Os três segredos para troca de indicadores de momentum

Os três segredos para troca de indicadores de momentum download grátis
O serviço mais procurado do WallStreetCourier é a Previsão Técnica de Mercado para o S & P 500. Ele é publicado todos os domingos e inclui recomendações precisas de negociação para três diferentes períodos de tempo.
Desde a sua primeira publicação, produz constantemente retornos superiores. A principal razão por trás do sucesso da Previsão Técnica do Mercado baseia-se no fato de que ela explora continuamente a ineficiência típica do mercado de um índice ponderado por cap.
Especialmente o S & amp; P 500 com capuz é extremamente concentrado e, portanto, tremendamente falho. Assim, as participações com maiores capitalizações de mercado têm um impacto maior sobre o valor do índice do que as empresas com menores limites de mercado. Por exemplo, as 50 principais participações do índice (10%) representam aproximadamente mais de 50% do seu peso. Consequentemente, a informação de preço causa uma percepção errada da tendência real, especialmente em tempos em que essas ações pesadas se movem na direção oposta comparada ao mercado amplo. Em tal situação, uma grande reversão de tendência é iminente e nos obriga a nos tornar um investidor contrário, em vez de ser um seguidor de tendências. Ao analisar as participações totais do S & P 500 em uma base agregada, essa ineficiência do mercado nos dá a vantagem competitiva para estar à frente da multidão!
O Technical Market Outlook é um dos nossos serviços mais procurados, já que nenhuma grande inversão de tendências foi ou será negligenciada nesta pesquisa aprofundada que é baseada em todos os gráficos e gráficos exclusivos que o WallStreetCourier tem a oferecer.
O Smart Money Flow Index (SMFI) tem sido um dos segredos mais bem guardados de Wall Street! Foi desenvolvido pela WallStreetCourier em 1997 e é uma marca comercial da WallStreetCourier. O SMFI fornece tanto aos investidores de curto prazo como aos investidores de longo prazo um indicador único para identificar rapidamente as principais inversões de tendências, uma vez que ele chama todas as principais inversões de tendência, uma vez que estamos online! O SMFI é publicado no final de cada dia e está disponível para todos os assinantes. Nós também fornecemos gráficos históricos, bem como um download de dados (csv-file) para aqueles que procuram se aprofundar nos dados.
A Commodity Futures Trading Commission (CFTC) fornece informações privilegiadas sobre compras e vendas de contratos futuros. Os maiores players em cada mercado são obrigados a divulgar suas posições para a CFTC diariamente e este relatório é divulgado semanalmente. Esses comerciantes são separados em Hedgers comerciais e grandes especuladores. É de conhecimento geral que os especuladores de grande porte (Managed Money) estão mantendo uma vantagem significativa em relação aos outros traders no que diz respeito às estatísticas fundamentais de oferta e demanda. Então, se você está negociando commodities, forex ou taxas de juros, você não deve fazer um trade sem olhar o que o Managed Money está fazendo!
Mais cedo ou mais tarde, os vendedores a descoberto serão compradores em potencial e representarão muito poder de compra quando tiverem que se esforçar para se protegerem em uma reviravolta repentina no mercado. Tal situação, em que uma falta de oferta e um excesso de demanda por uma ação negociada força o preço para cima, é chamada de "Short Squeeze".
Identifique tendências poderosas no mercado de ações e troque essas tendências por ganhos altamente lucrativos. Nossos mapas proprietários da ETF Momentum Heat identificam os mercados globais de tendências mais fortes. Siga as classes de recursos, índice e amp; líderes do setor de uma maneira fácil e use as ferramentas que foram desenvolvidas anteriormente para gerentes de dinheiro bem conhecidos!
A principal visão da WSC é fornecer uma pesquisa de mercado de alta qualidade e portfólios de modelos ETF baseados em regras, bem como indicadores de mercado técnicos poderosos e bem comprovados & amp; ferramentas para indivíduos, fundos hedge e investidores institucionais com diferentes perfis de risco. Portanto, nosso blog é dedicado a verificar os desenvolvimentos mais recentes / teorias em finanças, aplicando uma abordagem imparcial e objetiva. Além disso, queremos compartilhar com você alguns pensamentos interessantes e até mesmo voltar ao básico de vez em quando, enquanto estamos revisando alguns pontos-chave que todos os investidores devem saber.
A ideia básica por trás da abordagem máxima de diversificação é construir um portfólio que maximize os benefícios da diversificação.
A estratégia de movimentação de crossover médio realmente oferece algum valor para os investidores? Na última década, a maioria das estratégias de crossover médias móveis funcionou muito bem para seus seguidores, uma vez que impediram que eles fossem investidos em ações durante a Tech Bubble e a Financial Crisis, respectivamente. No entanto, a maioria dessas estratégias de crossover têm desempenho inferior ao mercado de ações desde 2009. Neste artigo, analisaremos todos os possíveis sinais de crossover médios móveis para o S & P 500 (IVV) de 1928-12-31 até 2014-06-11 , para obter uma visão se tais estratégias fornecem qualquer valor (adicional) para os investidores!
A WallStreetCourier acredita que é essencial diversificar o risco entre uma variedade de estratégias de investimento pouco correlacionadas, baseadas em tempos de mercado sistemáticos e métodos de construção de portfólio altamente avançados. O sucesso a longo prazo requer mitigar seu risco e maximizar os retornos de seu portfólio.
E, portanto, apoiamos você neste esforço, fornecendo uma variedade de estratégias de investimento não correlacionadas que podem ser combinadas para um portfólio altamente diversificado e de alto desempenho! Nossos portfólios de modelos de ETFs podem, portanto, ser usados ​​como um guia para os membros que buscam uma abordagem hands-off, conforme determinamos as ponderações precisas de cada classe de ativos. Além disso, cada portfólio de modelos de ETFs possui seu próprio informativo, onde publicamos um relatório detalhado de risco e desempenho!

MetaCOT 2 CFTC ToolBox (Conjunto de Indicadores) MT4 - indicador para MetaTrader 4.
Disposições gerais.
MetaCOT 2 CFTC ToolBox Indicators é um conjunto de indicadores que analisa os relatórios da CFTC (US Commodity Futures Trading Commission) e permite traçar gráficos de COT, D-COT, TFF e CIT diretamente na plataforma MetaTrader. Estes indicadores estão disponíveis nos códigos-fonte, no entanto, o seu trabalho requer bibliotecas especiais MetaCOT 2 CFTC MT5 ToolBox.
O MetaCOT 2 CFTC ToolBox suporta os seguintes tipos de relatórios CFTC:
COT - Compromissos dos Comerciantes. Este é um tipo padrão de relatórios que tem a maior profundidade da história, desde 1989. Este tipo de relatório sai para uma ampla gama de futuros, incluindo futuros de commodities (commodities), futuros de moeda (moedas), futuros sobre energia (gás, petróleo), futuros financeiros (obrigações, índices) e outros derivados. É feito em duas versões: com as posições de opção dos participantes (futuros e opção) e excluindo posições de opções (somente futuros). D-COT - COT Dissagregado. Esse tipo de relatório é uma representação avançada de relatórios COT. Inclui grupos mais específicos de comerciantes. Relatórios deste tipo são publicados desde 2011 e estão disponíveis apenas para mercados futuros de commodities (commodities, gás, petróleo, metais). É feito em duas versões: com as posições de opção dos participantes (futuros e opção) e excluindo posições de opções (somente futuros). TFF - Traders in Financial Futures. Esse tipo de relatório é análogo ao D-COT projetado para futuros financeiros. Ele divide os participantes do mercado em grupos mais específicos de traders em comparação com o relatório padrão de COT. Além disso, como outros relatórios, está disponível em duas versões: com as posições de opções dos participantes (futuros e opções) e excluindo posições de opções (somente futuros). CIT - Suplemento ao Trader de Índice de Commodity. Relatório do sentimento dos traders de commodities do índice. Um tipo específico de relatório, reminiscente do relatório COT clássico, mas inclui as posições dos traders do índice. Este tipo de relatório leva em consideração as posições das opções dos negociadores. LRGST - Maiores posições. O COT relata que, além dos dados sobre as posições dos negociadores, também contêm dados adicionais sobre as posições dos principais participantes do mercado como uma porcentagem dos juros em aberto (o número total de contratos em aberto). Esses dados não são um tipo separado de relatório. Ele tem uma estrutura diferente e é analisado no MetaCOT 2 como um tipo de relatório separado.
Para cada um dos tipos de relatórios suportados, os seguintes indicadores são plotados:
Posição Absoluta - posições absolutas dos participantes do mercado. O tipo de dados básico para todos os indicadores. É uma base de todos os outros indicadores, como as posições líquidas do grupo de negociadores ou Índice COT. Mudanças Absolutas - mudanças semanais nas posições líquidas dos negociadores. Este valor contém todos os tipos de relatório na coluna "Alterações nos Compromissos". O indicador permite contar as alterações para qualquer número de semanas, além de fornecer resultados na forma de alterações líquidas nos contratos e na forma de alterações percentuais. Posições Netto - exibe as posições líquidas dos negociadores. Disponível para todos os tipos de relatórios. Baseado na posição absoluta do MetaCOT 2. Netto Changes - semelhante ao MetaCOT 2 Absolute Changes, calcula apenas as mudanças nas posições líquidas dos traders. O indicador permite contar as alterações para qualquer número de semanas, além de fornecer resultados na forma de alterações líquidas nos contratos e na forma de alterações percentuais. Índice COT - oscilador clássico que mostra seus valores variando de 0 a 100. Os valores de 0 a 20 e 80 a 100 são considerados extremos e indicam uma possível mudança na tendência. Para cada tipo de relatório, esse indicador é chamado de forma diferente: 'Índice COT' para os relatórios COT. «D-COT Index» para o COT dissagregado, «TFF Index» para o TFF, «CIT-Index» para os relatórios do CIT. Willco - Williams Commercial Index - índice comercial de Williams. Este indicador foi proposto por Larry Williams e é uma modificação mais avançada do índice COT. Ele leva em conta não apenas os níveis históricos dos negociadores de posição do grupo, mas também os compara com o volume geral de mercado (juros em aberto). Assim, os valores obtidos são mais precisos e não estão sujeitos às flutuações inerentes a um mercado fino e sem liquidez. Esse indicador também é exigido nos mercados futuros estimados, uma vez que, no momento do vencimento, as posições são eliminadas, aumentando a necessidade de considerar o total de juros em aberto. Índice de Movimento - calculado com base no Índice COT ou Willco. É uma diferença simples entre o valor atual do Índice COT e o mesmo valor há 6 semanas (o valor padrão). Isso indica uma forte mudança nos sentimentos dos participantes do mercado, muitas vezes prevendo as reversões do mercado. Valores extremos para este indicador são considerados valores superiores a 40% pelo módulo, mas você pode definir outros níveis de limite.
Para cada relatório da CFTC, existem 7 indicadores principais, enquanto cada indicador existe em 5 versões, dependendo de um tipo de relatório. Abaixo está a tabela que mostra a correspondência entre o indicador e o tipo de relatório. Para algumas versões de indicadores, uma versão separada está disponível no Market. Nesse caso, o nome do indicador contém um link para uma versão separada. Caso contrário, este indicador só está disponível como parte desta biblioteca:
Instalando as bibliotecas e indicadores.
Para instalação e operação adequada dos indicadores, siga estas etapas:
Baixe uma ferramenta especial para instalar e atualizar relatórios MetaCOT 2 Instale CFTC Reports MT5; Com sua ajuda, instale os relatórios no seu computador. Você pode encontrar os detalhes sobre como instalar e trabalhar com a ferramenta em um blog especial (em russo). Depois que todos os relatórios estiverem instalados, faça o download e instale um provedor de dados especial: MetaCOT 2 CFTC ToolBox Demo MT5. Essa biblioteca interage com um banco de dados baixado com a ajuda do MetaCOT 2 Install CFTC Reports e fornece acesso aos dados originais do CFTC. Esta é a versão gratuita da biblioteca totalmente funcional: MetaCOT 2 CFTC ToolBox MT5. Ele fornece os dados com algum atraso. Coloque todos os arquivos anexados a esta página de acordo com sua localização. Compile todos os indicadores selecionando cada pasta com indicadores MetaCOT no MetaEditor e clicando no botão "Compile" no menu de contexto:
Após a compilação, os indicadores MetaCot 2 aparecem no MetaTrader. Você pode executá-los no gráfico. Os dados são exibidos com algum atraso:
Remova o atraso instalando a versão totalmente funcional da biblioteca: MetaCOT CFTC MT4 ToolBox. Em seguida, execute uma das duas ações:
Opção 1: use o arquivo MQL4 \ Include \ MetaCOT \ VersionFull. mqh em vez de MQL4 \ Include \ MetaCOT \ Version. mqh. Para fazer isso, exclua Version. mqh e renomeie VersionFull. mqh para Version. mqh ou simplesmente substitua o conteúdo de Version. mqh para VersionFull. mqh Opção 2: Abra o arquivo Version. mqh no MetaEditor. Comente a linha #define METACOT_DEMO colocando duas barras no início:
// | Copyright 2016, Vasiliy Sokolov |
#define VERSÃO "2.11"
// | Versão do MetaCOT 2.0 |
Versão dupla (sem efeito)
double ver = StringToDouble (VERSION);
Depois de todas as alterações, recompile todos os indicadores novamente. Para fazer isso, repita o ponto 5 do procedimento de instalação. Reinicie os indicadores. Se feito corretamente, os atrasos devem desaparecer:
Se, por algum motivo, você não conseguir atualizar para a versão completa, entre em contato comigo por meio do sistema de mensagens privadas: mql5 / pt / users / c-4.
Vários indicadores em uma janela.
Todos os indicadores da série MetaCOT são projetados de forma que você possa combinar seus dados em uma janela e trabalhar com indicadores padrão. Além disso, os seguintes recursos estão disponíveis para além da funcionalidade padrão:
Vários indicadores podem ser exibidos em uma subjanela do gráfico principal; Os dados para cada indicador podem servir como base para o cálculo de outros indicadores padrão.
Por exemplo, criaremos dois índices de COT em uma janela e calcularemos a média móvel de um deles:
Mova o Índice COT no gráfico de ouro usando Arrastar e Soltar. Execute-o com os parâmetros padrão:
Mover usando Drag-n-Drop novamente, o indicador COT-Index no gráfico de ouro, na região do indicador, que já foi construído. Antes de executá-lo, vamos substituir um grupo de traders pelas posições líquidas de operadores não declarados (Netto Nonreportable). Defina o modo de espelho como verdadeiro. Escolha verde para a cor. Após o lançamento, devemos obter a seguinte imagem:
Agora também use Arrastar e Soltar para mover a média móvel padrão para a área de plotagem do primeiro indicador. Selecione uma linha pontilhada como estilo de plotagem. Selecione os "Dados do primeiro indicador" como propriedades no formulário "Aplicar a". Após o lançamento, a média móvel será calculada no próprio índice COT e exibida na janela do indicador como uma linha pontilhada vermelha:
Da mesma forma, você pode criar outros indicadores padrão usando os dados do MetaCOT.
O RSI baseou-se nas posições líquidas dos operadores da MetaCOT COT Netto Positions:
Bollinger Bands baseado nas posições líquidas dos operadores de MetaCOT COT Netto Positions (canal pontilhado):
Familiarize-se com a maneira de exibir vários indicadores em uma única janela no seguinte vídeo:
Exportando relatórios CFTC para o formato CSV e Excel.
