Saturday, 5 July 2014

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By Matt Blackman with Mike Green
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In the preceding section in this series, we look at how one company isolated parts of Elliott Wave patterns and helped the trader identify them in both end-of-day and real-time trading situations. In this section, we talk to an experienced trade systems designer who has researched the challenge of implementing Elliott Wave theory by computer since the mid-1990s.

The Designer
Murray Ruggiero is no stranger to trading system users. He is the author of a number of books on the topic - including "Cybernetic Trading Strategies: Developing A Profitable Trading Strategy With State-Of-The-Art Technologies" (1997) and "Traders' Secrets Psychological & Technical Analysis: Real People Becoming Successful Traders" (1999), theInside Advantage newsletter, as well as more than 70 articles in various trading publications. His work is referenced in books by such prominent authors as Larry Williams, John Murphy and Perry Kaufman.

In his book "Trading Systems And Methods" (1998), trading system specialist Perry Kaufman presents four of Ruggiero's suggestions for trading Elliott by machine:

1) Enter wave 3 in the direction of the trend.
2) Stay out of market during wave 4.
3) Enter wave 5.
4) Take countertrend ABC at top of wave 5.

Kaufman also says: "When a wave appears in two time frames such as both daily and weekly charts, the likelihood of the success of this formation increases." Without some sort of confirmation, the risk of being on the wrong side of the trade increases.

Accuracy is Not Key?
The problem with trading Elliott concepts by computer, Ruggiero believes, is that the designer must reduce the highly subjective aspect of the theory into quantifiable, specific components. The goal is to find those areas of the theory that work best and then tell the computer how to find them for you.

To Ruggiero, the key is not in trying to "teach" the machine to count Elliott Waves accurately because, like Robert Prechter, Ruggiero still believes that it takes a degree of human intervention to apply the highly complex aspects of Elliott Wave interpretation. This need for human involvement is due to the fact that Elliott Wave has been traditionally used in longer-term forecasting.

But traders are more interested in much shorter time frames, and it makes sense that a system that is to trade intraday has a different focus than a system looking for a target that is weeks, months or years away.

"There is a difference between today's count and the true count," Ruggiero says. "The key to trading Elliott lies in not getting hung up on the correct wave count, but rather in determining the count that has the least penalty for being wrong."

Finding the correct count requires time. There are nine different wave patterns or degrees of trend in Elliott Wave ranging from the grand supercycle lasting hundreds of years to the sub-minuet degree covering a few hours. Elliott practitioners can spend days arguing over correct wave count but, in many cases, the number will not be confirmed until after the fact.

However, the trader is not interested in whether the chosen index or future is the first or third wave but rather what his or her risk of being wrong is versus the potential reward. A trader is really looking for an entry price that is close tosupport, which, if broken, will nullify the pattern and result in a small loss but, if correct, will return three to five times the amount risked.

For example, if, in the complete Elliott Wave below, the trader mistook the bottom of wave 2 to be the bottom of wave 4 and entered a long trade, he or she would catch wave 3 instead of wave 5 and still make a good profit because both waves 3 and 5 are generally powerful up moves. In certain cases, a wave 3 is the longest wave in the pattern.
Now let's say the same trader mistook wave B for wave 1, and then entered a long trade at the next pause because he or she thought it was a new wave 3; this pause would've actually been a continuation of wave C, making the trade a painful experience, especially if wave C was incomplete.



In Figure 1 below, we see an example of a wave pattern that was identified by the computer as an ABC wave but was actually part of a much larger corrective wave. It worked out well for the trader, who, instead of earning the expected profit of two- to three-times risk (5.5 points), made more than six times that amount.

The point is that it doesn't really matter if the trader gets the wave count wrong. As long as he or she determines the primary direction of the trend, properly differentiates between the primary and corrective waves and uses tight stops and realistic profit targets, trades can still be very profitable.


Figure 1 – Five-minute chart of the Dow Industrial Average showing a profitable trade and the Elliott Wave Oscillator in the lower window.

Elliott Wave Oscillator
What can an Elliott Wave computer trader use to gain greater insight into where he or she is in a wave? Create an Elliott Wave oscillator (EWO), according to Perry Kaufman. The EWO is simply the difference between a five-period and 35-period simple moving average, which in Figure 1 is shown as red and blue moving average lines.

In Metastock, for example, the formula for the EWO is simple. To get the display shown in Figure 1, plot the formula below as a histogram:

EWO = Mov(Close, 5) – Mov(Close, 35).

Note the magenta lines in the main chart and those in the lower EWO window slanting in the opposite direction. This shows clear divergence between price and the Elliott Wave oscillator - a sign that a change in direction is imminent. Kaufman says that a new upward trend is identified when the EWO makes a higher high than the previous EWO high. For example, in an uptrend, a wave-3 EWO high would be greater than a wave-1 high.

