg Slope TradeStation
Strategy*,function*
TSM Curvilinear TradeStation
indicator*,function*
TSM Stdev Residuals TradeStation
indicator*,function*
TSMLRSsignal TradeStation function*

Chapter 7 Time-Based Trend Calculations
TSM General Electric Regression
Error Forecasts
Excel spreadsheet
TSM Pivot Point Average TradeStation indicator
TSM Pivot Point Breakout TradeStation strategy
TSM Exponential Smoothing TradeStation strategy, indicator
TSM Comparison of exponentials
MSFT
Excel spreadsheet
TSM Stdev Moving Average TradeStation strategy, indicator*
TSM Exponential Regularization TradeStation strategy*
TSM Linearly Weighted Average TradeStation strategy*
TSM Acceleration TradeStation indicator*,function*,
MetaStock indicator
TSM Average Off TradeStation indicator*, MetaStock
indicator
TSM Blau Dbl Exp Smoothing TradeStation indicator*, MetaStock
indicator
TSM Blau Dbl Smoothing TradeStation indicator*,function*
TSM Geometric Mvg Avg TradeStation indicator*
TSM Hull Moving Average TradeStation indicator*
TSM Lag Adj Smoothing TradeStation indicator*,function*
TSM Velocity TradeStation indicator*,function*

Chapter 8 Time-Based Trend Systems
TSM Moving Average TradeStation strategy
TSM Trend Systems Comparisons
ED
Excel spreadsheet
TSM Trend Systems Comparisons
SP
Excel spreadsheet
TSM Trend Systems Comparisons
IBM
Excel spreadsheet
TSM Bollinger bands TradeStation indicator,function*
TSM Bollinger Modified TradeStation indicator, MetaStock
indicator
TSM Donchian Moving Average
System
TradeStation strategy
TSM Golden Cross Excel spreadsheet
TSM Modified 3MA Cross TradeStation strategy
TSM Momentum TradeStation strategy
TSM Exponential smoothing TradeStation strategy and indicator
TSM N-Day Breakout TradeStation strategy
TSM LinReg Slope TradeStation strategy
TSM Swing TradeStation strategy and indicator
TSM MA Bollinger Band TradeStation strategy*
TSM Moving Average of TR Bands TradeStation strategy*
TSM Moving Average of Highs and
Lows
TradeStation strategy*
TSM Triple Smoothing TradeStation strategy*
TSM Bollinger Bands Returns TradeStation indicator*,function*
TSM Double Exp Smoothing TradeStation indicator*,function*
TSM Moving Channels TradeStation indicator*
TSM Project 2MA Crossover TradeStation indicator*,function*
TSM Projected MA Crossing TradeStation indicator*,function*
TSM Volatility Bands TradeStation indicator*
TSMDoubleMavg TradeStation function*
TSMExpSignal TradeStation function*
TSMMASignal TradeStation function*

Chapter 9 Momentum and Oscillators
TSM RSI Countertrend TradeStation strategy
TSM Stochastic Calculation for
HPQ
Excel spreadsheet
TSM AD Oscillator (Soybeans) TradeStation strategy, indicator,
function*, and Excel spreadsheet
TSM True Strength TradeStation indicator,function*
TSM True Strength Index Excel spreadsheet
TSM Strength Oscillator TradeStation indicator,function
TSM Herrick Payoff TradeStation indicator,function*
TSM Herrick Payoff (for DAX) Excel spreadsheet
TSM Cambridge Hook TradeStation strategy, indicator,
function, MetaStock indicator, Excel
spreadsheet
TSM Divergence TradeStation strategy
TSM Close-to-Close MR System TradeStation strategy*
TSM Momentum Pinball TradeStation strategy*
TSM Double Stochastic TradeStation indicator*
TSM Divergence Index TradeStation indicator*
TSM McClellan Oscillator TradeStation indicator*
TSM McGinley Dynamic TradeStation indicator*
TSM Momentum Volume TradeStation indicator*
TSM Momentum PC Volume TradeStation indicator*
TSM Money Flow TradeStation indicator*,function*
TSM Net Momentum Osc TradeStation indicator*,function*
TSM RSI TradeStation indicator*,function*
TSM Rapid RSI TradeStation indicator*
TSM RSI Nday TradeStation indicator*
TSM Stochastic RSI TradeStation indicator*,function*
TSM Trend Adjusted Osc TradeStation indicator*
TSMDblStochastic TradeStation function*

Chapter 10 Seasonality
TSM Cash and Futures monthly tables wheat Excel spreadsheet
TSM Wheat method of yearly averages and link
relatives
Excel spreadsheet
TSM Seasonal average TradeStation strategy
TSM Seasonal median TradeStation strategy
TSM Seasonal volatility TradeStation strategy

Chapter 11 Cycle Analysis
TSM Triangular MACD TradeStation indicator
TSM Fast Fourier Transform BASIC program
TSM Hilbert Transformation TradeStation Indicator
TSM Hilbert Transformation V2 TradeStation Indicator
TSM Hilbert Transformation
2000
TradeStation Indicator
TSM Hilbert Transformation
2003
TradeStation Indicator
TSM Fisher Transform TradeStation Indicator
TSM Fisher Inverse TradeStation Indicator
TSM Cycle Channel Index TradeStation indicator*,function*
TSM Fisher Transform of ratio TradeStation indicator*
TSM Phasing TradeStation indicator*,function*
TSM Triangular Average TradeStation indicator*,function*