Além dos indicadores, o MetaCOT 2 CFTC ToolBox fornece a capacidade de exportar quaisquer dados de qualquer relatório em um arquivo CSV de texto. Esse arquivo pode ser carregado em um programa para processar informações estatísticas, por exemplo, o Excel. A gravação de dados em um arquivo é realizada por um script especial MetaCOT 2 Indicadores Salvar valores no arquivo. Ele recebe o valor de um dos 34 indicadores MetaCOT e, em seguida, os salva em um arquivo de texto no formato CSV. Este utilitário possui os seguintes parâmetros principais:
Tipo de Indicador CFTC - um dos 34 indicadores MetaCOT cujos valores devem ser salvos; Período (se usado) - período do indicador, se o indicador realmente usar um período. Para os indicadores que não usam período, por exemplo, para uma posição absoluta de COT, esse parâmetro é ignorado; Período de movimentação (se utilizado) - este parâmetro é utilizado pelo indicador Índice de Movimento e pelos indicadores de alterações (Mudanças Absolutas e Variações Líquidas), que correspondem à Diferença entre os Dois Relatórios. Mostra o número de semanas entre o relatório atual e o anterior. Se os indicadores (como o índice COT e a posição Netto) não usarem esse parâmetro, ele será ignorado; Tipo de Mov. Index (se usado) - tipo de indicador do índice de movimento. Utilizado apenas nos indicadores do Índice de Movimento.
Vamos considerar o problema prático: exportando o COT-Index no Excel para uma análise mais aprofundada:
Execute o script Salve os valores dos indicadores de arquivo no gráfico de um símbolo que você precisa; Selecione 'COT Index' no parâmetro 'Type of CFTC Indicator'. O parâmetro 'Período' é deixado inalterado (igual a 52 semanas); Clique OK'. No diretório de trabalho (MetaCOT \ CsvReport), um novo arquivo é exibido com o nome do relatório e do indicador:
(O local da pasta, onde você pode encontrar o arquivo necessário, corresponde aproximadamente ao seguinte: C: \ Usuários \ Nome do usuário \ AppData \ Roaming \ MetaQuotes \ Terminal \ Comum \ Arquivos \ MetaCOT \ CsvReport onde Nome_do_Usuário é seu nome no Windows OS).
Inicie o Excel. Exporte um arquivo CSV selecionando a guia Dados e clicando no ícone "Do texto". O assistente de exportação é iniciado. Escolha o arquivo salvo anteriormente. Especifique um ponto e vírgula como um separador de colunas.
Se feito corretamente, os valores do Índice COT de 52 semanas devem aparecer na tabela:
O script salva todos os grupos de participantes nas colunas correspondentes simultaneamente. Da mesma forma, você pode exportar para o Excel qualquer relatório CFTC, bem como qualquer indicador construído com base em um relatório. Por exemplo, se você quiser analisar a posição absoluta dos participantes do COT, selecione a Posição Absoluta do COT CFTC em Tipo de Indicador CFTC e salve o resultado.
O vídeo abaixo mostra um exemplo de posições líquidas de exportação de dados (posição Netto) membros do COT no Excel:
Todos os indicadores são baseados no mesmo algoritmo:
Preenchendo uma estrutura especial CotBaseSettings para a formação de dados de solicitação; Faça o download dos dados do relatório subjacente através da biblioteca MetaCOT 2 CFTC ToolBox na forma de duas matrizes: data - valor (datetime, double); O cálculo dos valores do indicador com base nos dados subjacentes. Todos os algoritmos de cálculo estão localizados em MetaCOT 2 CFTC ToolBox. mqh; Sincronização de valores calculados com o gráfico atual e exibição de dados no gráfico.
Vamos considerar um exemplo com base no Índice MetaCOT 2 COT:
// | MetaCOT 2.0 - Índice de TTO. mq5 |
// | Copyright 2015, Vasiliy Sokolov. |
#property copyright "MetaCOT® 2009-2016, Vasiliy Sokolov, São Petersburgo, Rússia"
link #property "mql5 / pt / artigos / 1573"
#property version VERSÃO.
#property description "O MetaCOT 2 foi projetado para analisar relatórios CFTC, mineração de dados e para análise fundamental."
#property description "Veja o artigo 'Projeto MetaCOT - Novos horizontes para análise de relatório CFTC no MetaTrader 4'"
#property description "\ nPara trabalhar este indicador precisa baixar e instalar 'MetaCOT - Install CFTC reports' tool."
#property indicator_buffers 1.
#property indicator_plots 1.
#property indicator_type1 DRAW_LINE.
#property indicator_color1 clrRed.
#property indicator_minimum - 10.
#property indicator_maximum 110.
#property indicator_level1 0;
#property indicator_level2 20;
#property indicator_level3 80;
#property indicator_level4 100;
ícone #property "\\ Images \\ MetaCOT \\ MetaCOT COT Index. ico"
input ENUM_COT_SOURCE Source = FUTURES_AND_OPTIONS; // Fonte do relatório.
input ENUM_COT_NETTO_GROUP Group = COT_NETTO_OPERATORS; // Netto Group of Traders.
input int CotPeriod = 52; // Período do Índice COT.
input string ProffSettings = ""; // # CONFIGURAÇÕES PROFISSIONAIS: #
input ENUM_COT_RELEASE_DAY ReleaseDay = COT_RELEASE_FRIDAY; // Dia de lançamento.
input ENUM_COT_DATA_TYPE DateType = COT_DATA_FUTURES; // Tipo de dados.
entrada ENUM_COT_SUBGROUP Subgrupo = COT_SUBGROUP_ALL; // Subgrupo de comerciantes.
input bool AutoDetectReport = true; // Detectar automaticamente o nome do relatório.
entrada string LoadReportName =
"WHEAT-SRW - CHICAGO BOARD OF TRADE"; // Nome do relatório (se detectar automaticamente = falso)
entrada bool Espelho = falso; // Mirror Mode.
int prev_total = 0;
// | Função de inicialização do indicador personalizado |
Sinal = Espelho? - 1: 1;
SetIndexBuffer (0, cot_values, INDICATOR_DATA);
IndicatorSetInteger (INDICATOR_DIGITS, 0);
// Estrutura configurável CotBaseSettings para obter o tipo de dados desejado.
string mmode = Espelho? "(Modo Espelho)": "";
IndicatorSetString (INDICATOR_SHORTNAME, MC_LABEL + "Índice COT", + ReportInfo. short_name + "" + EnumCotNetGroupToString (Group) + mmode);
// Os valores obtidos do indicador.
GetCotIndexValues ​​(configurações, CotPeriod, Group, ctimes, cvalues);
const int prev_calculated, // barras processadas durante a chamada anterior.
const datetime & amp; hora [], // hora.
const duplo & amp; abre [], // abre.
const duplo & amp; alta [], // alta.
const duplo & amp; baixo baixo.
const duplo & amp; close [], // Fechar.
Const long & amp; tick_volume [], // Tick Volume.
Const long & amp; volume [], // Volume real.
const int & amp; spread [] // Spread.
int total = ArraySize (cvalues);
if (prev_calculated == 0)
ArraySetAsSeries (cot_values, false);
ArraySetAsSeries (time, false);
int limit = prev_calculated;
// Recálculo completo caso novos dados sejam baixados.
if (total! = prev_total)
// Realizado pela sincronização de valores com o agendamento atual.
para (int i = limite; i & lt; rates_total; i ++)
if (ctimes [cindex] & gt; tempo [i])
while (cindex + 1 & lt; total & amp; & amp; tempo [i] & gt; = ctimes [cindex + 1])
cot_values ​​[i] = 100,0 - cvalores [cindex];
return rates_total - 1;
Vamos examinar em detalhes como o cálculo do índice COT é realizado. É calculado em duas etapas:
A posição líquida de um dos grupos de um relatório COT. Calculando o índice COT com base nos dados recebidos:
// | Obter valores de COT-Index do relatório COT |
// | configurações - configurações básicas do relatório cftc |
// | grupo - grupo de negócios |
// | tempos - valores de tempo dos dados |
// | valores - valores do grupo |
bool GetCotIndexValues ​​(CotBaseSettings & amp; settings, int period, grupo ENUM_COT_NETTO_GROUP, datetime & amp; times [], double & amp; values ​​[])
// A posição líquida resultante de um dos grupos do relatório COT.
if (! GetCotNettoValues ​​(configurações, grupo, horas, netto_values))
// Calcule o índice COT universal nas posições líquidas obtidas.
return GetIndexValues ​​(ponto, netto_values, valores);
Calcular o índice COT é representado pela função GetIndexValues ​​(arquivo ToolBox. mqh):
// | Calcular o índice COT na matriz dupla 'src_values' |
// | period - Período do Índice COT |
// | src_values ​​- valores duplos de origem |
// | ind_values ​​- Valores do Índice COT |
bool GetIndexValues ​​(int period, double e src_values ​​[], double & amp; ind_values ​​[])
double max, min, index, curr;
int imax, imin, total = ArraySize (src_values);
ArrayResize (ind_values, ArraySize (src_values));
ArrayInitialize (ind_values, EMPTY_VALUE);
para (int i = period - 1; i & lt; total; i ++)
imax = ArrayMaximum (src_values, i-period + 1, i);
imin = ArrayMinimum (src_values, i-period + 1, i);
índice = ((curr-min) / (max-min)) * 100.0;
return ArraySize (ind_values) & gt; 0;
Todos os outros indicadores da série MetaCOT2 funcionam da mesma maneira.
Análise dos relatórios de 'Commitments of Traders' (COT).
MetaCOT 2 COT Posição Absoluta.
O indicador de posições absolutas mostra a dinâmica das posições abertas ou o número de operadores em cada grupo de participantes do relatório clássico de COT (Commitments of Traders). Inclui os seguintes grupos:
Participação Aberta Cumulativa de todos os participantes do mercado (Juros Abertos); Posição comprada ou o número de operadores não comerciais (Non-Commercial Long); Posição vendida ou o número de operadores não comerciais (Non-Commercial Short); Posição dos comerciantes não comerciais ou seu número, que é coberto (Spread Não Comercial); Posição longa ou o número de operadores (operadores longos); Posição curta ou o número de operadores (Operadores Short); Posição longa de negociantes não reportáveis ​​ou pequenos (Nonreportable Long); Posição curta de não negociáveis ​​ou pequenos comerciantes (Nonreportable Short).
Abaixo estão os parâmetros do indicador baseado e sua descrição:
Fonte de relatório - tipo de relatório COT. Existem dois tipos de relatório: 'Futures Only' e 'Futures And Options'; Grupo de comerciantes - grupo de participantes do relatório de COT. Inclui os grupos listados acima;
Mais detalhes sobre a descrição das configurações do indicador podem ser encontrados no blog "MetaCOT 2: Configurações e Possibilidade".
Frequentemente, os valores extremos de um dos membros do grupo são os precursores da reversão do mercado global. Este indicador mostra esses valores, indicando as possíveis reversões no futuro. Saiba mais detalhes sobre como usar este indicador no livro de Larry Williams: "Ações de comércio e commodities com os insiders: segredos do relatório COT", e também no artigo Meta COT Project - Novos horizontes para análise de relatório CFTC no MetaTrader 4
Gráfico do relatório COT: posições absolutas dos participantes.
MetaCOT 2 COT Alterações Absolutas.
MetaCOT 2 Absolute Changes in Commitments mostra as mudanças no número de contratos mantidos pelos participantes do mercado. A informação sobre os participantes no mercado e o número de contratos por eles detidos é obtida a partir dos relatórios COT, publicados pela CFTC (U. S. Commodity Futures Trading Commission). Os dados exibidos pelo indicador estão disponíveis no próprio relatório COT, na seção "Alterações nos Compromissos":
O relatório COT: formato de origem do relatório.
Abaixo estão os parâmetros do indicador e suas descrições:
Fonte de relatório - tipo de relatório COT. Existem dois tipos de relatório: 'Futures Only' e 'Futures And Options'; Grupo de comerciantes - grupo de participantes do relatório de COT. Inclui o interesse em aberto, o lado longo e curto dos comerciantes não comerciais, operadores e comerciantes não reportáveis; Diferença entre dois relatórios - O valor padrão de 1 significa que ele calculará a diferença entre o valor atual e o valor de uma semana atrás. O valor de 2 significa a diferença entre o valor atual e o valor há duas semanas, etc. Valores de Tipo - Os 'Valores Absolutos' significam a exibição das mudanças absolutas no número de contratos. Os valores percentuais exibem essa alteração como uma porcentagem do valor anterior.
Mais detalhes sobre a descrição das configurações do indicador podem ser encontrados no blog "MetaCOT 2: Configurações e Possibilidade".
Este indicador pode ser combinado com outros indicadores da série MetaCOT, também para exibir vários grupos de participantes em uma subjanela comum do indicador. Isso alcança um alto grau de flexibilidade na condução de análises fundamentais e técnicas do mercado. É importante entender que este indicador é melhor usado em conjunto com outros indicadores da série MetaCOT, produzindo assim a análise mais precisa e abrangente do quadro fundamental do mercado.
Gráfico do relatório COT: mudanças nas posições absolutas.
MetaCOT 2 COT Netto Position.
O MetaCOT 2 é um conjunto de indicadores e utilitários especializados para a análise dos relatórios da Comissão de Negociação Futura de Mercadorias dos EUA. Graças aos relatórios emitidos pela Comissão, é possível analisar a dimensão e a direcção das posições dos principais participantes no mercado, o que eleva a precisão da previsão de preços a longo prazo a um novo nível de qualidade superior, inacessível à maioria dos comerciantes.
O indicador das posições líquidas dos participantes no mercado apresenta a diferença entre as posições longas e curtas de um dos três grupos de operadores, bem como a participação aberta bruta de todo o mercado e o número de posições abrangidas por operadores não comerciais. . O relatório do COT (Commitments of Traders) da comissão do CFTC serve como fonte de dados para este indicador. Abaixo está uma lista completa de grupos exibidos:
Participação Aberta Cumulativa de todos os participantes do mercado (Juros Abertos); Posição líquida dos operadores não comerciais (Netto Não Comercial); Posição dos comerciantes não comerciais, abrangidos (Spread Não Comercial); Posição líquida de operadores ou comerciantes comerciais (Netto Operators Long); Posição líquida de negociantes não reportáveis ​​ou pequenos (Nonreportable Long);
Frequentemente, os valores extremos da posição líquida de um dos membros do grupo são os precursores da reversão do mercado global. Este indicador mostra esses valores, indicando as possíveis reversões no futuro. Saiba mais detalhes sobre como usar este indicador no livro de Larry Williams: "Ações e produtos de comércio com os insiders: segredos do relatório COT", e também no artigoMeta COT Project - Novos Horizontes para Análise de Relatório CFTC no MetaTrader 4 .
Abaixo estão os parâmetros do indicador e sua descrição:
Fonte de relatório - tipo de relatório COT. Existem dois tipos de relatório: 'Futures Only' e 'Futures And Options'; Grupo de comerciantes - grupo de participantes do relatório de COT. Inclui os grupos listados acima;
Mais detalhes sobre a descrição das configurações do indicador podem ser encontrados no blog "MetaCOT 2: Configurações e Possibilidade".
Gráfico do relatório COT: posições líquidas dos participantes.
MetaCOT 2 COT Netto Alterações.
MetaCOT 2 Netto Alterações nos Compromissos mostra as mudanças nas posições líquidas dos participantes do mercado. A informação sobre os participantes no mercado e o número de contratos por eles detidos é obtida a partir dos relatórios COT, publicados pela CFTC (U. S. Commodity Futures Trading Commission). Os dados do indicador são semelhantes aos valores dados na seção "Alterações de Compromissos" do relatório COT, com a única diferença de que eles são calculados para a posição líquida e não a posição absoluta dos negociadores. Além disso, o indicador apresentado possui recursos adicionais:
As alterações no número de contratos podem ser visualizadas não apenas em relação à publicação da semana anterior, mas também a qualquer outra data anterior do relatório (definida pelo parâmetro 'Diferença entre dois relatórios'); As alterações podem ser exibidas não apenas como a mudança absoluta nos contratos, mas também como suas porcentagens (definidas pelo parâmetro 'Type Values').
