Technical Analysis of STOCKS & COMMODITIES
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Article Archive For Keyword: Data
DownloadA Cup Of Security With Vasco Data
ARTICLE SYNOPSIS...A cup is in the making.
A New Gauge For Sentiment And Breadth Data
ARTICLE SYNOPSIS...Here is a new tool you can use to help get better readings on the market. This method is based on the relative difference of squares (RDoS). Discover its advantages
A Technical Description Of Market Data For Traders
ARTICLE SYNOPSIS...What is the nature of market data? What wisdoms can be gained from studying it? Here is a brief summary of research into the nature of market data, from someone who has spent decades researching it, testing it, and trading it. Included is a technique to
A better way to smooth data by J.S. Payne, Ph.D.
ARTICLE SYNOPSIS...A better way to smooth data by J.S. Payne, Ph.D. What every trader desires is indicators that give strong signals with no misleading period-to period jitter, or noise. We all know what noise is to a trader, but let's restate it. Noise is something in yo
Alliance Data Systems: Easy Short Into Support?
ARTICLE SYNOPSIS...Shares of Alliance Data Systems (ADS) are heading lower after breaking a key support level.
Anatomy Of A Low: Order Flow And Order Book Data Provide Insight
ARTICLE SYNOPSIS...In this article, we examine the order flow and limit order book data in the WTI futures market that provides insight into the development of support for Thursday, March 7, 2019. Market structure and order flow provide insight into the actual transactiona
Avoiding The Pitfalls Of Historical Data
ARTICLE SYNOPSIS...Testing a trading strategy depends on handling the data correctly. How do price shocks figure into the historical data
Can Options Data Help You Trade Stocks?
ARTICLE SYNOPSIS...There is a big difference between trading options and stocks. With options, you first need to understand the Greeks and then you need a good options chain data provider just for starters. But how about using complicated options data to trade stocks?
Clue Hunting Through Commitment Of Traders' Data
ARTICLE SYNOPSIS...Like any indicator, Commitment of Traders (COT) data has its followers. For those who know how to read between the lines, there is always an interesting story to be had.
Comparing data vendors by Steven B. Achelis
ARTICLE SYNOPSIS...Comparing data vendors by Steven B. Achelis If you think choosing stocks and/or commodities to buy is difficult, try selecting a data vendor to use with your technical analysis software. At Computer Asset Management we have written software (The Downloa
Computer Data Conversion by Hans Hannula, Ph.D., C.T.A.
ARTICLE SYNOPSIS...Computer Data Conversion by Hans Hannula, Ph.D., C.T.A. Computers talk to each other all the time -- except when you get involved. A familiar feeling? Ever have data you'd love to have on your system, except the data aren't compatible with your setup and
Converting Data Files by Franz Hrazdira
ARTICLE SYNOPSIS...Converting Data Files by Franz Hrazdira Most charting programs work with historical data stored in files of a specific data structure best suited to that program to access, process and present. Only one source I know of, Telescan in Houston, TX, supplie
Creating Synthetic Historical Data
ARTICLE SYNOPSIS...If you are trading some of the newer products such as ETFs or ETNs launched within the past several years, you may not have a lot of data with which to backtest. Here's a way around that
Data Filtering For Trend Channel Analysis by Anthony W. Warren, Ph.D.
ARTICLE SYNOPSIS...Data Filtering For Trend Channel Analysis by Anthony W. Warren, Ph.D. Trend-following methods typically utilize moving averages of closing price data for buy and sell signals. Often, the signals turn out to be false due to short-term market fluctuations
Data Filtering Methods For Technical Analysis by ANTHONY WARREN, Ph.D./Technical Analysis
ARTICLE SYNOPSIS...Data Filtering Methods For Technical Analysis by ANTHONY WARREN, Ph.D./Technical Analysis staff writer Data filtering methods such as moving averages are quite prevalent in many trading systems. In this article we will discuss a methodology for selectin
Data Mining And Cubes For Traders by Art Tennick
Data Services
ARTICLE SYNOPSIS...The advent of the Internet has made available data services of all kinds maintained by the vendor. This gives you, the buyer, a myriad of possibilities when it comes to data frequency, method, and delivery.
Data Smoothing using a Kalman Filter by Vince Banes
ARTICLE SYNOPSIS...Data Smoothing using a Kalman Filter by Vince Banes ""The analysis of continuous pricing information works well with this form of filtering"" The concept of optimum estimation was introduced by Dr. R.E. Kalman in 1960. The first major application of hi
Discerning Portfolio Patterns Using Data Animation by Bruce Peterson, PhD
ARTICLE SYNOPSIS...Discerning Portfolio Patterns Using Data Animation by Bruce Peterson, PhD Here is a method using animation that helps you visualize patterns of stock behavior for an entire portfolio. Traders have long used technical indicators and charts to identify p
Downloading Free Stock Data
ARTICLE SYNOPSIS...Typically, market data is supplied by the exchanges and you have to pay for that data. Here's a look at how you can extract data from free resources
Electronic Data Systems And Breaking The Downtrend
ARTICLE SYNOPSIS...Strong technicals in a fundamentally promising industry make EDS attractive.