Chapter 12 Volume
TSM OBV Excel spreadsheet ,function*
TSM OBV Trend TradeStation Strategy
TSM Volume Weighted MACD TradeStation Indicator
TSM Volume Momentum TradeStation Indicator,function*
TSM Volume Oscillator TradeStation Indicator
TSM Volume Count (Indic) TradeStation Indicator,function*
TSM Demand Osc TradeStation Indicator,function*
TSM Positive Volume Index TradeStation Indicator,function*
TSM Negative Volume Index TradeStation Indicator,function*
TSM Herrick Payoff TradeStation Indicator
TSM Normalized Volume TradeStation Indicator, MetaStock
indicator
TSM Mom(entum) Volume TradeStation Indicator,function*
TSM Mom(entum) PC Volume TradeStation Indicator,function*
TSM Elastic VWMA TradeStation Indicator
TSM Thrust Oscillator TradeStation Indicator
TSM McClellan Oscillator TradeStation Indicator
TSM Demand Index TradeStation Indicator,function*
TSM MKST-I Market Breadth Excel spreadsheet
TSM High Volume TradeStation strategy*
TSM Low Volume TradeStation strategy*
TSM Appels Highs and Lows TradeStation indicator*, MetaStock
indicator
TSM Aspray Demand Oscillator TradeStation indicator*, MetaStock
indicator
TSM High-Low Volume Smooth TradeStation indicator*
TSM Price Volume Trend TradeStation indicator*,function*
TSM Sibbett Demand Index TradeStation indicator*
TSM True Range Mom Volume TradeStation indicator*,function*
TSM Volume Accumulator TradeStation indicator*,function*

Chapter 13 Spreads
TSM 3 pairs calculations for 2 US
futures markets using stress
Excel spreadsheet
TSM Pairs HPQ-Dell Excel spreadsheet
TSM Crude crack calculations Excel spreadsheet
TSM Eurodollar term structure and
implied yield from gold
Excel spreadsheet
TSM Implied Interest TradeStation function
TSMInterestRateParity TradeStation function
TSM Moving Average of Ratio TradeStation strategy*, indicator*
TSM Relative Value Arb TradeStation strategy*
TSM Interest Rate Parity TradeStation indicator*
TSM Product Spread TradeStation indicator*,function*
TSM Stress TradeStation indicator*, function*,
MetaStock indicator
TSM Volatility of Ratio TradeStation indicator*

Chapter 14 Behavioral
TSM Price Shock Reactions TradeStation strategy
TSM Price Shock Reactions US Excel spreadsheet
TSM Price Shock Reactions CL Excel spreadsheet
TSM Price Shock Reactions ES Excel spreadsheet
TSM COT Markup TradeStation strategy
TSM Elliott Wave TradeStation strategy
,indicator,function*
TSM Elliott Wave Osc TradeStation indicator,function*
TSM Elliott Wave Trend TradeStation indicator,function*
TSM Elliott Wave TradeStation function
TSM Elliott Wave Osc TradeStation function
TSM Elliott Wave Trend TradeStation function
TSM Moon Phases TradeStation strategy
TSMJulianEDtoDate TradeStation function*

Chapter 15 Pattern Recognition
TSM Intraday High-Low TradeStation strategy
TSM Gap Study TradeStation strategy
TSM MR Gap System TradeStation strategy
TSM Close-to-Close MR System TradeStation strategy
TSM Weekday Study TradeStation strategy
TSM Weekday Trading TradeStation strategy
TSM Weekday with Trend TradeStation strategy
TSM Weekend Patterns TradeStation strategy
TSM Reversal Patterns TradeStation strategy
TSM Average Range and Gap TradeStation strategy*
TSM Intraday Gaps TradeStation strategy*
TSM Intraday HL Distribution TradeStation strategy*
TSM Intraday Freq Highs-Lows TradeStation indicator
TSM Joes Quarter Pounder TradeStation strategy*
TSM One Night Stand TradeStation strategy*
TSM Overnight Gap TradeStation strategy*
TSM TD Line Penetration TradeStation strategy*

Chapter 16 Day Trading
TSM Midday Support and Resistance TradeStation strategy
TSM Opening Range Breakout TradeStation strategy
TSM Raschke Opening Range Breakout TradeStation strategy
TSM 1
st
Hour Breakout TradeStation strategy, indicator
TSM Momentum Pinball TradeStation strategy, indicator*
TSM Intraday High-Low TradeStation strategy
TSM Intraday Gaps TradeStation strategy
TSM Intraday Volume TradeStation indicator
TSM Intraday Volatility TradeStation indicator
TSM Critical Time of Day TradeStation strategy*
TSM Intraday Shocks TradeStation strategy*
TSM Intraday Freq Highs-Lows TradeStation indicator*

Chapter 17 Adaptive Techniques
TSM Adaptive Systems TradeStation strategy
TSM AMA Fractal TradeStation strategy, function,
indicator, MetaStock indicator
TSM MAMA TradeStation strategy, MetaStock
indicator
TSM Adaptive RSI TradeStation indicator,function*,
MetaStock indicator
TSM Adaptive Stochastic TradeStation indicator, MetaStock
indicator
TSMParabolic TradeStation function
TSM Trend Adjusted Oscillator TradeStation indicator
TSM Dynamic Momentum Index TradeStation indicator
TSM Adaptive Intraday Breakout TradeStation strategy*
TSM Efficiency Ratio Average TradeStation strategy*
TSM Adaptive R2 TradeStation indicator*,function*,
MetaStock indicator
TSM Dynamic Momentum Index TradeStation indicator*
TSM Efficiency Ratio TradeStation indicator*,function,
MetaStock indicator
TSM Fractal Efficiency TradeStation indicator*,function*
TSM KAMA TradeStation indicator*,function*
TSM KAMA smoothing constant TradeStation indicator*
TSM Price Density TradeStation indicator*,function*,
MetaStock indicator
TSM VIDYA TradeStation indicator*,function*

Chapter 18 Price Distribution Systems
TSM Zones TradeStation strategy, MetaStock indicator
TSM Forecasting Zones TradeStation indicator
TSM Zone Trades TradeStation strategy
TSM Moving Skewness TradeStation indicator
TSM Kurtosis TradeStation indicator
TSM Skewness TradeStation indicator
TSM Kurtosis-Skew TradeStation strategy*
TSM Trend Zones TradeStation indicator*

Chapter 19 Multiple Time Frames
TSM Force Index TradeStation indicator
TSM Elder Ray TradeStation indicator
TSM KST TradeStation indicator
TSM Smoothed Force TradeStation indicator*,function*

