, Eugene, 293Noise, 33, 59, 62, 220, 357, 562in day wading, 423and fractal efficiency, 491
695
and price-value relationship, 146
profiting from, 575
in spectral analysis, 204, 208,
and trading system, 613
and trend direction, 484485
and triangular weighting, 71
and use of stop-loss, 605Nonlinear approximation, 45—48Nonseasonal markets, 188Nonseasonal years, 178-179, 182Normal carry, 321
°Observation model, 59-60On-Balance True Range, 482On-Balance Volume (OBV), 241-242, 248,254One-Way Formula, 292Opening calls, 337Opening range breakout, 433, 435Open interest, 2, 217, 237-239Optimal f, 623-626Optimization, 503-504, 527, 531, 533continuous test series for, 506, 510of crossover test, 538of Directional Movement system, 611-612hardware for, 558mathematical, 508-5091-dimensional, 505and price shocks, 565results of, 520sample, 547-548sequential, 509by steepest descent, 510and test range, 5232-dimensional, 305, 509worst results, profiting from, 530-531Oscillator(s), 133-147, 157in First Cross system, 99 ito identify cycle, 193trendaadjusted, 445and volume, 249, 250 iOutliers, in data, 557 |Outside days, 267, 268 -with outside close, 294Outside paper, 458 =Overbought market, 131, 133, 323
 
 
 
and Bullish Consensus, 348 Esdicators of, 140, 158, 159 iOvernight gaps, 424 isOversold market, 131, 133, 323 =and Bullish Consensus, 348 iindicators of, 140, 158, 159 &
!
PpPaper trading, 559Parabolic curve, 45
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