FILTER PRICE DATA: Moving Averages vs. Exponential Moving Averages by Jack K. Hutson
ARTICLE SYNOPSIS...FILTER PRICE DATA: Moving Averages vs. Exponential Moving Averages by Jack K. Hutson In the process of collecting stock or commodity time series data, such as daily closes, we lose a significant quantity of information. We are examining a single point (
Finding Cycles In Time Series Data by A. Bruce Johnson, Ph.D.
ARTICLE SYNOPSIS...Finding Cycles In Time Series Data by A. Bruce Johnson, Ph.D. To improve the process of removing trend from stock market prices to see underlying cyclic movement, I have combined triangular moving averages with the moving average convergence/divergence
Finding patterns in random data by Nelson Weiderman, Ph.D.
ARTICLE SYNOPSIS...Finding patterns in random data by Nelson Weiderman, Ph.D. Since the advent of the personal computer, a great deal of time has been devoted to finding tradeable patterns in stock and commodity data. The idea is that patterns found in historical data are
Forex Focus: Recycle Your Data by Patrick S. Nouvion
ARTICLE SYNOPSIS...Stocks & Commodities V. 25:4 (14-17): Forex Focus: Recycle Your Data by Patrick S. Nouvion Access to foreign exchange trading has opened up exciting trading options for the retail trader. You can now trade alongside corporations and institutions in a hi
Historical Data
How Good Is Your Data? by Sunny Harris
ARTICLE SYNOPSIS...Is all data equal? If truth be told, I never gave it much thought. I have been using one vendor nearly exclusively for about 20 years. My fills are good enough. My closing prices seem to match what I see on television or find online. As long as t
How Smooth Is Your Data Smoother? by Patrick E. Lafferty
ARTICLE SYNOPSIS...How Smooth Is Your Data Smoother? Traders use moving averages to remove random fluctuations from price data. Some moving averages work better than others. Take a look. In 1995, I wrote an article for STOCKS & COMMODITIES presenting some of the properties
In-Sample Test Data, Out-of-Sample DataŃDoes It Really Matter?
ARTICLE SYNOPSIS...Backtesting a trading strategy or trading system before trading it has always been an important part of the system trader's process. But what's the best way to go about it? Here's an overview of the process and some finer points on how to select data to
Interview: Bob Pelletier Of CSI Data by Jayanthi Gopalakrishnan
ARTICLE SYNOPSIS...Stocks & Commodities V. 24:13 (40-45): Interview: Bob Pelletier Of CSI Data by Jayanthi Gopalakrishnan Not many current traders can remember a time when commodities weren't a driving force in the markets, but Robert Pelletier, president of CSI, can. Pel
Interview: Market Data Insights With John Ehlers
ARTICLE SYNOPSIS...John F. Ehlers is a market technician with a specialty in the study of market data and cycles, as well as using that data more effectively to develop trading strategies. In the early 1980s, around the same time this magazine was launched, he was pioneeri
Jurik Indicators And Data Preprocessors
Least-Squares Data Smoothing by Harold A. Kreamer
ARTICLE SYNOPSIS...Least-Squares Data Smoothing by Harold A. Kreamer Superimposed on and often indistinguishable from daily market data trends are seemingly random fluctuations, known as noise. An analyst wants to remove as much noise from data as possible without degradi
Liquidity Data Bank: Big promises, small deliveries by Thomas K Bonen
ARTICLE SYNOPSIS...Liquidity Data Bank: Big promises, small deliveries by Thomas K. Bonen In 1984, the Chicago Board of Trade (CBOT) introduced the revolutionary Liquidity Data Bank (LDB) to the general public. It was a truly unique venture intended to open up the exchang
Locating value with auction market data by Donald L. Jones
ARTICLE SYNOPSIS...Locating value with auction market data by Donald L. Jones There are two fools in every market. One asks too little, one asks too much. -- Old Russian proverb The search for value in markets is a never-ending quest, since value changes with underlying
Looking At Minute-By-Minute Stock Option Data Part 2: Short Margins
ARTICLE SYNOPSIS...Can retail traders make more money using straddles or strangles than by just buying a call or put? Can retail traders make money using option strategies that include margined short option positions? We explore these questions here using the minute-by-min
Looking At Minute-By-Minute Stock Option Data, Part 3: Alternatives To Black-Scholes
ARTICLE SYNOPSIS...Many concerns have been expressed over the years about the assumptions made by the Black-Scholes model (and some other option models) with regard to the volatility and continuity in the markets. When trading very short-term option contracts, do the model
Market Profile/Liquidity Data Bank: A procedural outline by Donald L. Jones
ARTICLE SYNOPSIS...Market Profile/Liquidity Data Bank: A procedural outline by Donald L. Jones The Chicago Board of Trade's Market Profile/Liquidity Data Bank report is an unparalleled source of market- generated information. Each price traded during the day is identified
Momentum And Seasonality: What Can We Learn From Nearly 100 Years Of Historical Data?