Chapter 20 Advanced Techniques
TSM VIX Mean Reverting (Conners
CVR9)
TradeStation strategy
TSM Moving Average TradeStation strategy
TSM Moving Average Filtered TradeStation strategy
TSM Moving Average Filtered Excel spreadsheet
TSM Moving Average Volatility
Exits
TradeStation strategy
TSM FuzzyLong TradeStation function
TSM FuzzyBullishEngulf TradeStation function
TSM FuzzyEveningStar TradeStation function
TSM FuzzyDarkCloud TradeStation function
TSM Average Yearly Volatility and
Volume
TradeStation strategy*
TSM Directional Movement TradeStation strategy*
TSM Dynamic Breakout-Volatility
System
TradeStation strategy*
TSM Entry Timing with Stdev TradeStation strategy*
TSM Fade Trends TradeStation strategy*
TSM Multiple Periods TradeStation strategy*
TSM Timing the Entry TradeStation strategy*
TSM Trend with Osc Entry TradeStation strategy*
TSM Volatility Filters TradeStation strategy*
TSM Volatility Breakout TradeStation strategy*
TSM Volatility Distribution TradeStation strategy*
TSM AbsVolatility TradeStation indicator*, function*,
MetaStock indicator
TSM DeMark Projected Range TradeStation indicator*
TSM Facilitation Index TradeStation indicator*,function*
TSM Market Direction TradeStation indicator*,function*
TSM Projected Ranges TradeStation indicator*
TSM Projected Support Resistance TradeStation indicator*
TSMDeMarkRangeHigh TradeStation function*
TSMDeMarkRangeLow TradeStation function*
TSMProjRangeR1 TradeStation function*
TSMProjRangeR2 TradeStation function*
TSMProjRangeS1 TradeStation function*
TSMProjRangeS2 TradeStation function*

Chapter 21 System Testing
TSMSharpeRatio TradeStation function*

Chapter 22 Practical Considerations
TSM Martingales TradeStation strategy
TSM Martingales with Trend TradeStation strategy
TSM Anti-Martingales with Trend TradeStation strategy
TSM Anti-Martingales3 TradeStation strategy
TSM Martingales Crossover TradeStation strategy*
TSM Sequences of Runs TradeStation strategy*

Chapter 23 Risk Control
TSM Moving Average Stop Loss TradeStation strategy
TSM Stdev Stop TradeStation indicator, function*
TSM Moving Average Profit Targets TradeStation strategy
TSM Efficiency Ratio Average TradeStation strategy
TSM Risk of Ruin Excel spreadsheet
TSM Risk of Ruin TradeStation function
TSM Averaging In TradeStation strategy
TSM Wait for a Better Entry TradeStation strategy
TSM Adding on Profits TradeStation strategy
TSM Averaging Down TradeStation strategy
TSM Equity Trends Excel spreadsheet
TSM Compounding Positions TradeStation strategy*
TSM Liquidity Manage TradeStation strategy*
TSM Moving Average Variable Size TradeStation strategy*
TSM Stdev Stop TradeStation indicator*
TSMAvgMaxRetrace TradeStation function*
TSMEquityDropRatio TradeStation function*
TSMOptimalF TradeStation function*

Chapter 24 Diversification and Portfolio Allocation
TSM Adjust Shares for Risk TradeStation
strategy, indicator
Excel spreadsheet
TSM Stock and Bond Portfolio Excel spreadsheet