Abaixo estão os parâmetros do indicador e suas descrições:
Fonte de relatório - tipo de relatório COT. Existem dois tipos de relatório: 'Futures Only' e 'Futures And Options'; Netto Group of Traders - Grupo líquido de participantes do relatório COT. Inclui o juro em aberto e a posição total de um dos três grupos (comerciantes não comerciais, operadores e não negociáveis); Diferença entre dois relatórios - O valor padrão de 1 significa que ele calculará a diferença entre o valor atual e o valor de uma semana atrás. O valor de 2 significa a diferença entre o valor atual e o valor há duas semanas, etc. Valores de Tipo - Os 'Valores Absolutos' significam a exibição das mudanças absolutas no número de contratos. Os valores percentuais exibem essa alteração como uma porcentagem do valor anterior.
Mais detalhes sobre a descrição das configurações do indicador podem ser encontrados no blog "MetaCOT 2: Configurações e Possibilidade".
Gráfico do relatório COT: mudanças na posição líquida.
MetaCOT 2 COT Index.
O Índice COT é o mais popular, eficiente e o indicador mais simples para determinar os pontos extremos de compra excessiva e sobrevenda do mercado. É calculado com base nos dados sobre as posições líquidas do negociante retiradas do relatório COT (Commitments of Traders) pela fórmula do oscilador estocástico. Os valores do indicador de 0% a 20% e de 80% a 100% apontam para os momentos do extremo mercado de compras excessivas e sobrevenda, sinalizando a reversão frequente do preço após atingir esses níveis. O cálculo baseia-se em posições líquidas de negociantes comerciais, não comerciais e não reportáveis, bem como em juros em aberto.
Abaixo estão os parâmetros do indicador e sua descrição:
Fonte de relatório - tipo de relatório COT. Existem dois tipos de relatório: 'Futures Only' e 'Futures And Options'; Grupo de comerciantes - grupo de participantes do relatório de COT. Inclui os grupos listados acima; Período do Índice COT - Período do cálculo do Índice COT. Valores recomendados: 25, 52 e 156 semanas;
Mais detalhes sobre a descrição das configurações do indicador podem ser encontrados no blog "MetaCOT 2: Configurações e Possibilidade".
Gráfico do índice COT (52 semanalmente, Gold)
Índice Comercial MetaCOT 2 COT Williams (Willco)
O Williams Commercial Index (Willco), desenvolvido por Larry Williams, é a versão mais avançada do índice COT padrão. Ao contrário do último, Willco compara valores extremos de grupos de participantes a juros em aberto acumulados. Assim, Willco é um índice COT padrão ponderado em relação a todo o mercado. Como o último, é um oscilador e muda seu valor de zero para cem por cento. Os valores do indicador de 0% a 20% e de 80% a 100% apontam para os momentos do extremo mercado de compras excessivas e sobrevenda, sinalizando a reversão frequente do preço após atingir esses níveis. Os dados sobre as posições líquidas dos negociantes são usados ​​como base do cálculo (veja o indicador MetaCOT 2 Netto Positions).
Abaixo estão os parâmetros do indicador e sua descrição:
Fonte de relatório - tipo de relatório COT. Existem dois tipos de relatório: 'Futures Only' e 'Futures And Options'; Grupo de comerciantes - grupo de participantes do relatório de COT. Inclui os grupos listados acima; Período do Índice COT - período do cálculo do Índice COT. Valores recomendados: 25, 52 e 156 semanas;
Mais detalhes sobre a descrição das configurações do indicador podem ser encontrados no blog "MetaCOT 2: Configurações e Possibilidade".
Gráfico do Willco (52 semanalmente, Gold)
Índice de Movimento MetaCOT 2 COT.
Índice de Movimento foi proposto pela primeira vez por Steve Breeze e descrito em seu livro "Os Compromissos dos Comerciantes da Bíblia: Como lucrar com a Inteligência de Mercado Interno". Ele rapidamente ganhou popularidade entre os traders que analisam os relatórios da CFTC, e se tornou uma ferramenta clássica e única em muitos aspectos, que pode ser usada para encontrar mudanças rápidas, levando a um desequilíbrio de posições entre os participantes do mercado.
O indicador exibe a mudança na posição relativa dos participantes como um histograma, expresso como uma porcentagem. Ela varia de -100% a + 100% e é calculada com base nos dados do índice COT ou do índice Willco. Os sinais reversos aparecem quando os valores absolutos do indicador excedem o limite, definido como 40% por padrão.
Enquanto outros indicadores da série MetaCOT são indicadores de tendência, o Índice de Movimento é um indicador de momentum, ou seja, exibe a rápida mudança nas posições dos participantes do mercado. Assim, o indicador torna-se indispensável para análise em conjunto com outros indicadores da série MetaCOT. Além disso, o Índice de Movimento não está disponível em outros programas que fornecem acesso aos relatórios da CFTC. Assim, a plataforma MetaTrader e o conjunto MetaCOT são a solução incontestável para a análise abrangente dos relatórios da CFTC.
Abaixo estão os principais parâmetros do indicador e sua descrição:
Fonte de relatório - tipo de relatório COT. Existem dois tipos de relatório: 'Futures Only' e 'Futures And Options'; Grupo de comerciantes - grupo de participantes do relatório de COT. Inclui os grupos listados acima; Cálculo nos dados - Permite selecionar um dos dois indicadores como os dados para cálculo: Índice COT (opção clássica) ou Índice Willco (opção avançada); Período do Índice COT - Período do cálculo do Índice COT, o indicador utilizado para o cálculo do Índice de Movimento. Valores recomendados: 25, 52 e 156 semanas; Período de Movimento - a diferença entre o valor atual do Índice COT e o valor N períodos anteriores.
Mais detalhes sobre a descrição das configurações do indicador podem ser encontrados no blog "MetaCOT 2: Configurações e Possibilidade".
Gráfico do Índice de Movimento (52 semanalmente, Gold)
Análise de relatórios 'Desagregado COT' (D-COT).
Posição Absoluta do MetaCOT 2 D-COT.
O indicador de posição absoluta mostra a dinâmica das posições abertas ou o número de operadores de cada grupo de participantes no relatório COG desagregado. Inclui os seguintes grupos:
A participação total aberta de todos os participantes do mercado (Juros Abertos); Posição longa dos produtores (Producer / Merchart / Processor / User Long); Posição vendida dos produtores (Producer / Merchart / Processor / User Short); A posição longa total de negociantes de swap (Swap Dealers Long); A posição vendida total de negociantes de swap (Swap Dealers Short); A posição total dos dealers de swap no spread (Swap Dealers Spreading); A posição longa total de gerentes de dinheiro (Managed Money Long); A posição curta total de gerentes de dinheiro (Managed Money Short); Total de gerentes de posição financeira no spread (Managed Money Spreading); A posição comprada total de outros operadores reportáveis ​​(Outros Reportáveis ​​Longos); A posição vendida total de outros operadores reportáveis ​​(Outros Reportable Short); A posição total de outros operadores reportáveis ​​no spread (Other Reportable Spreading); A posição longa total de negociantes inexplicáveis ​​(Nonreportable Positions Long); A posição vendida total de negociantes inexplicáveis ​​(Nonreportable Positions Short);
Abaixo estão os principais parâmetros do indicador e sua descrição:
Fonte de relatório - tipo de relatório D-COT. Existem dois tipos de relatório: 'Futures Only' e 'Futures And Options'; Grupo de comerciantes - grupo de participantes do relatório D-COT. Inclui os grupos listados acima;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Often the extreme values of one of the group members are the harbingers of the global market reversal:
The Disaggregated COT report, the chart of the absolute positions of the participants.
MetaCOT 2 D-COT Absolute Changes.
MetaCOT 2 D-COT Absolute Changes shows the changes in the number of contracts held by the market participants. The information on the market participants and the number of contracts held by them is obtained from the D-COT reports, published by the CFTC (U. S. Commodity Futures Trading Commission). The data displayed by the indicator is available in the D-COT report itself, in the "Changes in Commitments" section:
The Disaggregated COT report, the original report format.
In addition, the presented indicator has additional features:
The changes in the number of contracts can be viewed not only compared to the previous week's publication, but also to any other previous date of the report (set by the 'Difference Between Two Reports' parameter); The changes can be displayed not only as the absolute change in the contracts, but also as their percentages (set by the 'Type Values' parameter).
Below are the indicator parameters and their descriptions:
Source of Report - D-COT report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Netto Group of Traders - Net group of D-COT report participants. Includes the open interest and the total position of one of three groups (non-commercial traders, operators and non-reportable traders); Difference Between Two Reports - The default value of 1 means that it will calculate the difference between the current and the value one week ago. The value of 2 means the difference between the current value and the value two weeks ago, etc. Type Values - The 'Absolute Values' means the display of the absolute changes in the number of contracts. The 'Percent Values' displays this change as a percentage of the previous value.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The Disaggregated COT report: change in the absolute position.
MetaCOT 2 D-COT Netto Position.
MetaCOT 2 D-COT Netto Position analyzes reports Disaggregated Commitments of Traders (D-COT) and is analogous to the classical indicator of the Netto Position calculated for the COT reports.
D-COT Netto Position - The indicator of the net positions of the market participants displays the difference between the long and short positions of one of the three trader groups, and also the gross open interest of the entire market.
Below are the indicator parameters and their description:
Source of Report - COT report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Group of Traders - Group of COT report participants. Includes the groups listed above;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The Disaggregated COT report, the chart of net position of participants.
MetaCOT 2 D-COT Netto Changes.
MetaCOT 2 D-COT Netto Changes shows the changes in the net positions of market participants. The information on the market participants and the number of contracts held by them is obtained from the D-COT reports, published by the CFTC (U. S. Commodity Futures Trading Commission). The indicator data is similar to the values given in the " Changes in Commitments " section of the D-COT report, with the only difference that they are calculated for the net position and not the absolute position of the traders. In addition, the presented indicator has additional features:
The changes in the number of contracts can be viewed not only compared to the previous week's publication, but also to any other previous date of the report (set by the 'Difference Between Two Reports' parameter); The changes can be displayed not only as the absolute change in the contracts, but also as their percentages (set by the 'Type Values' parameter).
Below are the indicator parameters and their descriptions:
Source of Report - D-COT report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Netto Group of Traders - Net group of D-COT report participants. Includes the open interest and the total position of one of three groups (non-commercial traders, operators and non-reportable traders); Difference Between Two Reports - The default value of 1 means that it will calculate the difference between the current and the value one week ago. The value of 2 means the difference between the current value and the value two weeks ago, etc. Type Values - The 'Absolute Values' means the display of the absolute changes in the number of contracts. The 'Percent Values' displays this change as a percentage of the previous value.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The Disaggregated COT report, the chart of changes in the net positions of the participants.
MetaCOT 2 D-COT Index.
MetaCOT 2 is a set of indicators and specialized utilities, that allows to analyze the CFTC (U. S. Commodity futures trading commission) reports right in the MetaTrader terminal. This indicator analyzes the Disaggregated Commitments of Traders (D-COT) reports and is analogous to the classic COT Index indicator, calculated for the COT reports.
D-COT Index is the most popular, efficient and simple indicator for determining the extreme overbought and oversold points of the market. It is calculated based on the data on the net positions of traders from the D-COT (Disaggregated Commitments of Traders) report according to the formula of the Stochastic oscillator. The values of the indicator from 0% to 20% and from 80% to 100% point at the moments of the extreme overbought and oversold state market, signaling the frequent reversal of the price after reaching these levels.
Find out more details on the calculation method of this indicator in the book by Larry Williams: Trade Stocks and Commodities with the Insiders: Secrets of the COT Report".
Below are the main indicator parameters and their description:
Source of Report - D-COT report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - group of D-COT report participants; Period of COT Index - period of COT Index calculation. Recommended values: 26, 52 and 156 weeks;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
This indicator is designed for analyzing commodity markets (metals, oil and gas, food, raw materials). Use the TFF series indicators for analyzing the financial markets (currencies, indices, bonds), particularly the TFF Index.
Chart of Disaggregated COT Index ( 52 weekly , Gold)
MetaCOT 2 D-COT Williams Commercial Index (Willco)
MetaCOT 2 is a set of indicators and specialized utilities, that allows to analyze the CFTC (U. S. Commodity futures trading commission) reports right in the MetaTrader terminal. This indicator analyzes the Disaggregated Commitments of Traders (D-COT) reports and is analogous to the classic Willco indicator, calculated for the COT reports.
Williams Commercial Index (Willco) developed by Larry Williams is the most advanced version of the standard D-COT Index. Unlike the latter, Willco compares extreme values ​​of participant groups to cumulative open interest. Thus, Willco is a standard D-COT Index weighted relative to the entire market. Like the latter, it is an oscillator and changes its value from zero to one hundred percent. The values of the indicator from 0% to 20% and from 80% to 100% point at the moments of the extreme overbought and oversold state market, signaling the potential reversal of the price after reaching these levels.
Find out more details on the calculation method of this indicator in the book by Larry Williams: Trade Stocks and Commodities with the Insiders: Secrets of the COT Report".
Below are the main indicator parameters and their description:
Source of Report - D-COT report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - group of D-COT report participants; Period of Willco Index - period of Willco Index calculation. Recommended values: 26, 52 and 156 weeks;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
This indicator is designed for analyzing commodity markets (metals, oil and gas, food, raw materials). Use the TFF series indicators for analyzing the financial markets (currencies, indices, bonds), particularly the Williams Commercial Index TFF.
Chart of Disaggregated Willco ( 52 weekly , Silver)
MetaCOT 2 D-COT Movement Index.
Movement Index was first proposed by Steve Breeze and described in his book "The Commitments of Traders Bible: How To Profit from Insider Market Intelligence". It quickly gained popularity among the traders who analyze the CFTC reports, and became a classic and a unique tool in many aspects, which can be used for finding rapid changes, leading to an imbalance of positions between the market participants.
The indicator displays the change in the relative position of the participants as a histogram, expressed as a percentage. It ranges from -100% to + 100% and is calculated based on the data of the D-COT Index or D-COT Willco Index indicator. The reverse signals appear when the absolute values of the indicator exceed the threshold, set to 40% by default.
While other indicators of the MetaCOT series are trend indicators, the Movement Index is a momentum indicator, i. e. it displays the rapid change in the positions of the market participants. Thus, the indicator becomes indispensable for analysis in conjunction with other indicators of the MetaCOT series. In addition, the Movement Index is not available on other programs which provide access to the CFTC reports. Thus, the MetaTrader platform and the MetaCOT set are the uncontested solution for the comprehensive analysis of the CFTC reports.
Below are the main indicator parameters and their description:
Source of Report - D-COT report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Group of Traders - Group of D-COT report participants. Includes the groups listed above; Calculation On Data - Allows to select one of two indicators as the data for calculation: D-COT Index (classic option) or Willco Index (advanced option); Period of COT Index - Period of D-COT Index calculation, the indicator used for the calculation of the Movement Index. Recommended values: 25, 52 and 156 weeks; Movement Period - the difference between the current D-COT Index value and the value N periods back.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of Disaggregated Movement Index ( 52 weekly , Gold)
Analysis of 'Traders in Financial Futures' (TFF) reports.
MetaCOT 2 TFF Absolute Position.
The absolute position indicator shows the dynamics of the open positions or the number of traders of each group of participants report Traders in Financial Futures. It includes the following groups:
The total open interest of all market participants (Open Interest); Long positions intermediaries, organizers of trades (Dealer/Intermediary Long); Short positions intermediaries, organizers of trades (Dealer/Intermediary Short); The position of the intermediaries, organizers in spreading (Dealer/Intermediary Spreading); Long positions of asset managers (Asset Manager Long); Short positions of asset managers (Asset Manager Long); The position of asset managers in the spreading (Spreading Asset Manager); The long position the leverage funds (Leverage Funds Long); The short position the leverage funds (Leverage Funds Short); The spreading position the leverage funds (Leverage Funds Spreading); The long position of other reportable traders (Other Reportable Long); The short position of other reportable traders (Other Reportable Short); The spreading position of other reportable traders (Other Reportable Spreading); Long positions nonreportable trades (Nonreportable Position Long); Short positions nonreportable trades (Nonreportable Position Long);
Below are the main indicator parameters and their description:
Source of Report - TFF report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Group of Traders - Group of TFF report participants. Includes the groups listed above;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The TFF report, the graph of the absolute positions of the dealers, the Russian ruble.