ARTICLE SYNOPSIS...Many studies on seasonal tendencies of stocks have relied on a few decades' worth of activity. What does a century of data show? Can we glean additional insights? Here's a study that evaluates the performance of 12 industry groups over a period of over n
On-Line Data Addiction by Van K. Tharp, Ph.D.
ARTICLE SYNOPSIS...On-Line Data Addiction by Van K. Tharp, Ph.D. One of the most useful tools for the modern trader is the on-line quote monitor, which gives the trader a minute-by-minute picture of what is going on in the market. It allows the trader to position a trade
Predicting Market Data Using The Kalman Filter by R. Martinelli & N. Rhoads
ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter by R. Martinelli & N. Rhoads The Kalman filter is a two-stage algorithm that assumes there is a smooth trendline within the data that represents the true value of the market before being perturbed by market
Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads
ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads Can the Kalman filter be used to predict future price movement? In this second part of this series we answer this question. Previously, we discussed the Kalman filter and
Predicting The VIX By Reordering Data
ARTICLE SYNOPSIS...In recent years, the CBOE Volatility Index (VIX) has increased in importance and use as an indicator of market direction. This article demonstrates how the direction of tomorrow's change in the VIX might be determined by restructuring readily available m
Preprocessing Data And Fast Fourier Transform by Thom Hartle
ARTICLE SYNOPSIS...Preprocessing Data And Fast Fourier Transform by Thom Hartle Preprocessing data is a popular buzzterm today, but what is it and why do we do it? Well, here's an explanation of data preprocessing and a tutorial on using fast Fourier transforms (Fft). Fft
Preprocessing Data For Neural Networks by Lou Mendelsohn
ARTICLE SYNOPSIS...Preprocessing Data For Neural Networks by Lou Mendelsohn Today's global markets demand new analytical tools for survival and profit as prevailing methods of analysis lose their luster. Here, Stocks & Commodities contributor Lou Mendelsohn explains how a
Product Review: Correlation Reports: CSI Data by Jayanthi Gopalakrishnan
Product Review: Financial Data Calculator 3.0 by Jayanthi Gopalakrishnan
Product Review: LIFFE Data ver 1.0 with LIFFEstyle Software
Product Review: Level 3 Data by Jayanthi Gopalakrishnan
Product Review: Universal Market Data Server
Quick Scan:LIFFE Data Version 3.0 With Lifestyle Software
Quick Scan:Tick Data
Recession Watch 2020 - A Technical View Of Some Economic Data
ARTICLE SYNOPSIS...In my last article on economic indicators, I looked at the yield curve. In this article I update that chart as well as examine two more key metrics.
SIDEBAR: Converting Absolute Data to Change in Log of Price
ARTICLE SYNOPSIS...CONVERTING ABSOLUTE DATA TO CHANGE IN LOG OF PRICE Sidebar Figure 1 is a sample of weekly interest rate and S&P 500 index data and the formula used to convert absolute interest rate data to changes in logs. Formulas first calculate the log of price and
SIDEBAR: EXCEL FAST FOURIER TRANSFORMS, DECEMBER COPPER DATA by Technical Analysis, Inc.
ARTICLE SYNOPSIS...EXCEL FAST FOURIER TRANSFORMS, DECEMBER COPPER DATA by Technical Analysis, Inc. Here is the layout for preprocessing data and running a fast Fourier transform (FFT) in Excel. Column A of the spreadsheet (sidebar Figure 8) is the date column. Our first d
SIDEBAR: Evaluating Your Computer©s Data Capacity
SIDEBAR: Integer data types
ARTICLE SYNOPSIS...SIDEBAR: Integer data types Integer math gives the program a tremendous speed advantage over floating-point math on most computer systems, but it is not as easy to work with. Problems can arise with overflow, where a calculation yields a value too large
SIDEBAR: TRIPLE EXPONENTIALLY SMOOTHING A DATA SERIES
ARTICLE SYNOPSIS...TRIPLE EXPONENTIALLY SMOOTHING A DATA SERIES One purpose of triple exponentially smoothing a data series is to remove meaningless fluctuations from the data while maintaining the correct appraisal of the direction of the trend. This is accomplished by s
SIDEBAR: Using BASIC Programs to Massage Data
ARTICLE SYNOPSIS...Using BASIC Programs to Massage Data Microsoft BASIC has become the standard programming language on today's PC's and clones. It comes in a couple of slightly different flavors: BASIC, BASICA and GWBASIC, for example, are the most common IBM and clone v
Seasonal Adjustment Of Time Series Data by George R. Arrington, Ph.D.