Alphabetic List of Site Contents
Name Actual File Name Type of File
1st hour breakout TSM 1st Hour Breakout TradeStation strategy, indicator
2-Frequency trigonometric regression 2-Frequency Trigonometric Regression FORTRAN
3-Bar inside day TSM 3-Bar Inside Day TradeStation strategy
Absolute volatility TSM AbsVolatility
TradeStation indicator* and
function*, MetaStock indicator
ABX-Gold regression TSM ABX-Gold regression Excel spreadsheet
Acceleration TSM Acceleration
TradeStation indicator* and
function*, MetaStock indicator
Accumulated swing index TSM Accumulated Swing Index TradeStation indicator,function*
AD Oscillator TSM AD Oscillator
TradeStation strategy, indicator,
function*, and Excel spreadsheet
Adaptive correlation R2 TSM Adaptive R2
TradeStation indicator*and
function*, MetaStock indicator
Adaptive intraday breakout TSM Adaptive Intraday Breakout TradeStation strategy*
Adaptive Moving Average Fractal TSM AMA Fractal
TradeStation strategy, function
and indicator, MetaStock
indicator
Adaptive RSI TSM Adaptive RSI
TradeStation indicator,
,function*,
MetaStock indicator
Adaptive Stochastic TSM Adaptive Stochastic
TradeStation indicator,
MetaStock indicator
Adaptive systems TSM Adaptive Systems TradeStation strategy
Adding on profits TSM Adding on Profits TradeStation strategy
Adjust shares for risk TSM Adjust Shares for Risk Excel spreadsheet
AMA Fractal TSM AMA Fractal
TradeStation strategy, function,
indicator
Anti-Martingales with trend TSM Anti-Martingales with Trend TradeStation strategy
Anti-Martingales 3 TSM Anti-Martingales 3 TradeStation strategy
Appel's highs and lows TSM Appels Highs and Lows
TradeStation indicator*,
MetaStock indicator
Arbitrage, relative value TSM Relative Value Arb TradeStation strategy*
Aspray's Demand oscillator TSM Aspray Demand Oscillator
TradeStation indicator*,
MetaStock indicator
Average maximum retracement TSMAvgMaxRetrace TradeStation function*
Average range and gap TSM Average Range and Gap TradeStation strategy*
Average, linearly-weighted TSM Linearly Weighted Average TradeStation strategy*
Average, triangular TSM Triangular Average
TradeStation
indicator*,function*
Average-off TSM Average Off
TradeStation indicator*,
MetaStock indicator
Averaging down TSM Averaging Down TradeStation strategy
Averaging in TSM Averaging In TradeStation strategy
Bands, volatility TSM Volatility Bands TradeStation indicator*
Blau double exponential smoothing TSM Blau Dbl Exp Smoothing
TradeStation indicator*,
MetaStock indicator
Blau double smoothing TSM Blau Dbl Smoothing
TradeStation indicator* and
function*
Body momentum TSM Body Momentum
TradeStation indicator*,
function*
Bollinger band, moving average TSM MA Bollinger Band TradeStation strategy*
Bollinger bands TSM Bollinger bands TradeStation indicator,,function*
Bollinger bands modified TSM Bollinger Modified
TradeStation indicator,
MetaStock indicator
Bollinger bands returns TSM Bollinger Bands Returns
TradeStation indicator*,
function*
Breadth, market using MKST-I TSM MKST-I Market Breadth Excel spreadsheet
Breakout system, dynamic TSM Dynamic breakout system TradeStation strategy
Breakout signal, N-day TSMNDBSignal TradeStation function*
Breakout, 1st hour TSM 1
st
Hour Breakout TradeStation strategy, indicator
Breakout, adaptive Intraday
TSM Adaptive Intraday Breakout TradeStation strategy*
Breakout, N-day TSM N-Day Breakout TradeStation strategy*
Breakout, N-day TSM N-Day Breakout TradeStation strategy
Breakout, N-day example using BA TSM N-Day breakout example using BA Excel spreadsheet
Breakout, opening range TSM Opening Range Breakout TradeStation strategy
Breakout, pivot point TSM Pivot Point Breakout TradeStation strategy
Breakout, Raschke's opening range TSM Raschke Opening Range Breakout TradeStation strategy
Breakout, volatility TSM Volatility Breakout TradeStation strategy*
Breakout-volatility system, dynamic TSM Dynamic Breakout-Volatility TradeStation strategy*
System
Cambridge Hook TSM Cambridge Hook
TradeStation strategy, indicator,
and function, MetaStock
indicator, Excel spreadsheet
Candle body reversal TSM Candle Body Reversal TradeStation strategy*
Channels, moving TSM Moving Channels TradeStation indicator*
Close-to-close mean reversion system TSM Close-to-Close MR System TradeStation strategy*
Close-to-Close MR System TSM Close-to-Close MR System TradeStation strategy
Commodity Channel Index for HPQ TSM Commodity Channel Index HPQ Excel spreadsheet
Comparisons, trend systems using
IBM
TSM Trend Systems Comparisons IBM Excel spreadsheet
Comparisons, trend systems using
Eurodollar rates
TSM Trend Systems Comparisons ED Excel spreadsheet
Comparisons,Trend systems using
S&P
TSM Trend Systems Comparisons SP Excel spreadsheet
Compound growth TSMCompoundGrowth TradeStation function*
Compounding positions TSM Compounding Positions TradeStation strategy*
Congestion Phase TSM Nofri Congestion Phase TradeStation strategy
Connors VIX CVR9 TSM VIX Connors CVR9 TradeStation strategy
COT Markup TSM COT Markup TradeStation strategy
Countertrend, RSI TSM RSI Countertrend TradeStation strategy
Crack calculations, Crude TSM Crude crack calculations Excel spreadsheet
Critical time of day TSM Critical Time of Day TradeStation strategy*
Crossover, projected 2 moving
average
TSM Project 2MA Crossover
TradeStation indicator*,
function*
Crossover, projected 2 moving
average
TSM Project 2MA Crossover
TradeStation indicator*,
function*
Crude crack calculations TSM Crude crack calculations Excel spreadsheet
Curvilinear TSM Curvilinear
TradeStation indicator*,
function*
Cycle Channel Index TSM Cycle Channel Index
TradeStation indicator*,
function*
Demand Index TSM Demand Index
TradeStation Indicator,
function*
Demand index, Sibbett's TSM Sibbett Demand Index TradeStation indicator*
Demand oscillator TSM Demand Osc TradeStation indicator, function*
Demand oscillator, Aspray's TSM Aspray Demand Oscillator TradeStation indicator*
DeMark projected range TSM DeMark Projected Range TradeStation indicator*