As we see in Figure 1, the EWO, like any good oscillator, can also be used as a warning ofdivergence and the change in direction. After watching the EWO for a while, you will begin to see the pattern. In an uptrend, the EWO will put in a series of higher highs after which it will drop below zero, which will be the ABC corrective pattern. A new series is then about to begin.

Trades confirmed by an oscillator are lower risk than those without confirmation. When the oscillator begins to put in a series of lower highs while price puts in higher highs, get ready for a trend change.

In Summary
Rather than try to "train" the computer to perform the complex and subjective task of accurately identifying all aspects of the Elliott Wave, it is far more feasible to isolate patterns that are close to each other and places where the penalty for being wrong is minimized.

This means identifying the primary trend, taking trades in this direction and setting tight stops in case you have made an error in your analysis. It won't matter that much if you mistakenly identify one part of the wave for another as long as they are similar parts in the wave cycle.

To help confirm the proper entry and exit points, the Elliott Wave oscillator can be used to choose higher highs and higher lows in an uptrend, or lower highs and lower lows in a downtrend. Divergence between the oscillator and price is also a very useful tool for trade confirmation. Furthermore, wherever possible, confirmation in different time periods - for example, a five- and 15-minute chart for short-term traders, or a daily and weekly chart for longer-term traders - further increases the chances of a profitable outcome.

With a basic understanding of the theory and a bit of practice, it won't be long before you are using what you have learned to enhance your trading acumen. 

Thursday, 3 July 2014

Started Charting NIFTY future and trading, a diversifying trade to reduce stress


US OIL Chart I sent to my subscribers - my expected immediate target


Nifty future sell 7745


10 things rich people know that you don’t

People don’t become wealthy by accident, here’s how they do it

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By Jocelyn Black Hodes

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As a financial adviser, I have occasionally found myself feeling envious of certain clients. Not because of their wealth — but because they were disciplined and determined enough to do all the right things that enabled them to accumulate their wealth and, in many cases, retire early. Despite my expertise, I, like a lot of people, sometimes struggle not to do the wrong things that make being rich, let alone retiring at all, a pipe dream. 
Financially responsible and successful people don’t build their wealth by accident — or overnight. Becoming rich takes serious willpower and long-term vision. You have to be able to keep your eye on the prize of financial freedom, be willing to sacrifice your present wants for the sake of your future and develop good habits to win. Here are 10 habits you can start putting into practice now.
Start early
As the old saying goes: The early bird catches the worm…or, in this case, gets to retire in style. The sooner you put your money to work, the more time it has to grow. Earning a paycheck, whether you are self-employed or work for a company, means the opportunity to contribute to an IRA, which you should seize ASAP. If you’re fortunate enough to get a job with a company that offers a matching contribution to their retirement plan, you need to make it a priority to enroll in the plan as soon as you are eligible. It can be the difference between retiring early and never retiring.
Think about this: If you invested $10,000 and left it to grow for 40 years, assuming an average return per year of 8%, you would end up with over $217,000. But if you waited 10 years and invested $20,000 — twice as much — you would only end up with just over $200,000. 
Whatever your situation might be, saving and investing money today is better than waiting until tomorrow. Start now.
Automate
You can be your own worst enemy when it comes to financial success. It’s all too easy to procrastinate and neglect what needs to be done and, meanwhile, give in to temptation and spend more than you should. It’s the perfect recipe for not becoming rich. 
The best way to protect yourself from yourself is to automate your savings. That means setting up recurring transfers on a regular basis from your checking account to your savings and investment accounts (or setting up auto deduction from your paycheck to your employer-sponsored retirement plan). This way, you force yourself to avoid bad money habits and save what you would likely otherwise spend. If you haven’t already, set aside 15 minutes on your calendar now to do it. Not later, now. Your rich future self will thank you. 
Maximize contributions
When it comes to retirement account contributions, you’ve probably been told to start small and then try to increase the amount by at least 1% every year until you max out. If you’ve been procrastinating, then yes, even a small starting contribution is better than none. The problem is that small efforts can lead to small results. If you want to be rich, you have to save like you mean it. And that means contributing the max amount allowed from the get-go (and at least as much as your employer will match in your 401(k) plan). 
This is especially true if you are starting to save later in life and need to play catch up. You might worry that maxing out your contributions will squeeze your cash flow too tightly, but it is easier to get in the habit of spending less if you don’t have that extra to money to spend in the first place. It’s much harder to increasingly scale back your budget year after year to accommodate for increasing contributions. 
Never carry credit card balances
Revolving, high-interest debt is one of the biggest threats to your financial freedom. It can seriously drag you down, costing you thousands in unnecessary fees and interest charges — and prevent you from saving more. If you ever want to be rich, you have to ditch the bad habit of carrying credit card balances, along with the minimum payment mentality. 
Instead, you need to learn how to use credit wisely, rather than as a crutch, and commit to paying off your balances in full each month. Smart credit card holders know and practice the tricks to maximize rewards, points, discounts and monthly cash flow without getting in over their head. Of course, living within your means is key to your success.
Live like you’re poor
Have you ever met someone who is unassuming and modest and then were surprised to later learn that they are actually rolling in dough? I had an older client who was stuck in 1983: he wore ugly brown suits and running shoes, drove a beat-up baby blue Volvo station wagon and lived in the same modest house he bought 40 years ago. Turns out, this man was an uber-successful entrepreneur and multimillionaire — and even richer because of his humble habits.
Millionaires are all around us, and many of them are probably not who you would think. This is because they smartly live below their means and save their money rather than showcase it. Of course, it’s easy to live below your means when you have millions, but even if you have far less, getting into the habit of spending minimally now will help you have a lot more later. The trick is adopting a “less is more” mentality and sticking with it, even when your income and net worth increase in the future.
Avoid temptation
The temptation to live large and beyond our means is all around us: TV, magazines, friends, family, colleagues, “the Joneses.” It is nearly impossible to escape the pressure to spend, spend and then spend some more. The problem is that overspending often leads to debt accumulation, undersaving and long-term financial insecurity. 
Force yourself to avoid negative financial influences as much as possible. That means going cold turkey: Avoid malls, unsubscribe from all those retail emails and don’t sign up for new ones and say “no” to invitations that you know will cost you. 
Then, replace these temptations with things that motivate you.
Be goal-oriented