MetaCOT 2 TFF Absolute Changes.
MetaCOT 2 TFF Absolute Changes shows the changes in the number of contracts held by the market participants. The information on the market participants and the number of contracts held by them is obtained from the TFF report, published by the CFTC (U. S. Commodity Futures Trading Commission). The data displayed by the indicator is available in the TFF report itself, in the "Changes in Commitments" section:
The source report TFF.
In addition, the presented indicator has additional features:
The changes in the number of contracts can be viewed not only compared to the previous week's publication, but also to any other previous date of the report (set by the 'Difference Between Two Reports' parameter); The changes can be displayed not only as the absolute change in the contracts, but also as their percentages (set by the 'Type Values' parameter).
Below are the indicator parameters and their descriptions:
Source of Report - TFF report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Group of Traders - Absolute group of TFF report participants. Difference Between Two Reports - The default value of 1 means that it will calculate the difference between the current and the value one week ago. The value of 2 means the difference between the current value and the value two weeks ago, etc. Type Values - The 'Absolute Values' means the display of the absolute changes in the number of contracts. The 'Percent Values' displays this change as a percentage of the previous value.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The TFF report, the dynamics of changes in the absolute positions of the dealers, the Russian ruble.
MetaCOT 2 TFF Netto Position.
This indicator analyzes the Traders in Financial Futures (TFF) reports and is analogous to the classic Netto Position indicator, calculated for the COT reports.
TFF Netto Position is the indicator of net positions of market participants. It displays the difference between the long and short positions of one of traders groups, as well as the total open interest of the entire market. The indicator allows to analyze the dynamics of supply and demand in the major financial markets. The uptrends must be confirmed by increasing demand for the goods, while the decline in prices must be confirmed by a decline in demand. The discrepancies in these figures give an important signal about the potential market reversal.
Find out more details on the calculation method of this indicator in the book by Larry Williams: Trade Stocks and Commodities with the Insiders: Secrets of the COT Report".
Below are the main indicator parameters and their description:
Source of Report - TFF report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - group of TFF report participants.
This indicator is designed for analyzing financial markets (currencies, indices, bonds). Use the D-COT series indicators for analyzing the commodity markets (metals, oil and gas, food, raw materials), particularly the D-COT Netto Position.
The TFF report, chart of net positions of participants.
MetaCOT 2 TFF Netto Changes.
MetaCOT 2 Netto Changes in Commitments shows the changes in the net positions of market participants. The information on the market participants and the number of contracts held by them is obtained from the COT reports, published by the CFTC (U. S. Commodity Futures Trading Commission). The indicator data is similar to the values given in the " Changes in Commitments " section of the COT report, with the only difference that they are calculated for the net position and not the absolute position of the traders. In addition, the presented indicator has additional features:
The changes in the number of contracts can be viewed not only compared to the previous week's publication, but also to any other previous date of the report (set by the 'Difference Between Two Reports' parameter); The changes can be displayed not only as the absolute change in the contracts, but also as their percentages (set by the 'Type Values' parameter).
Below are the indicator parameters and their descriptions:
Source of Report - TFF report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Netto Group of Traders - Net group of TFF report participants. Difference Between Two Reports - The default value of 1 means that it will calculate the difference between the current and the value one week ago. The value of 2 means the difference between the current value and the value two weeks ago, etc. Type Values - The 'Absolute Values' means the display of the absolute changes in the number of contracts. The 'Percent Values' displays this change as a percentage of the previous value.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The TFF report, the dynamics of changes in the net positions of the participants.
MetaCOT 2 TFF Index.
MetaCOT 2 is a set of indicators and specialized utilities, that allows to analyze the CFTC (U. S. Commodity futures trading commission) reports right in the MetaTrader terminal. This indicator analyzes the Traders in Financial Futures (TFF) reports and is analogous to the classic COT Index indicator, calculated for the COT reports.
TFF Index is the most popular, efficient and simple indicator for determining the extreme overbought and oversold points of the market. It is calculated based on the data on the net positions of traders from the TFF (Traders in Financial Futures) report according to the formula of the Stochastic oscillator. The values of the indicator from 0% to 20% and from 80% to 100% point at the moments of the extreme overbought and oversold state market, signaling the probable reversal of the price after reaching these levels.
Find out more details on the calculation method of this indicator in the book by Larry Williams: Trade Stocks and Commodities with the Insiders: Secrets of the COT Report".
Below are the main indicator parameters and their description:
Source of Report - TFF report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - group of TFF report participants; Period of COT Index - period of COT Index calculation. Recommended values: 26, 52 and 156 weeks;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
This indicator is designed for analyzing financial markets (currencies, indices, bonds). Use the D-COT series indicators for analyzing the commodity markets (metals, oil and gas, food, raw materials), particularly the D-COT Index.
Chart of TFF index ( 52 weekly , British pound)
MetaCOT 2 TFF Williams Commercial Index (Willco)
MetaCOT 2 is a set of indicators and specialized utilities, that allows to analyze the CFTC (U. S. Commodity futures trading commission) reports right in the MetaTrader terminal. This indicator analyzes the Traders in Financial Futures (TFF) reports and is analogous to the classic Willco indicator, calculated for the COT reports.
Williams Commercial Index (Willco) developed by Larry Williams is the most advanced version of the standard TFF Index. Unlike the latter, Willco compares extreme values ​​of participant groups to cumulative open interest. Thus, Willco is a standard TFF Index weighted relative to the entire market. Like the latter, it is an oscillator and changes its value from zero to one hundred percent. The values of the indicator from 0% to 20% and from 80% to 100% point at the moments of the extreme overbought and oversold state market, signaling the potential reversal of the price after reaching these levels.
Find out more details on the calculation method of this indicator in the book by Larry Williams: Trade Stocks and Commodities with the Insiders: Secrets of the COT Report".
Below are the main indicator parameters and their description:
Source of Report - TFF report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - group of TFF report participants; Period of Willco Index - period of Willco Index calculation. Recommended values: 26, 52 and 156 weeks;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
This indicator is designed for analyzing financial markets (currencies, indices, bonds). Use the D-COT series indicators for analyzing the commodity markets (metals, oil and gas, food, raw materials), particularly the Williams Commercial Index D-COT.
Chart of TFF Willco ( 52 weekly , Russian ruble)
MetaCOT 2 TFF Movement Index.
MetaCOT 2 is a set of indicators and specialized utilities, that allows to analyze the CFTC (U. S. Commodity futures trading commission) reports right in the MetaTrader terminal. This indicator analyzes the Traders in Financial Futures (TFF) reports and is analogous to the classic Movement Index, calculated for the COT reports.
Movement Index was first proposed by Steve Breeze and described in his book "The Commitments of Traders Bible: How To Profit from Insider Market Intelligence". It quickly gained popularity among the traders who analyze the CFTC reports, and became a classic and a unique tool in many aspects, which can be used for finding rapid changes, leading to an imbalance of positions between the market participants. The indicator is best suited to swing trading.
The indicator displays the change in the relative position of the participants as a histogram, expressed as a percentage. It ranges from -100% to + 100% and is calculated based on the data of the TFF Index or Willco Index indicator. The reverse signals appear when the absolute values of the indicator exceed the threshold, set to 40% by default.
While other indicators of the MetaCOT series are trend indicators, the Movement Index is a momentum indicator, i. e. it displays the rapid change in the positions of the market participants. Thus, the indicator becomes indispensable for analysis in conjunction with other indicators of the MetaCOT series. In addition, the Movement Index is not available on other programs which provide access to the CFTC reports.
Below are the main indicator parameters and their description:
Source of Report - TFF report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - group of TFF report participants; Period - period to calculate the COT or Willco index. Recommended values: 26, 52 and 156 weeks; Movement Period - Period between two points of the index. The default is 6 weeks; Movement Type - Type of index calculation. The indicator can be calculated based on the classic TFF index, as well as the Willco; Critical Value - Critical value, when exceeded, the indicator generates alerts about the probable change in the trend.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
This indicator is designed for analyzing commodity markets (metals, oil and gas, food, raw materials). Use the TFF series indicators for analyzing the financial markets (currencies, indices, bonds), particularly the Movement Index D-COT.
Chart of TFF Movement Index ( 52 weekly , British pound)
Analysis of 'Largest Traders' section in COT reports.
MetaCOT 2 L-COT Absolute Position.
The indicator shows the positions of major market participants relative to the total number of open positions (open interest). In the COT report, the major participants are as follows:
By greatest absolute position (By Gross Position). It is divided into two subgroups: The absolute positions of the four largest traders (4 or Less Traders); The absolute positions of the eight largest traders (8 or Less Traders); By the maximum net positions (By Net Position). In turn, it is also divided into two subgroups: The net position of the four largest traders (4 or Less Traders); The net positions of the eight largest traders (8 or Less Traders);
Therefore, the available 4 groups for analysis: 4, 8 largest traders to the absolute positions and the 4 and 8 largest traders to net positions. Data for this indicator directly available in the COT report:
The following are the key parameters and their meaning:
Source of Report - L-COT report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - Group of L-COT report participants;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The COT report: chart of largest participants.
MetaCOT 2 L-COT Absolute Changes.
MetaCOT 2 L-COT Absolute Changes shows the changes in the number of contracts held by the largest market participants.
In addition, the presented indicator has additional features:
The changes in the number of contracts can be viewed not only compared to the previous week's publication, but also to any other previous date of the report (set by the 'Difference Between Two Reports' parameter); The changes can be displayed not only as the absolute change in the contracts, but also as their percentages (set by the 'Type Values' parameter).
Below are the indicator parameters and their descriptions:
Source of Report - COT report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - Group of largest report participants. Includes the groups listed above; Difference Between Two Reports - The default value of 1 means that it will calculate the difference between the current and the value one week ago. The value of 2 means the difference between the current value and the value two weeks ago, etc. Type Values - The 'Absolute Values' means the display of the absolute changes in the number of contracts. The 'Percent Values' displays this change as a percentage of the previous value.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The COT report: dynamic of changes positions of largest participants.
MetaCOT 2 L-COT Netto Position.
The indicator of the net positions of the market largest participants displays the difference between the long and short positions of one of the three trader groupsBelow is a complete list of displayed groups:
The absolute netto positions of the four largest traders (4 or Less Traders); The absolute netto positions of the eight largest traders (8 or Less Traders); The netto net position of the four largest traders (4 or Less Traders); The netto net positions of the eight largest traders (8 or Less Traders);
Often the extreme values of the net position of one of the largest group members are the harbingers of the global market reversal. Below are the indicator parameters and their descriptions:
Source of Report - COT report type. There are two types of report: Futures Only and Futures And Options; Group of Traders - Group of largest report participants. Includes the groups listed above;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The COT report: chart of netto position of largest participants.
MetaCOT 2 L-COT Netto Changes.
MetaCOT 2 L-COT Netto Changes shows the changes in net positions of large market participants. This indicator has additional features:
The changes in the number of contracts can be viewed not only compared to the previous week's publication, but also to any other previous date of the report (set by the 'Difference Between Two Reports' parameter); The changes can be displayed not only as the absolute change in the contracts, but also as their percentages (set by the 'Type Values' parameter).
Below are the indicator parameters and their descriptions:
Source of Report - COT report type. There are two types of report: Futures Only and Futures And Options; Netto Group of Traders - Group of largest report participants. Includes the groups listed above; Difference Between Two Reports - The default value of 1 means that it will calculate the difference between the current and the value one week ago. The value of 2 means the difference between the current value and the value two weeks ago, etc. Type Values - The 'Absolute Values' means the display of the absolute changes in the number of contracts. The 'Percent Values' displays this change as a percentage of the previous value.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
The COT report: dynamic of changes netto position of largest participants.
MetaCOT 2 L-COT Index.
L-COT index is the classic COT Index calculated on data from major market participants. Because these data are relative, and show the percentage of contracts held by major participants relative to the total open interest, L-COT Index corresponds exactly to the indicator L-COT Willco. Therefore, L-COT Index does not exist as a separate indicator.
MetaCOT 2 L-COT Williams Commercial Index (Willco)
Williams Commercial Index (Willco) developed by Larry Williams is the most advanced version of the standard COT Index. Unlike the latter, Willco compares extreme values ​​of participant groups to cumulative open interest. Thus, Willco is a standard L-COT Index weighted relative to the entire market. Like the latter, it is an oscillator and changes its value from zero to one hundred percent. The values of the indicator from 0% to 20% and from 80% to 100% point at the moments of the extreme overbought and oversold state market, signaling the frequent reversal of the price after reaching these levels. The data on net positions of traders is used as the basis of the calculation (see the MetaCOT 2 Netto Positions indicator).
Below are the indicator parameters and their description:
Source of Report - COT report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Group of Traders - Group of largest participants. Includes the groups listed above; Period of COT Index - period of COT Index calculation. Recommended values: 26, 52 and 156 weeks;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of Willco on largest participants ( 52 weekly, Silver)
MetaCOT 2 L-COT Movement Index.
Movement Index was first proposed by Steve Breeze and described in his book "The Commitments of Traders Bible: How To Profit from Insider Market Intelligence". It quickly gained popularity among the traders who analyze the CFTC reports, and became a classic and a unique tool in many aspects, which can be used for finding rapid changes, leading to an imbalance of positions between the market participants.
The indicator displays the change in the relative position of the participants as a histogram, expressed as a percentage. It ranges from -100% to + 100% and is calculated based on the data of the L-COT Index or Willco Index indicator. The reverse signals appear when the absolute values of the indicator exceed the threshold, set to 40% by default.
While other indicators of the MetaCOT series are trend indicators, the Movement Index is a momentum indicator, i. e. it displays the rapid change in the positions of the market participants. Thus, the indicator becomes indispensable for analysis in conjunction with other indicators of the MetaCOT series. In addition, the Movement Index is not available on other programs which provide access to the CFTC reports. Thus, the MetaTrader platform and the MetaCOT set are the uncontested solution for the comprehensive analysis of the CFTC reports.
Below are the main indicator parameters and their description:
Source of Report - COT report type. There are two types of report: 'Futures Only' and 'Futures And Options'; Group of Traders - Group of largest participants. Includes the groups listed above; Calculation On Data - Allows to select one of two indicators as the data for calculation: COT Index (classic option) or Willco Index (advanced option); Period of COT Index - Period of COT Index calculation, the indicator used for the calculation of the Movement Index. Recommended values: 26, 52 and 156 weeks; Movement Period - the difference between the current COT Index value and the value N periods back.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of Movement Index on largest participants ( 52 weekly , Silver)
Analysis of 'Commodity Index Trader Supplement' (CIT) reports.
Report Commodity Index Trader Supplement is an expanded version of the classic COT report produced for some of the commodity markets. It is formed for the following markets:
Besides the main groups of the COT report, CIT report includes information about long and short positions of the so-called index traders (CIT and CIT Long All Short All). Otherwise he repeats the COT report. This type of report is only available for futures and options.
MetaCOT 2 CIT Absolute Position.
The absolute position indicator shows the dynamics of the open positions or the number of traders of each group of participants in the CIT report. It includes the following groups:
Cumulative Open Interest of all market participants (Open Interest); Long position or the number of non-commercial traders (Non-Commercial Long); Short position or the number of non-commercial traders (Non-Commercial Short); Position of non-commercial traders or their number, that is covered (Non-Commercial Spread); Long position or the number of operators (Operators Long); Short position or the number of operators (Operators Short); Long position of non-reportable or small traders (Nonreportable Long); Short position of non-reportable or small traders (Nonreportable Short). Long position of index traders (CIT Long All); Short position of index traders (CIT Short All).
The indicator has one main parameter:
Group of Traders - group participants report CIT. Includes groups listed above;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of CIT report: the positions of index traders.
MetaCOT 2 CIT Absolute Changes.