DeMark range high TSMDeMarkrangehigh TradeStation function*
DeMark range low TSMDeMarkrangelow TradeStation function*
Directional movement TSM Directional Movement TradeStation strategy*
Divergence TSM Divergence TradeStation strategy
Divergence Index TSM Divergence Index TradeStation indicator*
Donchian moving average system TSM Donchian Moving Average System TradeStation strategy
Double Exponential Smoothing TSM Double Exp Smoothing
TradeStation indicator*,
function*
Double moving average TSMDoubleMavg TradeStation function*
Double stochastic TSM Double Stochastic TradeStation indicator*
Double stochastic TSMDblStochastic TradeStation function*
Dunnigan trend TSM Dunnigan Trend TradeStation strategy
Dunnigan's One-Way Formula TSM Dunnigan One-Way Formula TradeStation strategy
Dynamic breakout system TSM Dynamic breakout system TradeStation strategy
Dynamic Breakout-Volatility System
TSM Dynamic Breakout-Volatility
System
TradeStation strategy*
Dynamic momentum index TSM Dynamic Mom Index TradeStation indicator*
Dynamic momentum indicator TSM Dynamic Momentum Indicator TradeStation indicator
Efficiency ratio TSM Efficiency Ratio
TradeStation indicator* and
function, MetaStock indicator
Efficiency ratio average TSM Efficiency Ratio Average TradeStation strategy*
Efficiency ratio average TSM Efficiency Ratio Average TradeStation strategy
Elastic volume-weighted moving
average
TSM Elastic VWMA TradeStation indicator
Elder Ray TSM Elder Ray TradeStation indicator
Elliott Wave TSM Elliott Wave
TradeStation strategy, indicator,
function*
Elliott Wave TSM Elliott Wave TradeStation function
Elliott Wave oscillator TSM Elliott Wave Osc TradeStation indicator, function*
Elliott Wave trend TSM Elliott Wave Trend TradeStation indicator, function*
Elliott Wave trend TSM Elliott Wave Trend TradeStation function
Entry timing TSM Timing the Entry TradeStation strategy*
Entry timing with standard deviation TSM Entry Timing with Stdev TradeStation strategy*
Entry, wait for a better TSM Wait for a Better Entry TradeStation strategy
Equity drop ratio TSMEquityDropRatio TradeStation function*
Equity trends TSM Equity Trends Excel spreadsheet
Evening star TSM Evening Star TradeStation strategy
Evening Star TSM EveningStar TradeStation function
Exponential regularization TSM Exponential Regularization TradeStation strategy*
Exponential smoothing TSM Exponential Smoothing TradeStation strategy, indicator
Exponential smoothing TSM Exponential TradeStation strategy, indicator
Exponential smoothing signal TSMExpSignal TradeStation function*
Exponential smoothing, comparison of
with MSFT
TSM Comparison of exponentials MSFT Excel spreadsheet
Facilitation Index TSM Facilitation Index
TradeStation indicator*,
function*
Fading trends TSM Fade Trends TradeStation strategy*
Fast Fourier Transform TSM Fast Fourier Transform BASIC program
Filters, volatility TSM Volatility Filters TradeStation strategy*
Fisher Transform TSM Fisher Transform TradeStation Indicator
Fisher Transform of ratio TSM Fisher Trans of ratio TradeStation indicator*
Fisher Transform, inverse TSM Fisher Inverse TradeStation Indicator
Force Index TSM Force Index TradeStation indicator
Force, smoothed TSM Smoothed Force
TradeStation indicator*,
function*
Forecasted zones TSM Forecasted Zones TradeStation indicator
Fractal efficiency TSM Fractal Efficiency
TradeStation indicator*,
function*
Frequency distribution TSM Frequency Distribution
TradeStation strategy*,
function*
Frequency distribution center point TSM Freq Dist Center
TradeStation indicator*,
function*
Fuzzy Bullish Engulfing pattern TSM FuzzyBullishEngulf TradeStation function
Fuzzy Dark Cloud TSM FuzzyDarkCloud TradeStation function
Fuzzy Long TSM FuzzyLong TradeStation function
Gap and range, average TSM Average Range and Gap TradeStation strategy*
Gap study TSM Gap Study TradeStation strategy
Gap system, mean reversion TSM MR Gap System TradeStation strategy
Gap, overnight TSM Overnight Gap TradeStation strategy*
Gaps, intraday TSM Intraday Gaps TradeStation strategy*
General Electric regression error
forecasts
TSM General Electric Regression Error
Forecasts
Excel spreadsheet
Geometric moving average TSM Geometric Mvg Avg TradeStation indicator*
Golden Cross TSM Golden Cross Excel spreadsheet
Herrick Payoff Index TSM Herrick Payoff TradeStation indicator,,function*
Herrick Payoff Index for DAX TSM Herrick Payoff Index for DAX Excel spreadsheet (DAX)
High-low, intraday TSM Intraday High-Low TradeStation strategy
High-low, intraday distribution TSM Intraday HL Distribution TradeStation strategy*
Highs and lows, moving average of
TSM Moving Average of Highs and
Lows
TradeStation strategy*
Hilbert transformation TSM Hilbert Transformation TradeStation indicator
Hilbert transformation, version 2 TSM Hilbert Transformation V2 TradeStation indicator
Hilbert transformation 2000 TSM Hilbert Transformation 2000 TradeStation indicator
Hilbert transformation 2003 TSM Hilbert Transformation 2003 TradeStation indicator
Hull moving average TSM Hull Moving Average TradeStation indicator*
Implied interest TSM Implied Interest TradeStation function
Implied yield and term structure for
Eurodollars
TSM Eurodollar term structure and
implied yield from gold
Excel spreadsheet
Inside day, 3-bar TSM 3-Bar Inside Day TradeStation strategy
Interest rate parity TSMInterestRateParity TradeStation function
Interest rate parity TSM Interest Rate Parity TradeStation indicator*
Intraday Frequency of highs-lows TSM Intraday Freq Highs-Lows TradeStation indicator*
Intraday gaps TSM Intraday Gaps TradeStation strategy*
Intraday high-low TSM Intraday High-Low TradeStation strategy
Intraday high-low distribution TSM Intraday HL Distribution TradeStation strategy*
Intraday shocks TSM Intraday Shocks TradeStation strategy*
Intraday volatility TSM Intraday Volatility TradeStation indicator
Intraday volume TSM Intraday Volume TradeStation indicator