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Goals inspire us, motivate us and give us purpose. Many of us have common goals, such as paying off debt, buying a house and retiring by a certain age. Maybe you have another goal of starting your own business or buying a second home. Unfortunately, goals are easily overshadowed by the daily stresses of life and all too often forgotten and neglected. When goals are just fleeting thoughts in your mind, they lose their meaning and influence over your behavior. This leads to bad financial habits, and your dream of becoming rich stays just that — a dream. 
To make it a reality, stay focused on your goals by committing the time to think about them, prioritize them and assign a target saving amount to each of them if possible. Then you should display your goals in places where you can be reminded on a regular basis, which will keep you accountable and help you stay on track. 
Get educated
Successful investors take the time to study key financial concepts, learn the dos and don’ts and stay abreast of current trends. They take advantage of opportunities to strengthen and expand their understanding and expose themselves to financial information on a daily basis. Take a cue from them and subscribe to The Wall Street Journal NWS +0.65%  , watch CNBC CMCSA +0.01%  , pick up Fortune TIME +1.12%  instead of a gossip magazine and follow financial experts on Twitter TWTR -0.02%  . Become a devoted student of money, and you can master the science of getting rich.
Be careful not to overwhelm yourself, and only follow advice from credible sources, so you don’t fall victim to progress paralysis or unsuitable and potentially dangerous investments.
Diversify your portfolio
Successful investors also know not to put all of their money eggs in one basket—or two baskets, for that matter. They spread their wealth across a variety of investments, from stocks, mutual funds, ETFs and bonds, to real estate, collectibles and startups. A diversified portfolio means that you can potentially take advantage of multiple sources of growth and protect yourself from financial ruin if one of your investments bombs.
An easy way to achieve diversification is to invest in an asset-allocation fund, such as a target-date fund or “life strategy” fund that is based on your risk tolerance. And if you don’t have the means to buy property outright, you can explore investing in real estate mutual funds, ETFs or investment trusts (REITs), which can even offer steady income in some cases. Learn more about crowdfunding, which now gives the average investor the ability to support startup companies. Just be careful not to concentrate your money too heavily in any one investment.
Spend money to make money
Warren Buffett
It’s true that there’s a price to pay for wealth, but unless you’re Warren Buffett, it is not gambling — and losing — on stock picking. Impulse, naiveté, and emotions, particularly greed and fear, can seriously hinder your chances of being rich if you let them. The best way to protect yourself and get a step up on your financial goals is to first invest in a team of financial professionals. This means hiring a qualified and experienced financial adviser, accountant and in complex cases, an estate planner. Yes, working with pros will cost you, and you can still do some DIY investing, but their objectivity, expertise, personalized guidance and ongoing monitoring can be well worth it (and relieve you of the huge burden of figuring it all out on your own). 
Make sure that you interview several candidates so you can find pros you trust, feel comfortable with and whose approach is a good fit for your situation. And even if you work with an adviser, make sure that you’re still involved and aware of where your money is going — and why.
Jocelyn Black Hodes is DailyWorth’s resident financial adviser.
The story “10 Habits of High Net-Worth Women” originally appeared on DailyWorth.com.

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