MetaCOT 2 Absolute Changes in Commitments shows the changes in the number of contracts held by the market participants. The information on the market participants and the number of contracts held by them is obtained from the CIT reports, published by the CFTC (U. S. Commodity Futures Trading Commission).
The changes in the number of contracts can be viewed not only compared to the previous week's publication, but also to any other previous date of the report (set by the 'Difference Between Two Reports' parameter); The changes can be displayed not only as the absolute change in the contracts, but also as their percentages (set by the 'Type Values' parameter).
Below are the indicator parameters and their descriptions:
Group of Traders - Group of CIT report participants. Includes the open interest, long and short side of the non-commercial traders, operators and non-reportable traders; Difference Between Two Reports - The default value of 1 means that it will calculate the difference between the current and the value one week ago. The value of 2 means the difference between the current value and the value two weeks ago, etc. Type Values - The 'Absolute Values' means the display of the absolute changes in the number of contracts. The 'Percent Values' displays this change as a percentage of the previous value.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of CIT report: changes in the positions of index traders.
MetaCOT 2 CIT Netto Position.
The indicator of the net positions of the market participants displays the difference between the long and short positions of one of the three trader groups, and also the gross open interest of the entire market and the number of positions that are covered by non-commercial traders. The COT (Commitments of Traders) report of the CFTC commission serves as the data source for this indicator. Below is a complete list of displayed groups:
Cumulative Open Interest of all market participants (Open Interest); Net position of non-commercial traders (Netto Non-Commercial); Position of non-commercial traders, that is covered (Non-Commercial Spread); Net position of operators or commercial traders (Netto Operators Long); Net position of non-reportable or small traders (Nonreportable Long); Net position of index traders (Netto CIT);
Often the extreme values of the net position of one of the group members are the harbingers of the global market reversal. This indicator shows these values, indicating the potential reversals in the future.
The indicator has one main parameter:
Group of Traders - Group of COT report participants. Includes the groups listed above;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of CIT report: schedule of net position of index traders.
MetaCOT 2 CIT Netto Changes.
MetaCOT 2 Netto Changes in Commitments shows the changes in the net positions of market participants. The information on the market participants and the number of contracts held by them is obtained from the CIT reports, published by the CFTC (U. S. Commodity Futures Trading Commission). The indicator data is similar to the values given in the " Changes in Commitments " section of the CIT report, with the only difference that they are calculated for the net position and not the absolute position of the traders. In addition, the presented indicator has additional features:
The changes in the number of contracts can be viewed not only compared to the previous week's publication, but also to any other previous date of the report (set by the 'Difference Between Two Reports' parameter); The changes can be displayed not only as the absolute change in the contracts, but also as their percentages (set by the 'Type Values' parameter).
Below are the indicator parameters and their descriptions:
Netto Group of Traders - Net group of CIT report participants. Difference Between Two Reports - The default value of 1 means that it will calculate the difference between the current and the value one week ago. The value of 2 means the difference between the current value and the value two weeks ago, etc. Type Values - The 'Absolute Values' means the display of the absolute changes in the number of contracts. The 'Percent Values' displays this change as a percentage of the previous value.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of CIT report: changes in net positions of index traders.
MetaCOT 2 CIT Index.
CIT Index is analog COT Index. It is the most popular, efficient and the simplest indicator for determining the extreme overbought and oversold points of the market. It is calculated on the basis of data on the net trader positions taken from the CIT report by the Stochastic oscillator formula. The values of the indicator from 0% to 20% and from 80% to 100% point at the moments of the extreme overbought and oversold state market, signaling the frequent reversal of the price after reaching these levels. The calculation is based on net positions of commercial, non-commercial and non-reportable traders, as well as the open interest.
Below are the indicator parameters and their description:
Group of Traders - Group of COT report participants. Includes the groups listed above; Period of COT Index - Period of COT Index calculation. Recommended values: 26, 52 and 156 weeks;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of CIT Index ( 52 weekly , Sugar)
MetaCOT 2 CIT Williams Commercial Index (Willco)
Williams Commercial Index (Willco) developed by Larry Williams is the most advanced version of the standard CIT Index. Unlike the latter, Willco compares extreme values ​​of participant groups to cumulative open interest. Thus, Willco is a standard CIT Index weighted relative to the entire market. Like the latter, it is an oscillator and changes its value from zero to one hundred percent. The values of the indicator from 0% to 20% and from 80% to 100% point at the moments of the extreme overbought and oversold state market, signaling the frequent reversal of the price after reaching these levels. The data on net positions of traders is used as the basis of the calculation (see the MetaCOT 2 Netto Positionsindicator).
Below are the indicator parameters and their description:
Group of Traders - Group of CIT report participants. Includes the groups listed above; Period of COT Index - period of COT Index calculation. Recommended values: 26, 52 and 156 weeks;
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of CIT Willco ( 52-weekly , Wheat)
MetaCOT 2 CIT Movement Index.
Movement Index was first proposed by Steve Breeze and described in his book "The Commitments of Traders Bible: How To Profit from Insider Market Intelligence". It quickly gained popularity among the traders who analyze the CFTC reports, and became a classic and a unique tool in many aspects, which can be used for finding rapid changes, leading to an imbalance of positions between the market participants.
The indicator displays the change in the relative position of the participants as a histogram, expressed as a percentage. It ranges from -100% to + 100% and is calculated based on the data of the CIT Index or Willco Index indicator. The reverse signals appear when the absolute values of the indicator exceed the threshold, set to 40% by default.
While other indicators of the MetaCOT series are trend indicators, the Movement Index is a momentum indicator, i. e. it displays the rapid change in the positions of the market participants. Thus, the indicator becomes indispensable for analysis in conjunction with other indicators of the MetaCOT series. In addition, the Movement Index is not available on other programs which provide access to the CFTC reports. Thus, the MetaTrader platform and the MetaCOT set are the uncontested solution for the comprehensive analysis of the CFTC reports.
Below are the main indicator parameters and their description:
Group of Traders - Group of CIT report participants. Includes the groups listed above; Calculation On Data - Allows to select one of two indicators as the data for calculation: COT Index (classic option) or Willco Index (advanced option); Period of COT Index - Period of COT Index calculation, the indicator used for the calculation of the Movement Index. Recommended values: 25, 52 and 156 weeks; Movement Period - the difference between the current CIT Index value and the value N periods back.
More details on the description of the indicator settings can be found in the blog "MetaCOT 2: Settings and Possibility".
Chart of CIT Movement Index ( 52-weekly, Wheat )
Traduzido do russo por MetaQuotes Software Corp.

Twiggs Money Flow.
Twiggs Money Flow is my own derivation, based on the popular Chaikin Money Flow indicator, which is in turn derived from the Accumulation Distribution line. We are all indebted to Marc Chaikin and Larry Williams for the contribution they have made to the field of technical analysis and price-volume oscillators.
Twiggs Money Flow warns of breakouts and provides useful trend confirmation. Baseia-se na observação de que o suporte de compra é normalmente sinalizado por:
aumento do volume e fechamentos freqüentes na metade superior do intervalo diário.
Likewise, selling pressure is evidenced by:
aumento do volume e frequentes fechamentos na metade inferior da faixa diária.
Depois de usar o Chaikin Money Flow intensivamente por vários meses, notei que o indicador tem dois pontos fracos:
Se os preços sobem ou descem e depois fecham a meio caminho entre a alta e a baixa do dia, o indicador não registra nenhuma alteração. Não leva em conta as lacunas. CMF também tem uma tendência a "latir duas vezes". A fórmula soma a Distribuição de Acumulação por 21 períodos e divide o total pela soma do volume para o mesmo período. Isso é muito eficaz para destacar a acumulação e a distribuição de curto a médio prazo, mas deixa o usuário com a mesma falha de uma média móvel simples: dados incomumente altos ou baixos afetam o indicador no dia em que são adicionados ao período do indicador e no dia é descartado do cálculo. This is far more critical with the money flow indicator than with a moving average and users may witness a surge in the index that is totally unrelated to current price/volume behavior.
Mayne Nickless (Austrália) é plotada com Chaikin Money Flow e Volume.
Passe o mouse sobre legendas de gráficos para exibir sinais de negociação.
O Chaikin Money Flow cai acentuadamente em [1] à medida que os estoques diminuem em volume excepcionalmente alto, indicando distribuição. 22 dias depois, em [2], Chaikin Money Flow sobe quando os dados no dia [1] são retirados da janela do indicador. Não há volume incomum ou evento de preço no dia [2]. O preço sobe com um volume forte, mas o Chaikin Money Flow diminui - porque o fechamento está abaixo do ponto médio entre a alta e a baixa do dia. A lacuna é ignorada.
Dois aprimoramentos básicos.
Twiggs Money Flow makes two basic improvements to the Chaikin Money Flow formula:
Para resolver o problema com lacunas, o Twiggs Money Flow usa o intervalo verdadeiro, em vez de máximos diários menos mínimos. E, em vez de uma fórmula do tipo média de movimento simples, o Twiggs Money Flow aplica suavização exponencial, usando o método empregado por Welles Wilder para muitos de seus indicadores.
Mayne Nickless (Austrália) é representada por Twiggs Money Flow e Chaikin Money Flow.
Passe o mouse sobre legendas de gráficos para exibir sinais de negociação.
O estoque gaps para baixo em [1] em volume excepcionalmente alto. Twiggs Money Flow e Chaikin Money Flow diminuem drasticamente, indicando distribuição. Não há volume ou evento incomum 22 dias depois em [2], refletido pela linha do indicador suave no Twiggs Money Flow. Por outro lado, Chaikin Money Flow salta acentuadamente para [2] quando os dados do dia [1] são descartados do cálculo do indicador. Os preços subiram no dia [3] com volume acima da média. Twiggs Money Flow sobe por causa do gap para cima enquanto Chaikin MF mergulha (porque o Close está abaixo do ponto médio entre o High e o Low do dia).
Aprenda a gerenciar seu risco de mercado.
Sinais de Negociação.
Twiggs Money Flow signals accumulation if above zero, while negative values signal distribution. The higher the reading (above or below zero), the stronger the signal.
Vá em frente se uma quebra acima da resistência for suportada pelo Twiggs Money Flow acima de zero. Go short if a breakout below support is confirmed by negative Twiggs Money Flow.
Divergences also provide good signals:
Go long on a bullish divergence. Go short on a bearish divergence.
A confirmação mais forte dos sinais acima é quando:
Twiggs Money Flow está tendendo para cima e completa um vale sem ultrapassar zero, ou as tendências do Twiggs Money Flow para baixo e completam um pico sem cruzar acima de zero.
Em outras palavras: quando o Twiggs Money Flow respeita a linha zero.
Flight Centre (Austrália), com médias móveis exponenciais de 150 dias e 21 dias e fluxo monetário de Twiggs.
Passe o mouse sobre legendas de gráficos para exibir sinais de negociação.
Vá muito em [1] em divergência de alta. Twiggs Money Flow respeitou a linha zero, formando um vale acima de zero; forte confirmação da anterior divergência de alta. Vá longo em [3] na fuga acima do nível de resistência (nova alta de 6 meses). Twiggs Money Flow mal cruzou abaixo de zero nos 10 meses anteriores à fuga - um sinal de acumulação excepcionalmente forte.
Picos de volume.
Cuidado com grandes picos de volume - em Twiggs MF ou Chaikin MF. Uma inclinação suave de volta para zero não é uma divergência, mas é causada pela suavização exponencial: o indicador tenderá a zero, ao longo do tempo, na ausência de outros fatores. Onde houver alguma dúvida sobre uma divergência, verifique com um indicador Twiggs MF de prazo mais longo.
Pan Pharmaceuticals com 21 dias Twiggs Money Flow e 100 dias Twiggs Money Flow.
Passe o mouse sobre legendas de gráficos para exibir sinais de negociação.
Um pico de grande volume (mais de 40 vezes o volume médio diário), enquanto o PPH está tendendo mais baixo, faz com que o Twiggs Money Flow caia drasticamente. A inclinação gradual ascendente nos 21 dias de Twiggs MF nos próximos três meses não é uma divergência de alta, mas o resultado da suavização exponencial: o indicador tende a zero, ao longo do tempo, na ausência de outros fatores. This is best illustrated by the longer-term 100-day Twiggs Money Flow which remains almost completely flat over the same period.
Veja o Painel de Indicadores para obter instruções sobre como configurar o Twiggs Money Flow. The default setting is:
Faixa Verdadeira.
True Range is the greater of:
Alta para o período menos a baixa para o período. Alta para o período menos o fechamento do período anterior. Fecha para o período anterior e o Baixo para o período atual.
Basicamente, True Range High (TRH) é o maior da High de hoje e o de ontem.
True Range Low (TRL) é o menor do Low de hoje e o de ontem.
Fórmula do fluxo do dinheiro de Twiggs.
O Twiggs Money Flow substitui o intervalo verdadeiro para as altas e baixas diárias e, em seguida, aplica a suavização exponencial, separadamente, à soma de AD e do divisor:
Calcular True Range High e True Range Low:
True Range High (TRH) é o maior de:
True Range Low (TRL) is the lesser of:
Calcule o AD usando True Range High e True Range Low:
Aplique suavização exponencial * ao AD:
* Indicadores de Welles Wilder.
O TMF usa a fórmula de Welles Wilder para calcular uma média móvel exponencial. Wilder não usa a fórmula da média móvel exponencial padrão. Veja Média Móvel Mais Selvagem. Uma média móvel de 14 dias de Wilder é equivalente a uma média móvel exponencial de 27 dias usando a fórmula padrão.
Faça o mesmo com o divisor:
** Suavização exponencial.
Alguns leitores observadores questionaram porque o Passo 3 não é dividido por 21 dias, para criar uma média móvel exponencial. O mesmo se aplica ao passo 4.
Você notará que a Etapa 5 divide o resultado da Etapa 3 pela Etapa 4. A divisão do numerador (Etapa 3) e o denominador (Etapa 4) por 21 são, portanto, redundantes: o outro desloca o outro.
Isso leva a outra pergunta: por que AD (Etapa 3) e Volume (Etapa 4) não são divididos por 21?
Se tomarmos o Passo 4 como exemplo, V [21] é a soma de 21 dias de volume. Se quisermos adicionar os próximos dias Volume, devemos remover um dia Volume de V [21], para manter a constante total em 21 dias. Fazemos isso multiplicando V [21] pela fração 20/21.
Divide AD [21] por V [21]:
Twiggs Money Flow = AD [21] / V [21] expresso como uma porcentagem.
MetaStock® Formula.
Twiggs Money Flow.
Se (Wilders (V, períodos) = 0,0, Wilders (ADV, períodos) / Wilders (V, períodos))
® MetaStock is a registered trademark of Equis International in the United States and other countries.
Notícia legal.
O Twiggs Money Flow é um indicador proprietário. Readers are permitted to explain/describe Twiggs Money Flow on other websites/publications and/or to include/reproduce the formula in other software provided that they display a hyperlink to this web page.