Inverse Fisher transform TSM Fisher Inverse TradeStation Indicator
Joes Quarter Pounder TSM Joes Quarter Pounder TradeStation strategy*
Julian Ephemeris date to standard date
conversion
TSMJulianEDtoDate TradeStation function*
KAMA TSM KAMA
TradeStation indicator*,
function*
KAMA smoothing constant TSM KAMA smoothing constant TradeStation indicator*
Key reversals TSM Key Reversals
TradeStation function*,
MetaStock indicator, Excel
spreadsheet
KST TSM KST TradeStation indicator
Kurtosis TSM Kurtosis TradeStation indicator
Kurtosis (Excess) TSM Kurtosis (Excess) TradeStation indicator*
Kurtosis-Skew TSM Kurtosis-Skew TradeStation strategy*
Lag-adjusted smoothing TSM Lag Adj Smoothing
TradeStation indicator*,
function*
Linear regression slope TSM LinReg Slope
TradeStation strategy*,
function*
Linear regression slope signal TSMLRSsignal TradeStation function*
Linearly-weighted average TSM Linearly Weighted Average TradeStation strategy*
Link relatives and yearly averages
method for wheat
TSM Wheat method of yearly averages
and link relatives
Excel spreadsheet
Liquidity management TSM Liquidity Manage TradeStation strategy*
MACD, triangular TSM Triangular MACD TradeStation indicator
MACD, volume weighted TSM Volume Weighted MACD TradeStation Indicator
MAMA TSM MAMA
TradeStation strategy,
MetaStock code
Market breadth using MKST-I TSM MKST-I Market Breadth Excel spreadsheet
Market Direction TSM Market Direction
TradeStation indicator*,
function*
Martingales TSM Martingales TradeStation strategy*
Martingales crossover TSM Martingales Crossover TradeStation strategy*
Martingales with trend TSM Martingales with Trend TradeStation strategy
McClellan Oscillator TSM McClellan Oscillator TradeStation indicator*
McGinley Dynamic TSM McGinley Dynamic TradeStation indicator*
Mean reversion gap system TSM MR Gap System TradeStation strategy
Mean reversion, close-to-close system TSM Close-to-Close MR System TradeStation strategy*
Midday support and resistance TSM Midday Support and Resistance TradeStation strategy
Modified 3 moving average crossover TSM Modified 3MA Cross TradeStation strategy
Momentum TSM Momentum TradeStation strategy
Momentum index, dynamic TSM Dynamic Mom Index TradeStation indicator*
Momentum indicator, dynamic TSM Dynamic Momentum Indicator TradeStation indicator
Momentum percent volume TSM Momentum PC Volume TradeStation indicator*
Momentum percent volume TSM MomPC Volume
TradeStation Indicator,
function*
Momentum Pinball TSM Momentum Pinball TradeStation strategy, indicator*
Momentum volume TSM Momentum Volume TradeStation indicator*, function
Momentum, body TSM Body Momentum
TradeStation
indicator*,function*
Momentum, volume TSM Volume Momentum TradeStation indicator, function*
Money flow TSM Money Flow
TradeStation indicator*,
function*
Monthly tables, cash and futures
wheat
TSM Cash and Futures monthly tables
wheat
Excel spreadsheet
Moon phases TSM Moon Phases TradeStation strategy
Morning star TSM Morning Star TradeStation strategy
Moving Average TSM Moving Average TradeStation strategy
Moving average Bollinger band TSM MA Bollinger Band TradeStation strategy*
Moving average crossover, Modified 3 TSM Modified 3MA Cross TradeStation strategy
Moving average filtered TSM Moving Average Filtered
TradeStation strategy, Excel
spreadsheet
Moving Average of Highs and Lows
TSM Moving Average of Highs and
Lows
TradeStation strategy*
Moving average of ratio TSM Moving Average of Ratio
TradeStation strategy*,
indicator*, function*
Moving average of true range bands Moving average of true range bands
Moving average of true range
bands
Moving average profit targets TSM Moving Average Profit Targets TradeStation strategy
Moving average signal TSMMASignal TradeStation function*
Moving average stop loss TSM Moving Average Stop Loss TradeStation strategy
Moving average system, Donchian TSM Donchian Moving Average System TradeStation strategy
Moving average variable size TSM Moving Average Variable Size TradeStation strategy*
Moving average volatility exits TSM Moving Average Volatility Exits TradeStation strategy
Moving average, double TSMDoubleMavg TradeStation function*
Moving average, projected price
crossing
TSM Projected MA Crossing
TradeStation indicator*,
function*
Moving average, projected crossover
of 2
TSM Project 2MA Crossover
TradeStation
indicator*,function*
Moving average, standard deviation TSM StDev Moving Average TradeStation strategy, indicator*
Moving channels TSM Moving Channels TradeStation indicator*
Moving skewness TSM Moving Skewness TradeStation indicator
Multiple periods TSM Multiple Periods TradeStation strategy*
N-day breakout TSM N-Day Breakout TradeStation strategy*
N-Day breakout example using BA TSM N-Day breakout example using BA Excel spreadsheet
N-day breakout signal TSMNDBSignal TradeStation function*
Negative volume index TSM Neg Volume Index TradeStation indicator, function*
Net Momentum Oscillator TSM Net Momentum Osc
TradeStation
indicator*,function*
Nofri Congestion Phase TSM Nofri Congestion Phase TradeStation strategy
Normalized Volume TSM Normalized Volume
TradeStation indicator,
MetaStock indicator
On Balance Volume TSM OBV Excel spreadsheet , function*
On Balance Volume Trend TSM OBV Trend TradeStation strategy
One Night Stand TSM One Night Stand TradeStation strategy*
One-Way Formula, Dunnigan's TSM Dunnigan One-Way Formula TradeStation strategy
Opening range breakout TSM Opening Range Breakout TradeStation strategy
Optimal f TSMOptimalF TradeStation function*
Oscillator entry with trend TSM Trend with Osc Entry TradeStation strategy*
Oscillator, demand TSM Demand Osc TradeStation indicator, function*
Oscillator, McClellan TSM McClellan Oscillator TradeStation Indicator
Oscillator, Net Momentum TSM Net Momentum Osc
TradeStation
indicator*,function*
Oscillator, thrust TSM Thrust Oscillator TradeStation Indicator
Oscillator, trend adjusted TSM Trend Adjusted Osc TradeStation indicator*
Oscillator, trend-adjusted TSM Trend-Adjusted Oscillator TradeStation indicator
