Cycle analytics for traders: advanced technical trading concepts

"This is a technical resource book written for self-directed traders who want to understand the scientific underpinnings of the filters and indicators they use in their trading decisions. There is plenty of theory and years of research behind the unique solutions provided in this book, but the emphasis is on simplicity rather than mathematical purity. In particular, the solutions use a pragmatic approach to attain effective trading results. Cycle Analytics for Traders will allow traders to think of their indicators and trading strategies in the frequency domain as well as their motions in the time domain. This new viewpoint will enable them to select the most efficient filter lengths for the job at hand. This book will: Show an awareness of Spectral Dilation, and how to eliminate it or to use it to your advantage. Discuss how to use Automatic Gain Control (AGC) to normalize indicator amplitude swings. Explain thinking of prices in the frequency domain as well as in the time domain. Create an awareness that all indicators are statistical rather than absolute, as implied by their single line displays. Shed light on several advanced cookbook filters. These include the SuperSmoother and Roofing Filters. Showcase new advanced indicators like the Even Better Sinewave and Decycler Indicators. Explain how to use transforms to improve the display and interpretation of indicators."--

Includes index.

Cycle Analytics for Traders; Contents; Preface; About the Author; Chapter 1 Unified Filter Theory; Transfer Response; Nonrecursive Filters; Recursive Filters; Generalized Filters; Programming the Filters; Wave Amplitude, Power, and Decibels (dB); Key Points to Remember; Notes; Chapter 2 SMAs, EMAs, or Other?; Simple Moving Averages (SMAs); Exponential Moving Averages (EMAs); Weighted Moving Averages (WMAs); Median Filter; Key Points to Remember; Chapter 3 Smoothing Filters on Steroids; Nonrecursive Filters; Modified Simple Moving Averages; Modified Least-Squares Quadratics; SuperSmoother.

SuperSmoother Filter ApplicationsKey Points to Remember; Notes; Chapter 4 Decyclers; Decycler Construction; Decycler Application; Decycler Oscillator; Key Points to Remember; Chapter 5 Band-Pass Filters; Band-Pass Filter; Band-Pass Filter Q; Automatic Gain Control (AGC); Spectral Dilation Removal; Band-Pass Filter; Measuring the Cycle Period; Key Points to Remember; Chapter 6 Market Structure and the Hurst Coefficient; Fractal Dimension; Computing the Hurst Coefficient; The Hurst Coefficient in Action; Drunkard's Walk Hypothesis for Market Structure; Key Points to Remember; Note.

Chapter 7 Spec…