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High Probability Short Term Trading Strategies Lotfi Zadeh - Fuzzy Sets and Fuzzy Information Granulation Theory Lotfi Zadeh , King-Sun Fu - Fuzzy Sets and Their Applications to Cognitive and Decision Processes Louis Mendelsohn - Forex Trading using Intermarket Analysis Louis Mendelsohn, John Murphy - Trend Forecasting with Technical Analysis Louis Rukeyser - Secrets of Great Investors (Audio Book) Ludwig Mises - The Theory of Money and Credit Magazine - Active Trader Magazine (activetradermag) Magazine - Australian Tech Analyst Assoc (ataa. au) Magazine - Currency Trader Magazine (currencytradermag) Magazine - Option Trader Magazine (optionstradermag) Magazine - Traders World Past Issue Articles on CD Malcolm Robinson - An Introduction to Direct Access Futures Trading Marek Capinski, Tomasz Zastawniak - Mathematics for Finance. An Introduction to Financial Engineering Marion Brach - Real Options in Practice Mark Boucher - Short-Term Trading Course Mark Boucher - The Hedge Fund Edge. 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Advice from 150 Market Masters Ping Chen, Sardar Islam - Optimal Control Models in Finance. A New Computational Approach Professor Gary Koop - Analysis of Financial Data R. J.Shook - The Winners Circle. Wallstreets Best Mutual Fund Managers Rahul Oka - The Archaeology of Trading Systems, Part 1 - Towards a New Trade Synthesis Raj Jain - Art of Computer Systems Performance Analysis Techniques Ralf Welborn, Vince Kasten - The Jericho Principle How Companies Use Strategic Collaboration to Find New Sources of Value Ralph Vince - Portfolio Management Ralph Vince - The Mathematics of Money Management. Risk Analysis Techniques for Traders Rich Swannell - Market Forecasting with the New Refined Elliott Wave Principle Pattern Recognition Sy Richard Arms - Trading with Equivolume (ArmsInsider) Richard Brandt - Capital Instincts. 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Or My Secrets of Day Trading in Stocks Richart Irwin - Options Essential Concepts and Trading Strategies Rob Booker - Adventures of a Currency Trader Rob Booker - Adventures of a Currency Trader A Fable about Trading, Courage, and Doing the Right Thing Rob Reider - Managing Cash Flow Rob Reider, Peter Heyler - Managing Cash Flow An Operational Focus Rober Prechter, Alfred Frost - Elliott Wave Principle Robert Aliber - Manias, Panics, and Crashes A History of Financial Crises Robert Allens - Money Power System for Making Your Real Estate Fortune Robert Balan - Elliott Wave Principle Applied to the FOREX Robert Deel - Strategic Analysis and Trading Tactics (ino) Robert Deel - The Strategic Electronic Day Trader Robert Dubil - An Arbitrage Guide to Financial Markets Robert Edwards - Technical Analysis of Stock Trends Robert Edwards & John Magee - Technical Analysis of Stock Trends Robert Edwards, John Magee - Technical Analysis of Stock Trends Robert Elliott - Mathematics of Financial Mar kets Robert Fischer - Candlesticks Fibonacci and Chart Pattern Trading Tools Robert Fischer - Fibonacci Applications and Strategies for Traders Robert Fischer, Jens Fischer - Candlesticks, Fibonacci, and Chart Pattern Trading Tools Robert Fisher - Fibonacci Applications and Strategies for Traders Robert Hagstrom - The Warren Buffett Way Robert Hahn - High Stakes Antitrust The Last Hurrah Robert Jorgensen - Individually Managed Accounts an Investor's Guide Robert Kast - Economics and Finance of Risk and of the Future Robert Krausz - Fibonacci Traders Journals, No 1-14 Robert Krausz - W. D. Gann Treasure Discovered Simple Trading Plans for Stocks & Commodities Robert Miner - High Probability Trading Strategies Robert Miner - Practical Elliott Wave Trading Strategies Robert Prechter - The Major Works of R. N. Elliott Robert Slater - Soros Unauthorized Biography Robert Ward - Options And Options Trading. A Simplified Course Ron Ianieri - Option Theory and Trading Russell Olson - The Handbook for Investment Committee Members How to Make Prudent Investments for Your Organization Ryan Jones - Money Management Ryan Jones - The Trading Game Ryan Jones - The Trading Game Playing by the Numbers to Make Millions Sam Cross - All About. The Foreign Exchange Market in the USA Scott Carney - The Harmonic Trader Selena Maranjian - The Motley Fool Money Guide Serge Lhabitant - Handbook of Hedge Funds Sharon Saltzgiver Wright - Getting Started in Bonds Shelagh Heffernan - Modern Banking Sheldon Lin - Lecture Notes in Mathematical Finance Springer Finance - The Mathematics of Arbitrage Stan Weinstein - Secrets for Profiting in Bull and Bear Markets Stan Weinstein - Stan Weinstein's Secrets For Profiting in Bull and Bear Markets Stanley Feldman - Principles of Private Firm Valuation Stephane Reverre - The Complete Arbitrage Deskbook Stephen Green - China's Stockmarket. A Guide to Its Progress, Players and Prospects Stephen Poser - Elliott Wave Theory for Short Term and Intraday Trading (ino) Steprhen Huxley, Brent Burns - Asset Dedication How to Grow Wealthy with the Next Generation of Asset Allocation Steve Mitchell - Shortcuts & Secrets to Winning the Stock Market Game (about-secrets) Steve Nison - Beyond Candlesticks New Japanese Charting Techniques Revealed Steve Nison - Japanese Candlestick Charting Techniques. A Contemporary Guide to the Ancient Investment Techniques of the Far East Steve Nison - The Candlestick Course Steven Achelis - Technical Analysis from A to Z Steven Karris - Mathematics for Business, Science, and Technology with MATLAB and Excel Steven Shreve - Stochastic Calculus and Finance Steven Stralser - MBA in a Day. What You Would Learn at the Top Tier Business Schools Stuart McCrary - Hedge Fund Course Sumner Levine - The Financial Analyst's Handbook. Only Market Timing and Technical Analysist Ted Miller - Kiplinger's Practical Guide to Your Money The Greatest Bull Market In History The Pocketbook of Economic Indicators (portfoliocrafter) Thomas Au - A Modern Approach to Graham and Dodd Investing Thomas Barton, William Shenkir, Paul Walker - Making Enterprise Risk Management Pay Off Thomas Bulkowski - Encyclopedia of Chart Patterns Thomas DeMark - DeMark on Day-Trading Options Thomas DeMark - New Market Timing Techniques Thomas DeMark - The New Science of Technical Analysis Thomas Gebert, Paul Husgen - Candlestick Charttechnik (German) Thomas Long - Owner's Handbook. New Trading Techniques Using Planetary Harmonics Thomas Lucier - How to Make Money with Real Estate Options Thomas McCafferty - Options Demystified. A Self-Teaching Guide Thomas Moore - Last Chance to Get It Right! - How to Avoid Eight Deadly Mistakes Made With Money Thomas Ryan, Chad Jacobs - Using Ivestor Relations to Maximize Equity Valuation Tim Hindle - Guide to Management Ideas Tim Ord - The Secret Science of Price and Volume Techniques for Spotting Market Trends, Hot Sectors, and the Best Stocks Toby Crabel - Day Trading with Short-Term Price Patterns and Opening Range Breakout Tom Joseph - A Mechanical Trading System Tom Joseph - Advanced Get. Applying Technical Analysis Tom Williams - The Undeclared Secrets That Drive The Stock Market Tomas Bjoerk - Arbitrage Theory in Continuous Time Tony Oz - How I Make a Living Trading Stocks Tony Plummer - Forecasting Financial Markets The Psychology of Successful Investing Tushar Chande - Beyond Technical Analysis. How to Develop and Implement a Winning Trading System Tushar Chande, Stanley Kroll - The New Technical Trader Tyler Hicks - 209 Fast Spare-Time Ways to Build Zero Cash into 7 Figures a Year in Real Estate Valluru Rao - C++ Neural Networks and Fuzzy Logic Van Tharp - Special Report on Money Management Van Tharp - Trade Your Way to Financial Freedom Vern Hayden - Getting an Investing Game Plan. Creating it, Working it, Winning it Vijay Gupta - Statistical Analysis with Excel Vladimir Daragan - How to Win the Stock Market Game. Developing Short-Term Stock Trading Strategies W. D.Gann - 45 Years in Wall Street W. D.Gann - Forecasting W. D.Gann - How to Trade, 1935 W. D.Gann - Master Calculator for Time Periods, 1955 W. D.Gann - Master Charts W. D.Gann - Master Forecasting Method and Unpublished Stock Market Forecasting Courses W. D.Gann - Method for Forecasting the Stock Market W. D.Gann - New Stock Trend Detector W. D.Gann - Original Charting, 1936 W. D.Gann - Scientific Stock Forecasting W. D.Gann - Speculation a Profitable Profession. A Course of Instructions on Stocks. Volume 1 W. D.Gann - The Basis of My Forecasting Method W. D.Gann - The Magic Word W. D.Gann - Truth of the Stock Tape Wall Street Courier - The eBook of Technical Market Indicators Walles Wilder - The Delta Phenomenon or the Hidden Order in All Markets Walter Banks - Fuzzy Logic in Embedded Microcomputers and Control Systems Walter Bressert - Timing is Everything. The Cycle Trading Pattern Manual Warren Boroson - Pick Stocks Like Warren Buffett Warren Boroson - Pick Stocks Like Warren Buffett Warren Ruppel - Governmental Accounting Made Easy Welles Wilder - The Delta Phenomenon or The Hidden Order in All Markets Werner Rosenberger - Risk-adjusted Lending Conditions An Option Pricing Approach William Blau - Momentum, Direction and Divergence William Bronchick - Financing Secrets of a Millionaire Real Estate Investor William Eng - The Day Trader's Manual. Theory, Art, and Science of Profitable Short-Term Investing William Gallacher - The Options Edge. Winning the Volatility Game with Options on Futures William Mclaren - Gann Made Easy William O'Neil - How to Make Money in Stocks. A Wining System in Good Times or Bad William Rini - Mathematics of the Securities Industry William Webster - Accounting for Managers Wojciech Gryc - Neural Network Predictions of Stock Price Fluctuations Yale Hirsch, Jeffrey Hirsch - Stock Traders Almanac 2005 Yen Yee Chong - Investment Risk Management Zoran Kolundzic - E-mini Trading Course Trading Video Adam Hewison - The Secrets of Profitable Trading with MarketClub Alan Farley - Targeting Profitable Entry & Exit Points Andy Green - Practical Tools to Enhance Your Trading Decisions Angelo Namrevo - The Simple Trading System Bill Kaiser - Successful Online S&P Day Trading Bill Williams - Chaos. The New Map for Traders Bill Williams - The Practical Fractal Charles LeBeau - A New Look at Exit Strategies Chris Manning - Proven Chart Patterns. Key Indicators for Success in Today's Markets Curtis Arnold - Using Pattern Probability to Trade with the Trend David Lerman - Exploiting Volatily. Mastering Equity and Index Options David Nassar - Day Trading Smart David Nassar - Foundational Analysis. Selecting Winning Stock David Stendahl - Effective Methods for Evaluating Trading Systems David Stendahl - The Systematic Trader. Maximizing Trading Systems & Money Management Delta Society - Delta Video Workshop (Video 508 MB) (deltasociety) Dennis Minogue - How to Build Fortune. Trading Stock Index Futures Deron Wagner - Sector Trading Strategies. Turning Steady Profits Even In Stubborn Markets Don Wellenreiter - Hedging Your Stock Portfolio Ed Downs - Winning Chart Patterns. 7 Patterns That Really Work Elliott Wave Educational Video Series $1199 (10 dvds, video) (elliottwave) George Dagnino - Methods to Predict, Plan for & Profit in Any Market Cycle George Fontanills - Option Spreads Made Easy Glen Ring - How to Capture Big Profits from Explosive Markets Greg Capra - Intra-Day Trading Tactics Jack Schwager - Market Wizard Insights Jack Schwager - Winning Methods of the Market Wizards Jake Bernstein - Mining for Golden Trading Opportunities James Bittman - Investing with LEAPS. What You Should Know About Long Term Investing Jeanne Long - Gann's Secret (Video 432 MB) (galacticinvestor) Jeanne Long's Galactic Trader Seminar (Video 2.78 GB) (galacticinvestor) Jeff Cooper - Intra-day Trading Strategies. Proven Steps to Trading Profits Joe Corona - Professional Options Trading College (Videos & Manuals 11.2 GB) Joe Duffy - Spotting Solid Short-Term Opportunities Joe Krutsinger - Building Winning Trading Systems John Carter - Trading for Income John Hill, George Pruitt - How to Evaluate Systems John Markman - Swing Trading Essentials John Templeton - Trading In The Buff (Video, Manual) (tradinginthebuff) Jon Najarian - Gaining Option Leverage. Using Market Makers Tactics Jon Najarian - Trade Like a Pitbull. Major Pit Trading Ken Trester - Option Trading Camp - 8 DVD Larry McMillan - Four Powerful Rules to Successful Option Trading Larry McMillan - Option Trading Indicators and Patterns for Increasing Profits Larry McMillan - Reducting the Risk of Option Trading Larry Williams - A Dose of Reality Larry Williams - The Money Tree Course, 4 DVD Larry Williams - The Next Step in Market Analysis Lawrence Gavanagh - Option Screening. Finding Profitable Trades Mark Douglas - Mental Toughness Martin Pring - Getting New Insights from Old Indicators Martin Pring - Technical Analysis for Short-Term Traders Marty Kearney - LEAPS Trading Strategies Mike Halloran - Option Essentials Mike Rocca - Commodities Mitch Holland - When Technicals Become Fundamental Factors Mitch Zacks - Discovering the Hot Stocks Early MTI Forex Education, $5000 (markettraders) Murray Ruggiero - Mechanising Some of the World's Classic Trading Systems Murray Ruggiero - Using Intermarket Analysis to Make Smarter Traders Peter Bain - Trade Currencies Like The Big Dogs (Video 2 Gb) Price Headley - Using Option Charts to Time Trades & Boost Profits Rob Kepler - Fixed Income Robert Prechter - Trading the Elliott Wave Indicator Ron Michaelsen - Futures Trading Superstars Ron Michaelsen - Roadmap to Riches Ron Shelton - Using Gaming Theory to Gain an Edge Roy Habben - Putting Probabilites on Your Side Roy Habben - Seven Sign Posts to Market Analysis Succe ss Roy Habben - The Michanics of Futures Trading Russ Wasendory - An Introduction to Trading Futures Online Russell Sands - I am a Turtle Russell Sands - What I Learning from the Best Trader in the World Russell Wasendorf - Futures and Options from A to Z Ryan Jones - Video 6 DVD Sheldon Knight - New Ways to Profit from Seasonal and Weekly Price Patterns Sheldon Natenberg - Mastering Option Trading Volatility Strategies Sherman McCellan - Timing the Market with Unique Indicators Steve Briese - Commitment of Traders Analysis Steve Briese, Glen Ring - Formula to a Fortune Steve Nison - Profiting From Forex (Video 2.3 Gb, Manual) Steve Poser - Elliott Wave Sunny Harris - Trading 101. Starting Your Trading Program Ted Tesser - Million Dollars Tax The Insider Code Agora Forex Trading Course (10 CD, Video 3 Gb) Tom Cronin - How to Use Spreads to Construct a Trading Roadmap Tom Dorsey - Using Point and Figure Charts to Analyze Markets Tom Grentille - Using Computerized Strategies to Trade Fut ures and Options Tony Ciccone - Option Spreads. Generating Exceptional Returns Van Tharp - Disciplined Trading. How to Trade Your Wav to Financial Freedom Van Tharp - Position Sizing Wall Street Mentors - 3 Step Investing Process, 6 DVD Walter Bressert - Identifying Tradable Cyclies Walter Bressert - Using Cycles to Sell Tops and Buy Bottoms William Dale - Foreign Exchange William McLaren - Trading the Fast Moves for Maximum Profit.
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Negociação de Ciclo de Potência.
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Nós respeitamos sua privacidade.
Cursos de Negociação.
Our Signature Trading Courses.
Trading Cycles & Breakouts With Weekly Options and Futures Want a great introduction to Power Cycle Trading at an attractive entry price? Learn how to trade price cycles and break outs with longer-term, lower-stress weekly options. Trading Price Cycles & Break Outs With Weekly Options and Futures is one of the best ways to realize profits in the market while minimizing risk with a medium-term horizon.
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Trading Price Cycles & Break Outs With Weekly Options and Futures gives you a time-tested, winning strategy to trade the markets with options and futures. Forget about all those quant-fund strategies and complicated algorithms. This strategy is for everyday traders. You can even use this strategy with a couple of free hours per week while keeping your full-time job. Any trader can implement this system developed by 30-year trading veteran and coach, Larry Gaines. You’ll learn…
5 steps to let winning trades come to you. Use a winning trading model to maximize profits (and minimize losses) Capitalize on powerful trend breakouts – to get the big moves in the market. Why options & futures are the best tools to maximize gains. How weekly options and futures allow you a lower-stress way to play the market. Secret market pivot points – to time your entry perfectly.