Oscillator, volume TSM Volume Oscillator TradeStation Indicator
Outside day TSM Outside Day TradeStation strategy*
Outside day with an outside close TSM Outside Day with an Outside Close TradeStation strategy
Overnight Gap TSM Overnight Gap TradeStation strategy*
Pairs calculations for 2 US futures
markets using stress
TSM Pairs calculations for 2 US futures
markets using stress
Excel spreadsheet
Pairs HPQ-DELL TSM Pairs HPQ-DELL Excel spreadsheet
Parabolic TSMParabolic TradeStation function
Parity, interest rate TSMInterestRateParity TradeStation function
Parity, interest rate TSM Interest Rate Parity TradeStation indicator*
Phasing TSM Phasing
TradeStation indicator*,
function*
Pivot point TSM Pivot Point TradeStation indicator*
Pivot point average TSMPivotPointAverage TradeStation function*
Pivot point average TSM Pivot Point Average TradeStation strategy, indicator
Pivot point breakout TSM Pivot Point Breakout TradeStation strategy
Point & Figure TSM Point & Figure TradeStation strategy
Point & Figure with ATR box size TSM Point & Figure ATR Box TradeStation strategy*
Point & Figure with variable box size TSM Point & Figure Variable Box TradeStation strategy*
Portfolio, stock and bond TSM Stock and Bond Portfolio Excel spreadsheet
Positive volume index TSM Pos Volume Index TradeStation indicator, function*
Price Density TSM Price Density
TradeStation indicator* and
function*, MetaStock code
Price shock reactions TSM Price Shock Reactions TradeStation strategy
Price shock reactions applied to crude
oil
TSM Price Shock Reactions CL Excel spreadsheet
Price shock reactions applied to S&P TSM Price Shock Reactions ES Excel spreadsheet
Price shock reactions applied to US 3-
year bonds
TSM Price Shock Reactions US Excel spreadsheet
Price volume trend TSM Price Volume Trend
TradeStation
indicator*,function*
Profit targets, moving Average TSM Moving Average Profit Targets TradeStation strategy
Projected 2 moving average crossover TSM Project 2MA Crossover
TradeStation
indicator*,function*
Projected Range R1 TSMProjRangeR1 TradeStation function*
Projected Range R2 TSMProjRangeR2 TradeStation function*
Projected Range S1 TSMProjRangeS1 TradeStation function*
Projected Range S2 TSMProjRangeS2 TradeStation function*
Projected range, DeMark TSM DeMark Projected Range TradeStation indicator*
Projected Ranges TSM Projected Ranges TradeStation indicator*
Projected Support Resistance TSM Projected Support Resistance TradeStation indicator*
R2 TSM R2 TradeStation indicator*
R2 differences TSM R2 Differences TradeStation indicator*
Range and gap, average TSM Average Range and Gap TradeStation strategy*
Rapid RSI TSM Rapid RSI TradeStation indicator*
Raschke's opening range breakout TSM Raschke Opening Range Breakout TradeStation strategy
Regression error forecasts for General
Electric
TSM General Electric Regression Error
Forecasts
Excel spreadsheet
Regression, 2-frequency trigonometric 2-Frequency Trigonometric Regression FORTRAN
Regression, ABX-Gold TSM ABX-Gold regression Excel spreadsheet
Regression, single frequency
trigonometic
Single Frequency Trigonometic
Regression
FORTRAN
Relative value arbitrage TSM Relative Value Arb TradeStation strategy*
Retracement, average maximum TSMAvgMaxRetrace TradeStation function*
Reversal patterns TSM Reversal Patterns TradeStation strategy
Reversal, candle body TSM Candle Body Reversal TradeStation strategy*
Reversals, key TSM Key Reversals TradeStation strategy, function*
Reversals, key TSM Key Reversals Excel spreadsheet
Risk of ruin TSM Risk of Ruin
TradeStation function, Excel
spreadsheet
RSI TSM RSI
TradeStation indicator*,
function*
RSI countertrend TSM RSI Countertrend TradeStation strategy
RSI, adaptive TSM Adaptive RSI TradeStation indicator,,function*
RSI, N-day TSM RSI Nday TradeStation indicator*
RSI, rapid TSM Rapid RSI TradeStation indicator*
RSI, stochastic TSM Stochastic RSI
TradeStation indicator*,
function*
Runs, Sequences of TSM Sequences of Runs TradeStation strategy*
Seasonal average TSM Seasonal average TradeStation strategy
Seasonal median TSM Seasonal median TradeStation strategy
Seasonal volatility TSM Seasonal volatility TradeStation strategy
Sequences of runs TSM Sequences of Runs TradeStation strategy*
Sharpe ratio TSMSharpeRatio TradeStation function*
Shock, price reactions applied to S&P TSM Price Shock Reactions ES Excel spreadsheet
Shocks, intraday TSM Intraday Shocks TradeStation strategy*
Shocks, price reactions applied to
crude oil
TSM Price Shock Reactions CL Excel spreadsheet
Shocks, price reactions applied to US
3-year bonds
TSM Price Shock Reactions US Excel spreadsheet
Shocks, reaction to price TSM Price Shock Reactions TradeStation strategy
Sibbett's Demand index TSM Sibbett Demand Index TradeStation indicator*
Single frequency trigonometic
regression
Single Frequency Trigonometic
Regression
FORTRAN
Skewness TSM Skewness TradeStation indicator
Skewness, moving TSM Moving Skewness TradeStation indicator
Slope, linear regression TSM LinReg Slope
TradeStation strategy and
indicator
Smoothed Force TSM Smoothed Force
TradeStation indicator*,
function*
Smoothing, Blau double TSM Blau Dbl Smoothing
TradeStation indicator*,
function*
Smoothing, Blau double exponential TSM Blau Dbl Exp Smoothing TradeStation indicator*
Smoothing, double exponential TSM Double Exp Smoothing
TradeStation indicator*,
function*
Smoothing, exponential TSM Exponential Smoothing TradeStation strategy, indicator
Smoothing, lag-adjusted TSM Lag Adj Smoothing
TradeStation indicator*,
function*
Smoothing, triple TSM Triple Smoothing TradeStation strategy*
Spread, product TSM Product Spread
TradeStation indicator*,
function*
Standard deviation of residuals
TSM Stdev Residuals
TradeStation
indicator*,function*
Standard deviation moving average TSM Stdev Mvg Avg
TradeStation strategy,
indicator*
Standard deviation stop TSM Stdev Stop TradeStation indicator*
