Article Archive For
Douglas Arend
Trading Limit Markets by Douglas Arend
ARTICLE SYNOPSIS ...Trading Limit Markets by Douglas Arend
In an effort to maintain orderly markets in commodity futures, many exchanges impose daily trading limits. If prices rise above or fall below the previous session's close by a certain amount, further movement in the same direction is prohibited throughout the remainder of the session. The theory behind the use of limits is to afford an opportunity for markets to pause while participants determine if a move is overdone.
Regardless of the underlying arguments for trading limits, such restrictions can be very frustrating to traders who find themselves lock...
AUTHOR: Douglas ArendDATE: SEP 1990
Windows of opportunity by Douglas Arend
ARTICLE SYNOPSIS ...Windows of opportunity
by Douglas Arend
Entering a commodities position typically is a two-step process. First, a decision must be made on the
expected direction of the market. This is the set-up. Next, some method for timing the entry is required.
I'll refer to this as the signal. Certain indicators and techniques are inherently better suited for the set-up,
while others tend to perform well as signals. The key is to separate these functions and select methods
which have proven themselves over time.
My approach is to identify an expected direction in the market lasting from several days to ...
AUTHOR: Douglas ArendDATE: JUN 1989
Gann analysis on point and figure charts by Douglas Arend
ARTICLE SYNOPSIS ...Gann analysis on point and figure charts
by Douglas Arend
Of the many analytical techniques attributed to W.D. Gann, perhaps none is more widely followed
than the so-called geometric angles. Although applied generally to historical and intraday bar charts, this
method also can be used with point and figure or, as they are sometimes called, reversal charts. In this
case, the emphasis is on price alone rather than the combination of price and time.
P&F basics
Constructing daily point and figure (P&F) charts starts by determining the scale of the box (number of
price ticks per square) and reve...
AUTHOR: Douglas ArendDATE: DEC 1989