Any trader can trade it – any trader can afford it. Order today!
Below are three proven Signature Trading Courses: Day Trading, Futures Day Trading and Swing Trading.
And because we know that you want to learn everything you can about how to make more money trading and how to decrease your trading risk, you will also receive our exclusive Power Cycle Trading Model Customized Indicators ($300 value) and our Volatility Break-Out Scanner ($300 Value) with any of the above 3 Signature Trading Courses . The Customized Trading Indicators and Volatility Breakout Scanner are available for thinkorswim®, TradeStation® and eSignal®. The Customized Indicators are also available for NinjaTrader®. The following is a brief description of our Customized Indicators and our Volatility Break-Out Scanner : Customized Indicators:
A proprietary package of the Power Cycle Trading Model studies for the thinkorswim® platform which capture the important aspects of price movement—trend, cycle, momentum, volatility compression, support/resistance on multiple time frames Studies are designed to identify what we call the “ Volatility Compression Squeeze. ” Shows when the squeeze starts, when triggered & probable direction of Break-Out on any time frame from ticks, minutes or monthly. If you like to trade powerful Break-Outs then this is the indicator you We designed them to be compelling, easy to read and quick to react to, even when using multiple time frames (which we always do) We did this with a combination of color coding and visual and auditory alerts that coordinated with all of our setups for entries, exits and staying in trades Fibonacci-based pivot lines for support and resistance, with mid-pivot values and extensions in the event that price goes to extremes. Both the mid-pivot and extensions can be turned off or on as one desires.
Volatility Break-Out Scanner: The Volatility Break-Out Scanner is based on the Power Cycle Trading Model , to identify securities that are positioning for a price cycle high or low or for volatility, compression break-out. It will scan on multiple time frames from 1 min to 1 month, in real time on any watch list, from futures, stocks, ETFs, Forex to indexes to personal watch lists. These 2 trading tools are available for the thinkorswim® , TradeStation® and eSignal® Trading Platforms.
Day Trading Course Want to see bigger profits, decreased losses, and an increase in winning trades? You will find all of that and more in this in-depth Day Trading Course that teaches you the 4-step Power Cycle Day Trading Model . This 4-step system identifies with a high degree of accuracy intra-day price trends, and gives an entry trigger that gets you in at the beginning of the new intra-day price cycle, not at the end of it.
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This system makes day trading futures mechanical and easy by taking the stress and guessing out of your day trading on any market that has sufficient trading volume and real-time price data. You no longer have to be tied to a certain asset class. This system can help you…
Trade individual stocks Trade ETFs and mutual funds Trade commodities and futures Trade the FOREX Go long or short on trades.
This system gives high probability entry set-ups for intra-day market moves on future contracts before the contract takes off, based on real-time market data and liquidity. When you begin to day trade with this level of accuracy you open the door to tremendous trading capabilities. This course shows how to get the Day Trading Course to work for you with an easy to use Power Cycle Day Trading manual and over 5 hours of detailed video training, where you will learn:
How the model works in easy steps How to set up the model of indicators How to use the model to monitor and set trading alerts across all asset classes. How to look at any chart and instantly see the current market situation with crystal-clear understanding. The best EXACT place to enter without complicated calculations or guessing. Os melhores pontos de saída EXATOS.
In addition to the manual and 20 videos, you will also receive these BONUSES:
Access to all new updates of the Power Cycle Trading Day Trading course. Instant access to the entire course and all training videos from the Power Cycle Day Trading member’s section. Access to hours of additional Trading Model Videos that are not included in this course. Access to the virtual trading room for one month , that is open from 8:00 AM Central to 3:00 PM Central each trading day. In this room you can follow along with Larry’s trading, learn the Power Cycle Trading System and ask questions. It’s your own mini hedge fund! Free access to the After Market Power Outlook for as long as you are a member of the Power Cycle’s virtual trading room. You will receive a daily video that will prepare you for what’s lies ahead in the markets. Bonus Course : Boot Camp Top Down Day Trading.
In just minutes you can have all the information you will ever need to start making better trades, so what are you waiting for? One more thing: there are hundreds of hours invested in developing this system. The course is chock full of valuable trading insight gleaned from decades of trading experience learned in real markets. Because of the vast amount of intellectual property included in this course, we are not able to offer refunds . If you’re looking for a less comprehensive trading solution – with a refund offer – try our ebook or mini-course. Order the Day Trading Course Today!
Power Cycle Day Trading Signature Course.
to the Daily After Market Power Outlook)
(Indicators & Scanner Software Included)
(Without Indicators & Scanner Software)
For member’s discounts log into member’s area:
Futures Day Trading Course Are you a day trader looking for a system that is easy to use, can be used across all asset classes, and leaves you no overnight exposure? You will find all this and more in this in-depth course that teaches you the 4-step Power Cycle Trading Model . This 4-step system identifies with a high degree of accuracy intra-day price trends, and gives an entry trigger that gets you in at the beginning of the new intra-day price cycle.
Buy Now / More Details.
The Futures Day Trading Course makes day trading futures mechanical and simple. It takes guessing out of your day trading on any market that has sufficient trading volume and real-time price data.
Trade any major FUTURES or FOREX contract Go long or short on trades Works with almost any charting software. No fancy or proprietary indicators are required.
You’ll quickly start having more winning trades with bigger profits with few losses. It gives high probability entry set-ups for intra-day market moves on future contracts before the contract takes off, based on real-time market data and liquidity. When you begin to day trade with this level of accuracy you open the door to tremendous diversification that has an extremely low risk. The Futures Day Trading Course is the Ultimate High-Accuracy Futures Day Trading System that you will learn through the Power Cycle Futures Day Trading manual and 13 videos in this course. You will learn how to….
Trade with easy steps Set up the model of with simple indicators Use the model to monitor and set trading alerts across all asset classes. Look at any chart and instantly see the current market situation with crystal-clear understanding. The best place to enter without complicated calculations or guessing. The best exit points (Entries and Exits: Isn’t that what we’re all looking for?!)
In addition to the manual and the 13 videos with over 3 hours of training, you will also receive these BONUSES:
Access to all new updates of the Power Cycle Futures Day Trading course. Instant access to the entire course and all training videos from the Power Cycle Futures Day Trading member’s section. Access to the Power Cycle Trading Club for one month , that is open from 8:00 AM Central to 3:00 PM Central each trading day. In this room you can follow along with Larry’s trading, learn the Power Cycle Trading System and ask questions. It’s your own mini hedge fund! Free access to the After Market Power Outlook for as long as you are a member of the Power Cycle’s trading club. You will receive a daily video that will prepare you for what’s lies ahead in the markets. Bonus Course : Boot Camp Top Down Day Trading.
Every minute you wait to take this course is another trade you missed making money on. Get signed up today and within minutes you will have what you need to learn how to make money with the Power Cycle Trading Model . One more thing: there are hundreds of hours invested in developing this system. The course is chock full of valuable trading insight gleaned from decades of trading experience learned in real markets. Because of the vast amount of intellectual property included in this course, we are not able to offer refunds . If you’re looking for a less comprehensive trading solution – with a refund offer – try our ebook or mini-course. Order the Futures Day Trading Course Today!
Power Cycle Futures Day Trading Signature Course.
to the Daily After Market Power Outlook)
(Indicators & Scanner Software Included)
(Without Indicators & Scanner Software)
For member’s discounts log into member’s area:
Swing Trading Course Are you a trader or investor looking for a simple, successful trading system for long-term trades? Our Swing Trading Course is just for you! This course adapts the 4-Step Power Cycle Trading System specifically for timing long term trends to shorter term swing trades that can last more than one day. It teaches you how to protect your capital when you trade or invest for the longer term on stocks, bonds, FOREX, and commodities.
Buy Now / More Details.
Through this course, learn how to…
Use simple trading strategies that any trader can use. Set up the model of indicators that works with most platforms. Use the model to monitor and set trading alerts across all asset classes. Look at any chart and instantly “see” the current market situation with crystal-clear understanding. The best EXACT place to enter without complicated calculations or guessing. Os melhores pontos de saída EXATOS.
And don’t forget, everything is for longer-term trades! With our Swing Trading Course , you will finally feel confident about your trade selections, entries, and exits. You can use this system to trade any major futures or FOREX contract and go long or short on trades. It also works with most any charting software since no fancy or proprietary indicators are required.
To get you started right away, we will send you:
Your course manual that details the unique High Accuracy Cycle Trading System, within minutes of receiving your payment. Instant access to 17 videos with over 5 hours of training on how to use this system to make more money in your longer-term trading. Access to the virtual trading room for one month , that is open from 8:00 AM Central to 3:00 PM Central each trading day. In this room you can follow along with Larry’s trading, learn the Power Cycle Trading System and ask questions. It’s your own mini hedge fund! Free access for one month to the After Market Power Outlook for as long as you are a member of the Power Cycle’s virtual trading room. You will receive a daily video that will prepare you for what’s lies ahead in the markets.
Don’t go through another week of bad trading. Instead, order now and learn how to make better trades with the Swing Trading Course . One more thing: there are hundreds of hours invested in developing this system. The course is chock full of valuable trading insight gleaned from decades of trading experience learned in real markets. Because of the vast amount of intellectual property included in this course, we are not able to offer refunds . If you’re looking for a less comprehensive trading solution – with a refund offer – try our ebook or mini-course. Order the Swing Trading Course Today!
Power Cycle Swing Trading Signature Course.
(includes 1 month FREE Trading Room Access and Free access for 1 month.
to the Daily After Market Power Outlook)
(Indicators & Scanner Software Included)
(Without Indicators & Scanner Software)
For member’s discounts log into member’s area:
Pairs Trading for Market Neutrality & Big Profits – An Offense/Defense Trading Formula.
Want to learn how to capitalize on the huge trading advantages that come from market volatility? In this course you will learn how to successfully use “Pairs Trading” to totally change the game in your favor during high volatility markets. To trade with discipline and strategy instead of fear and greed (which totally sabotages results)? This is a systematic approach for trading markets with extreme volatility and will teach you how to do these trades using synthetic options!
Buy Now / More Details.
Through this course, learn…
How to use the Power Cycle Trading Model to Identify the Highest Probability Directional Trade Set-ups The Safest Way to Generate Consistent Returns in Both Up and Down Markets How Pairs Trading Stacks the Winning Odds in Your Favor While Removing the Agony of Market Fluctuation from Your Trading How to Identify Sectors & Stocks Moving with Momentum How to Identify & Select the Optimal Pairs for Trading Stocks & Etfs Step By Step Pairs Trading Techniques That Hedge Funds Use…That You Can Use Too Solutions That Instantly Lower Your Trading Costs with Synthetic Options An Insider Strategy to End the Hassle of Borrowing Shares to Short Forever How to Measure & Check Correlations for the Optimum Pairs Trade Our Own Proprietary PCT Formula That Makes It Easy to Identify the Highest Probability Pairs Scanning for Volatility Momentum Break outs & Building your Pairs Trading Watch List.
You will receive this 3 hour, On-Demand course broken down in 30 minute recorded modules for easy viewing and comes with the detailed 84 page course Power Point.
Additional Course Bonuses:
1 month access to the Power Cycle Virtual Trading Room , that is open from 8:10 AM Central to 3:15 PM Central each trading day. In this room you can follow along with Larry’s trading, learn the Power Cycle Trading System and ask questions. It’s your own mini hedge fund! 1 month free access to the After Market Power Outlook . This is a daily market video that will prepare you for what’s lies ahead in the markets along with trading alerts and analysis. 1 free month of Live weekly trading Q&As with Larry Discounts & priority access to upcoming courses.
Order Pairs Trading for Market Neutrality & Big Profits On-Demand Course today!
Pairs Trading for Market Neutrality & Big Profits Course.
(includes 1 month FREE Trading Room Access and Free access for 1 month.
to the Daily After Market Power Outlook)
(Indicators & Scanner Software Included)
(Without Indicators & Scanner Software)
For member’s discounts log into member’s area:
Selling Options for Income, Profits & Opportunistic Hedge Trading Management.
In this program, “ Selling Options for Income, Profits & Opportunistic Hedge Trading Management,” you’ll learn my AHA trading strategy that’s all about taking advantage of the great trading benefits that Selling Options and Option Spreads provide for both the highest probability of winning trades and for quickly hedging risk on any core trade. And you can now begin to trade Option Spreads, Credit Spreads, like a pro with this step by step blue print option course! The passivity of this method, when correctly used, is that it allows you to create income while you are working in a corporate or other job, or enhance your retirement income. That’s the definition of financial freedom, and you could probably call that pretty priceless.
Buy Now / More Details.
The 4+ hour recorded course broken down in 8 recorded video modules. This is a step-by-step, selling options, blue print course which is 100% credit spreads with an additional focus on hedging using credit spreads. What we call “Opportunistic Hedge Trading Management.” 356 page Power Point Trading Manual of course, with a trading library of credit spread trade examples.
Here is just some of what’s covered in this course:
The Vital Option Greeks and how they are used when selling options How, Why & When to use Credit Spreads to create low-risk, high-probability directional trades How & When to use Credit Spreads on stocks and index options such as SPX, RUT & NDX How, Why & When to use the “Ninja” Credit Spread,” “Ratio Butterfly,” in your directional trading What are the major trading advantages of the “ Ninja Credit Spread ,” “Ratio Butterfly,” in your directional trading When to enter & exit a Credit Spread : 5, 10, or 20 days out How to steadily & consistently grow a small account into a large account using Credit Spreads Credit Spread Strategies Used Trading Market Cycles Using Fibonacci & Moving Average Automated Trend Line Price Target Analysis Using Standard Deviation to determine High Probability Trade Set-ups for all Credit Spreads Credit Spread Trading Rules.
Como e & amp; When to use Credit Spreads & the butterfly spread for hedging a core trading position How to defend the Credit Spread trade & even make money when you’re wrong – 6 defenses What is “Opportunistic Hedge Trading Management” & amp; how you can use it to turn loosing trades into winning trades Position Sizing using Credit Spreads to reduce trading risk How to turn a 70% probability of winning trade into a 90% probability of winning The best technical analysis techniques to use for your trade set-ups How to trade spreads “end of day” so you don’t go bug-eyed looking at charts all day Credit Spread Trade Library.
So if you would like to get more consistent profits and reduce the trading stress in your life then this Option Trading Workshop, “Selling Options for Income, Profits and Opportunistic Hedge Trading Management” is just what you need.
You’ll learn how to take advantage of the great trading benefits that Selling Options and Option Spreads provide for both the highest probability of winning trades and for the quick “Opportunistic Hedging” of risk on any core trade.
And if you don’t know how to quickly Hedge your positions, your trading is an accident waiting to happen…
Stop losing time and money on options trading. Order your course today, and within minutes you will be on your way to making better trades. Complete “Selling Options for Income, Profits and Opportunistic Hedge Trading Management” for just $297.
Purchase Now for $297.
For Trading Club Discount.
Earnings Game Plan Profits Course; Low Risk High Return Option Plays Adding a new income stream can take years to achieve considering the amount of education and work usually required.
But what if you could learn how to add a new income stream from Trading Weekly Options on stocks reporting earnings or how to identify and trade a pre-earnings or post earnings trend using a Market Neutral Earnings Trend Strategy! And what about adding a directional earnings trade with a High Reward but Low, Low Capital at Risk?
Part of my mission at Power Cycle Trading is to teach other traders what I know about trading with an emphasis on options and weekly options. I have been a professional trader for over 30 years and trading options since 1987, so I have a lot of knowledge and experience that I am now able to share with my members and students.
Buy Now / More Details.
To help you take advantage of the great trading opportunities that happen every earning season I have put together an On Demand Earnings Workshop on how to exploit earnings for big profits using weekly options and pairs trades.