Standard deviation stop loss TSM Stdev Stop Loss TradeStation indicator, function*
Stochastic Calculation for HPQ TSM Stochastic Calculation for HPQ Excel spreadsheet
Stochastic RSI TSM Stochastic RSI
TradeStation indicator*,
function*
Stochastic, adaptive TSM Adaptive Stochastic TradeStation indicator
Stochastic, double TSM Double Stochastic TradeStation indicator*
Stochastic, double TSMDblStochastic TradeStation function*
Stock and bond portfolio TSM Stock and Bond Portfolio Excel spreadsheet
Stop loss, moving average TSM Moving Average Stop Loss TradeStation strategy
Stop loss, standard deviation TSM Stdev Stop Loss TradeStation indicator,,function*
Stop, standard deviation TSM Stdev Stop TradeStation indicator*
Strength Oscillator TSM Strength Oscillator TradeStation indicator,,function
Stress indicator TSM Stress
TradeStation indicator*,
function*
Support and resistance, midday TSM Midday Support and Resistance TradeStation strategy
Swing TSM Swing TradeStation strategy, indicator
Swing Index TSM Swing Index
TradeStation indicator*,
function*
Swing index, accumulated TSM Accumulated Swing Index TradeStation indicator,,function*
TD Line Penetration TSM TD Line Penetration TradeStation strategy*
Term structure and implied yield from
gold
TSM Eurodollar term structure and
implied yield from gold
Excel spreadsheet
Thrust oscillator TSM Thrust Oscillator TradeStation Indicator
Time of day, critical TSM Critical Time of Day TradeStation strategy*
Time patterns, intraday TSM Intraday Time Patterns TradeStation strategy, indicator*
Timing the entry TSM Timing the Entry TradeStation strategy*
Trend adjusted oscillator TSM Trend Adjusted Osc TradeStation indicator*
Trend systems comparisons,
Eurodollar rates
TSM Trend Systems Comparisons ED Excel spreadsheet
Trend systems comparisons, IBM TSM Trend Systems Comparisons IBM Excel spreadsheet
Trend systems comparisons, S&P TSM Trend Systems Comparisons SP Excel spreadsheet
Trend with oscillator entry TSM Trend with Osc Entry TradeStation strategy*
Trend zones TSM Trend Zones TradeStation indicator*
Trend-adjusted oscillator TSM Trend-Adjusted Oscillator TradeStation indicator
Trends, fading TSM Fade Trends TradeStation strategy*
Triangular Average TSM Triangular Average
TradeStation indicator*,
function*
Triangular MACD TSM Triangular MACD TradeStation indicator
Triple smoothing TSM Triple Smoothing TradeStation strategy*
True range bands, moving average of TSM Moving Average of TR Bands TradeStation strategy*
True Range Momentum Volume TSM True Range Momenum Volume
TradeStation indicator*,
function*
True Strength TSM True Strength TradeStation indicator, function*
True Strength Index TSM True Strength Index Excel spreadsheet
T-test TSM T-test
TradeStation indicator*,
function*
T-test 2 variables TSM T-test 2V
TradeStation indicator*,
function*
T-test 2 variables DF TSM T-test 2V DF
TradeStation indicator*,
function*
Turtle TSM Turtle TradeStation strategy
Variable size, moving average TSM Moving Average Variable Size TradeStation strategy*
Velocity TSM Velocity
TradeStation indicator*,
function*
VIDYA TSM VIDYA
TradeStation indicator*,
function*
VIX Connors CVR9 TSM VIX Connors CVR9 TradeStation strategy
Volatility breakout TSM Volatility Breakout TradeStation strategy*
Volatility and volume, average yearly
TSM Average Yearly Volatility and
Volume
TradeStation strategy*
Volatility bands TSM Volatility Bands TradeStation indicator*
Volatility distribution TSM Volatility Distribution TradeStation strategy*
Volatility exits, moving average TSM Moving Average Volatility Exits TradeStation strategy
Volatility filters TSM Volatility Filters TradeStation strategy*
Volatility of ratio TSM Volatility of Ratio TradeStation indicator*
Volatility, absolute TSM AbsVolatility
TradeStation indicator*,
function*
Volatility, intraday TSM Intraday Volatility TradeStation indicator
Volume Accumulator TSM Volume Accumulator
TradeStation indicator*,
function*
Volume and volatility, average yearly
TSM Average Yearly Volatility and
Volume
TradeStation strategy*
Volume Count TSM Volume Count TradeStation indicator, function*
Volume Momentum TSM Volume Momentum TradeStation indicator,,function*
Volume Oscillator TSM Volume Oscillator TradeStation indicator
Volume price trend TSM Price Volume Trend
TradeStation indicator*,
function*
Volume weighted MACD TSM Volume Weighted MACD TradeStation indicator
Volume, high TSM High Volume TradeStation strategy*
Volume, high-low smoothing TSM HL Volume Smooth TradeStation indicator*
Volume, intraday TSM Intraday Volume TradeStation indicator
Volume, low TSM Low Volume TradeStation strategy*
Volume, momentum TSM Momentum Volume
TradeStation indicator*,
function*
Volume, momentum percent TSM Momentum PC Volume TradeStation indicator*
Volume, momentum percent TSM MomPC Volume TradeStation indicator,,function*
Volume, negative index TSM Neg Volume Index TradeStation indicator,,function*
Volume, normalized TSM Normalized Volume TradeStation indicator
Volume, positive index TSM Pos Volume Index TradeStation indicator, function*
Volume, true range momentum TSM True Range Momenum Volume
TradeStation indicator*,
function*
Volume-weighted moving average,
elastic
TSM Elastic VWMA TradeStation indicator
Wait for a better entry TSM Wait for a Better Entry TradeStation strategy
Weekday study TSM Weekday Study TradeStation strategy
Weekday trading TSM Weekday Trading TradeStation strategy
Weekday with trend TSM Weekday with Trend TradeStation strategy
Weekend patterns TSM Weekend Patterns TradeStation strategy
Wilder's Swing Index TSM Wilder Swing Index Excel spreadsheet
Yearly averages method and link
relatives for wheat
TSM Wheat method of yearly averages
and link relatives
Excel spreadsheet
Zone Trades TSM Zone Trades TradeStation strategy
Zones TSM Zones
TradeStation strategy,
MetaStock indicator
Zones, forecasted TSM Forecasted Zones TradeStation indicator
Zones, trend TSM Trend Zones TradeStation indicator*

Das könnte Ihnen auch gefallen