ARTICLE SYNOPSIS...Seasonal Adjustment Of Time Series Data by George R. Arrington, Ph.D. While time series data is the heart of most technical trading systems, some have a tendency to reflect seasonal patterns; for example, agricultural commodities tend to follow harves
Smoothing Data With Faster Moving Averages by Patrick G. Mulloy
ARTICLE SYNOPSIS...Smoothing Data With Faster Moving Averages By Patrick G. Mulloy Has the lag time of moving averages ever irritated you? Well, there is a way around it: a modified statistical version of exponential smoothing with less lag time than the standard exponent
Smoothing Data With Less Lag by Patrick G. Mulloy
ARTICLE SYNOPSIS...Smoothing Data With Less Lag by Patrick G. Mulloy Last time, Mulloy discussed basic moving averages, introduced a new filter called DEMA1 and demonstrated a method with which to utilize exponential moving averages. Mulloy also explained how this new fil
Swiss Franc Fall Signaled By COT Data
ARTICLE SYNOPSIS...The weekly Commitment of Traders report provided by the Commodities Futures Trading Commission can sometimes be useful to help spot trading opportunities.
Tech Data Firms At Support
ARTICLE SYNOPSIS...Tech Data is firming at support, and traders should watch for a consolidation breakout to trigger the next signal.
The Hourly Liquidity Data Bank As A Tool For Day Traders by Donald L. Jones & C. Young
ARTICLE SYNOPSIS...The Hourly Liquidity Data Bank As A Tool For Day Traders by Donald L. Jones & C. Young How hourly data from the Chicago Board of Trade's Liquidity Data Bank can help day traders manage their positions. A typical day trader takes a position and then wa
Traders Resource Data Services
Traders' Resource: Data Services
ARTICLE SYNOPSIS...All kinds of vendor-maintained data services are available online these days. When selecting a data vendor, find out if it has the necessary technology to deliver data in the format you want.
Traders' Resorce: Data Services by Technical Analsysis, Inc.
Traders' Resource - Data Services
ARTICLE SYNOPSIS...Traders' Resource -- Data Services If you thought brokerages have had to face a new world, think of data services. The advent of the Internet has made available many pieces of software with dedicated access to securities data maintained by the software v
Traders' Resource by Data Services
ARTICLE SYNOPSIS...The advent of the Internet has made available data services of all kinds maintained by the vendor. This gives you, the buyer, a myriad of possibilities when it comes to data frequency, method, and delivery. It is now a key issue to sort out, of c
Traders' Resource: Data Services
Traders' Resource: Data Services
Traders' Resource: Data Services by Technical Analysis, Inc.
Traders' Resource: Data Services by Technical Analysis, Inc.
Traders' Resource: Data Services by Technical Analysis, Inc.
Traders' Resource: Data Services by Technical Analysis, Inc.
Traders' Resources: Data Services by Technical Analysis, Inc.
Using Cycles Data
ARTICLE SYNOPSIS...If "what goes up must come down" is true, then there must be a way to use that information. Here's how.
Using Percentage-Based Back-Adjusted Data by Enrico Donner, Ph.D.
ARTICLE SYNOPSIS...A continuous data series for remodeling a futures trading system can be created in a number of ways. Here's a new method that uses a percentage-based back-adjusted technique to ensure that profits and losses from a trading system are equivalent over time
WTI Weekly: Market Data Signaled Rally Continuation To Statistical Resistance Was Likely
ARTICLE SYNOPSIS...In this article, we examine the order flow and limit order book data in the WTI futures market that provides insight into the rally through key resistance on Wednesday, November 11, 2020. Market structure and order flow provide insight into the actual t
Warehousing Data For Better Trading Systems by Joseph M. Fisher, M.D.,Ph.D.
ARTICLE SYNOPSIS...Warehousing Data For Better Trading Systems by Joseph M. Fisher, M.D., Ph.D. Technically based trading systems are generally back-tested with tens to hundreds of entry signals. Here's a method to develop robust trading systems using more than 2.5 milli
What I Learned When I Looked At Minute-By-Minute Stock Option Data, Part 1
ARTICLE SYNOPSIS...Coming up with new option strategies to trade isn't easy. Sometimes, looking at things in a new way gives you a fresh perspective
Zero-Lag Data Smoothers by John F. Ehlers
ARTICLE SYNOPSIS...Zero-Lag Data Smoothers by John Ehlers Here's a technique that can reduce lag to nearly zero. A causal filter can never predict the future. As a matter of fact, the laws of nature demand that all filters must have lag. However, if we assume steady-stat
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