Beruflich Dokumente
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TATechnics
SATL (Slow Adaptive Trend Line)– is formed with the digital Low Pass
Filter FLF - 2. Filter FLF – 2 serves to suppress noises and market cycles
with longer periods of oscillation.
More Details
Coming Soon…
Real Time and EOD
data charts for the
S & P stocks.
Digital Indicators for Amibroker
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Technical Analysis Techniques
TATechnics
In the result FTLM and STLM turn out more leveled (smoothed) and regu-
lar functions than the classical instrument Momentum, and therefore have
more forecasting value.
We can calculate two more derivative functions from the above Indicators.
Vladimir proposes the following rules for developing a Trading system with the Digital filters (reproduced fro Original
Text)
• Growing SATL line is evidence of the bullish trend on the market. The point of the reversal beginning of the bear-
ish trend is considered the point of the local minimum of SATL. The point of finishing the reversal of the bearish
trend is the point where the sign of STLM changed from minus into plus
• Falling SATL line is evidence of the bearish trend on the market. The point of the bullish trend reversal beginning
is considered the point of the local SATL maximum. The point of finishing the bullish trend reversal is the point
where STLM sign changed from plus into minus.
• STLM interpretation requires special attention. Positive value of STLM is evidence of the bullish trend
and the negative one testifies the bearish trend. STLM is an advance indicator. Local minimum of STLM
always precedes the local minimum of SATL. Local maximum of STLM always precedes the local maxi-
mum of SATL. Achievement by STLM its points of extremes is necessary but insufficient condition for
the achievement by the curve of SATL the top or the bottom. Growing STLM at growing SATL is evi-
dence of the bullish trend acceleration. Horizontal and positive STLM at growing SATL is evidence of the
set bullish trend. The more absolute the value of STLM, the more potential the bullish trend has. Falling
STLM at falling SATL testifies the bearish trend acceleration.
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Technical Analysis Techniques
TATechnics
• Horizontal and negative STLM at growing SATL testifies Real Time charts
the bearish trend setting. The more absolute value of
STLM, the more potential the bearish trend has. Soon we will have Real Time charts for the NSE Futures
• Growing “fast” FATL trend line at the growing “slow” stocks. The systems like VPA and KELI can be monitored
SATL trend line is evidence of the strong bullish trend on in Real Time.
the market.
• Falling “fast” line of FATL at the falling “slow” line of US Market Charts
SATL is evidence of the strong bearish trend on the mar-
ket. Soon the charting tool will be available for the S&P 500
• Growing FATL line at falling SATL line is evidence of US stocks. So the VPA system and KELI will be available
either bullish correction at the bearish trend or consolida- for these stocks as well. Also Real time charts will be
tion. available.
• Falling FATL line at growing SATL line is evidence of
either bearish correction at the bullish trend or consolida- EOD Stock Scanner
tion.
• The beginning or resuming the movement in one One of the most difficult task we all face is to eye ball
direction of FATL and SATL lines give signals either many charts and do short listing of the right stocks. In
on the tendency reversal or finishing the correction order to overcome we are going to introduce a stock
and resuming price movement in the SATL direc- scanner to scan the stocks for different Trading systems
tion.
• More details can be obtained from http://www.fin-
ware.com/article1.html
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Technical Analysis Techniques
TATechnics
Let us look back and see how the KELI system performed in some of the stocks in the recent Past. First we will look at
the NIFTY EOD chart. We basically
had three Trades. In the beginning of
January we had a short trade triggered
at 5093. This trade was reversed in
February at 4880 resulting in a profit
of 213 points. The next Long trade was
again reversed at 5270 in mid April
again resulting in a profit of 390
points. The short trade was triggered
and is still in force. The current profit
is about 100 points. The overall profit
in the last 5 months would be in the
tune of 700 points.
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