The course includes an Earnings Trade Library of 32 detailed weekly option earning trade examples. It’s a detailed library of trade examples that will help you to better understand these strategies and quickens the learning process:
This Earnings Workshop is packed with in-depth training on everything you’ll need to know to trade earnings; my secret low risk, high leverage.
low cost non-directional weekly option strategy, strike analysis tips, volatility plays, stock selection and much more.
Plus my All New “Ninja” Directional High Reward.
Low Risk Weekly Ratio Butterfly Strategy and an amazing Market Neutral Earnings Trend Strategy for Pre-Earning & Post Earning Trends (using a synthetic option structure) !
This On Demand Workshop will get you off the sidelines and get you prepared for making profits, which sometimes can be Huge, by sharing all my earnings trading strategies with you. I want you to stop being a spectator and become a player that makes great profits by taking advantage of the market’s volatility surrounding earnings.
Here is what’s covered:
non directional weekly option strategies for trading earnings How to select the best neutral.
non directional weekly option strategies based on the Implied Projected Move & Historical Statistics of the stock How & when to set-up all trade strategies How to manage trades into option expiration A little known, low cost, defined risk, premium collection strategy that is a perfect for trading an earnings break-out. Learn which strikes work best. Should you go far Out of the Money or Close in? Você descobrirá. How to take advantage of high option volatility for your earnings option plays How to defend & manage an option trade gone wrong The selection of the right stocks for an earnings trade is very important to the success of an option strategy. You will learn how to use my 7 step selection process that makes building a watch list of great trading stocks easy to do Step-by-step guide for using “Stock Pairs” for catching a pre or post earnings trend with reduced market risk How to execute a Pairs Trend Trade using synthetic options “Ninja” Ratio Option Butterfly for High-reward.
Low-risk earnings release directional trades Statistical resource for earnings history on all stocks How to use this statistical information to analyze a stocks earnings release move or post earnings move for a Weekly Option or Pairs Trade Strategy.
To save you the time & work of finding the best stocks to trade during earnings I have done all of this for you. You will receive my Earnings Watch List of the Best Stocks to profit from this Earning Season. Plus my watch list of “Top Earnings Pairs” for pre & post earnings trend trades based on past statistics of an earnings trend!
Earnings Game Plan Profits Course; Low Risk High Return Option Plays.
For member’s discounts log into member’s area:
Amazing Option Butterfly Trading Workshop.
You’ll Want This 10 to 1 Reward to Risk Ratio That’s Crushing It…
But the truth is that these types of rewards with low risk don’t come without the skills to structure and execute high level spreads properly.
Here’s the great news: Most traders shy away from complex option spreads, even the pros. Plus, these advanced trade (and often lower volume) setups are way too complex for enormous institutional accounts to trade for their clients, but this spells opportunity for you.
Por quê? Because you know that for less than the time it takes to play a few holes of golf, you can master these setups. And you also know that as an individual trader, you can slip in and out of trades that the big guys (Wall Streeters or “suits”) can’t.
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The Option Butterfly is a dynamic ( High Reward-Low Risk ) option strategy that can be traded for a variety of different reasons with different goals in mind, such as for: Income, High Reward-Low Risk Directional & Non-Directional Trades and Hedging and more.
This comprehensive 5+ hour trading workshop on this amazing option strategy is now available On-Demand.
Core Basics That Many Traders Miss When Using Butterflies (To the Detriment of Their Account!) What Option Greeks are Vital & How to Use Them How, Why & When to Use the Long Call or Put Butterfly How, Why & When to Use the Broken Wing Butterfly How, Why & When to Use the Ratio Butterfly How, Why & When to Use the Directional Butterfly How, Why & When to Use the Iron Butterfly How, Why & When to Use the Vacation Butterfly Optimal Times To Capitalize On the Different Butterfly Strategies How To Structure Setups With Returns of 10-to-1 or 12-to-1 with as little as $10 per option contract of capital at risk How to profit from Option Volatility Collapse & Theta Decay using the Butterfly Learn about option pinning, what is it & how you can trade it Learn How to Target the Appropriate Option Pinning Strike & then How to Profit from it using the Option Butterfly Spread How to Set up Price Target Set-ups for the Butterfly Spread using Fibonacci Technical Analysis Step by step check list of How to Put on the Trade and Take off the Trade so You Know exactly What to Do How to Execute & Mange the Butterfly Option Spreads How to use the Butterfly Spread to Defend a Vertical Debit or a Credit Spread How to use the Butterfly to Hedge Core Position And always more …
This course is designed to teach you in an easy to understand, step-by-step format everything you will need to know about these strategies and how to profit from them.
Here’s what you’ll get:
5+ Hour recorded Trading Workshop on How to Trade & Profit from the Amazing Option Butterfly Strategy – Value $800 Course Bonus Handouts: Larry’s Complete Option Strategy Manifesto, his Greek Power Tool Guide and more Bonus – Videos of 2 Complete, One-Hour Q&A’s 280 Full Course PowerPoint Manual.
High Reward.
Amazing Option Butterfly Trading C ourse.
for just $297.
For member’s discounts log into member’s area:
A Trader’s Guide to Technical Analysis & Fibonacci Trading Review Course.
By the end of this course you will understand the benefits and profit opportunities that come with knowing how to properly use Fibonacci, Trend Lines and Moving Averages in all your trading.
From swing trades, day trades to long term investing this analysis works and it will help make a positive impact on your bottom line.
So if you’re frustrated in your trading and not seeing the return on the time and energy you spend on trading, then make this investment in yourself and expand your technical trading knowledge today!
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A Trader’s Guide to Technical Analysis.
Here’s what is covered in this course…
What Fibonacci numbers are & the Golden Ratio Their trading & investing importance How to apply Fib ratios to all markets & time frames What are Fib price retracements & best ways to use them What are Fib price extensions & how & when to use them How & when to use Fib price projections Learn How to Target the Appropriate Option Pinning Strike & then How to Profit from it Using the Option Butterfly Spread Using Fib analysis for the Macro Big Picture Trend trading all the way to intra-day trading How to mechanically construct & use Trend Lines in all trading How to properly use Trend Lines for momentum break out trades across all markets & time frames How to incorporate & use moving averages into your trading for trend reversals & trend tracking And more …
Here’s what you’ll get:
3.5 Hours of Recorded Video Training in 30 Minute Modules.
Video of Complete Bonus One Hour Q&A.
100 Page Full Course Power Point.
Bonus Course – Fibonacci Trading Review Course.
Follow up review course on the use of Fibonacci analysis based on trading examples.
This Fibonacci Course Package is designed to teach you in an easy to understand, step-by-step format what you need to know about using this technical trading analysis… Complete Trader’s Guide to Technical Analysis C ourse and Fibonacci Trading Review Course for just $197.
This On Demand workshop will be an in-depth review on how to use the powers of Fibonacci in your trading or investing.
Here is just some of what is covered:
How to apply Fib ratios to all markets & time frames The best ways to use Fib price retracements The best use of Fib price extensions & when to use them How & when to use Fib price projections Using Fib analysis for the Macro Big Market Trend and on down to the intra-day market trend How to mechanically construct Fib levels for quick trade analysis Proper way to construct and use Trend Lines.
Veja o que você vai conseguir:
3 Hours of Recorded Video Training in 30 Minute Modules.
71-Page Full Course Power Point.
Purchase Now for $197.
For Member’s Discount Log into Member’s Area:
Option Trading Made Simple Course Make money and reduce trading risk. That’s how it’s supposed to work. But without a good trading system, you’re sunk. Even worse, latch onto a complicated system and you’re treading water with the sharks. That’s where we can help. Our approach takes the simplicity of using the option delta for trading options and option spreads, to make better trade decisions…so you can start winning! Our practical way to trade options is simplified in our Option Trading Made Simple course. This course will walk you through everything you need to know about how to make money by using the options.
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The Option Trading Made Simple manual Video: What is the Option Delta & How is it Used • Video: Examples on How to Use Option Delta Video: Examples on How to Use Option Delta for Option Spread Trading.
You’ll learn how to…
Select the optimum strike price for calls and puts Better manage option trading risk Determine the risk-to-reward of a trade Construct combination option positions Calculate profit targets and stop loss levels for option spreads at different price points.
This is just a small list of what you will learn. We are confident that you will have everything you will need to make great decisions on option trades. We are so confident that if for whatever reason you don’t feel that you benefited from this course, just send us a note within the first 90 days and we will refund 100% of your money, no questions asked. A sério. Stop losing time and money on options trading. Order your course today, and within minutes you will be on your way to making better trades. Complete Option Trading Made Simple mini-course for just $97.
For member’s discounts log into member’s area:
Insider Secrets for Technical Trading Profits Everyone needs to start somewhere. Whether you are completely new to trading or you need a fresh start with a better approach to your trading then this is the course to take. “Insider Secrets for Technical Trading Profits” is a comprehensive and easy to understand training course on how to use technical analysis in your trading and investing decisions. Once you learn how to incorporate technical analysis into your decisions you will then start making much better trading and investing decisions and they will become much easier and more profitable.
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The importance of psychology in trading markets How to develop a trading plan based on 7 key points that will serve and support you in your trading career How to use moving averages for tracking trends, to identify reversals and support and resistance, to measure the strength of an asset’s momentum and for risk management How to select and use trading time frames conducive to your goals and to build analytical approach so that you know the optimal time to employ for your strategy and enter trades based on what it is that you want to get out of the market How to identify and use support and resistance, how to map out supply and demand zones in any market How to use Fibonacci and Fibonacci extensions to identify support and resistance, reversal points and for projecting future price targets How to identify trend break-outs and how to trade a momentum break-out How to identify market tops and bottoms using Top-Down Market Technical Analysis over 5 major market time frames How to use broad market index comparison analysis for selecting the strongest market to trade in whether short or long How to use sector rotation to screen for trades across 9 major market sectors And much more.
85 page color course manual with charts 5 videos with over 75 minutes of course material.
Order the Insider Secrets for Technical Analysis Today for just $97.
For member’s discounts log into member’s area:
Power Cycle Trading Club Membership Program.
“There is nothing like the camaraderie and accountability of a real trading room for dramatically improving results.” & # 8211; Larry Gaines.
Virtual Trading Room.
Global Pre-Market Updates Daily Macro to Intermediate Technical Pre-Market Analysis Pre-Market Analysis for Major Asset Classes Membership to After Market Power Outlook Program.
After Market Power Outlook.
Daily Videos that prepare you for what’s ahead…..
Major upcoming economic events alerts Update and review of the major market classes Global economic and political overview Video delivered daily by email after the market closes Market cycle & trend change alerts to protect your assets Ideal for those unavailable during US market hours.
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You’ll receive a daily market update from Larry that helps you prepare for the next trading day. This is ideal for day traders as well as swing traders or investors who want to get a quick but insightful market overview from both a technical and fundamental perspective from a real professional. Larry will step you through his charts so that you can enhance your own charting skills in these 10 to 15 minutes videos. This service capitalizes on Larry’s Power Cycle Trading™ Model for signaling cycle highs and lows and volatility break-outs in the broad market indexes, commodities and stocks. Members will receive access to the After Market Power Outlook exclusive hub where they can watch the videos after they are posted Monday through Friday. Get instant access for $7 for the first 7 days and then just $57 per month.
At Power Cycle Trading, we saw that many members were benefiting from combining our model with the outstanding tools that were included in the Think or Swim platform. Learning the best tools and how to use them can take months. I don’t know about you, but I’m not that patient! Besides, if there’s a way to improve my trading results, I want to know it yesterday. That’s why Power Cycle Trading™ and Think or Swim expert Hugh Bryant and I have put together a course; so you can learn all of the best Think or Swim free tools to improve your day trading and swing trading results quickly. Find out why Think or Swim is one of Power Cycle Trading’s top brokers (and we’re NOT getting paid to say this!). Learn which tools are the best to improve your trading results, and how to use these powerful AND free tools effectively. You will be learning the ins and outs of this platform from Hugh Bryant. Who is Hugh? Well, we call him the smartest guy in the room. Hugh is a UCLA graduate, holds a PhD in Neuroscience, and has done extensive brain research. (We think this explains a lot!) But to top it off he is a great trader and trading coach. Here’s just some of what we’ll be covering in the course:
General orientation–Tab-based Platform Summary of Main Tabs: Monitor, Trade, Analyze, Scan, Marketwatch, Charts, Tools Trade Tab: All Products, Active Trader All Products Sub Tab: Option Chains:Apple as example: weeklies, monthlies Customizing option chain columns, saving configurations Buying, selling singles, spreads, etc. Active Trader Sub Tab: Setting up grids Chart Settings, adding studies Creating a “Style”, saving and loading styles Creating a Grid, saving and loading grids Using styles and grids as templates to create other styles and grids Grids and multiple time frames: time, ticks, defaults and custom Customizing Indicators: colors, widths, shapes Hiding studies and /or plots within a study Bubbles, when to show or not show Details of Style Menu Adding menu options to Style Menu Chart Tab–Overview: Charts, Prophet and Flex Grid Drawing tools: Pointer, Time Level, Price Level, Trendline Other features, Right Click in chart area for drop down menu, watch lists, customizing column headings.
Members may ENROLL for just $47 and for non-members it is $97 . For members to get the discount just add your coupon code in the order summary box “Promo Code” after you click on BUY NOW. The coupon code will be in the email you received about this event and it will be posted in your member discount area in Customer Hub. So take advantage of the free tools that Think or Swim has to offer now!
$97 non-members | $47 members.
&cópia de; RLCG Management 2010-2018, LLC | Todos os direitos reservados.
Disclaimer: O conteúdo deste site e todos os produtos da Power Cycle Trading e Opções no Open são apenas para fins educacionais e não são destinados a aconselhamento financeiro. Você deve sempre consultar seu profissional financeiro antes de investir. RLCG Management, LLC.
NOTÍCIA IMPORTANTE! Nenhuma representação está sendo feita que o uso desta estratégia ou qualquer sistema ou metodologia de negociação gerará lucros. O desempenho passado não é necessariamente indicativo de resultados futuros. Existe um risco substancial de perda associado a valores mobiliários negociados e opções sobre acções. Apenas capital de risco deve ser usado para negociar. Os títulos de negociação não são adequados para todos. Disclaimer: Futuros, opções e negociação de moeda todos têm grandes recompensas potenciais, mas eles também têm grande risco potencial. Você deve estar ciente dos riscos e estar disposto a aceitá-los para investir nesses mercados. Não negocie com dinheiro que você não pode perder. Este site não é uma solicitação nem uma oferta para comprar / vender futuros, opções ou moedas. Nenhuma representação está sendo feita de que qualquer conta terá ou poderá obter lucros ou perdas semelhantes àquelas discutidas neste site. O desempenho passado de qualquer sistema ou metodologia de negociação não é necessariamente indicativo de resultados futuros.
CFTC REGRA 4.41 - OS RESULTADOS DE DESEMPENHO HIPOTÉTICOS OU SIMULADOS TÊM CERTAS LIMITAÇÕES. A PARTIR DE UM REGISTRO DE DESEMPENHO REAL, OS RESULTADOS SIMULADOS NÃO REPRESENTAM A NEGOCIAÇÃO REAL. TAMBÉM, UMA VEZ QUE AS COMERCIALIZAÇÕES NÃO FORAM EXECUTADAS, OS RESULTADOS PODEM TER COMPENSADO PARA O IMPACTO, SE ALGUM, DE DETERMINADOS FATORES DE MERCADO, COMO A FALTA DE LIQUIDEZ. PROGRAMAS DE NEGOCIAÇÃO SIMULADOS EM GERAL TAMBÉM ESTÃO SUJEITOS AO FATO DE QUE ELES FORAM CONCEBIDOS COM O BENEFÍCIO DE HINDSIGHT. NENHUMA REPRESENTAÇÃO ESTÁ SENDO FEITA QUE QUALQUER CONTA PODERÁ OU POSSIBILITAR LUCROS OU PERDAS SEMELHANTES AOS APRESENTADOS.