CMT Level 3

Chapter 17: Adaptive Techniques

• Adaptive Trend Calculations
• Adaptive Variations
• Other Adaptive Momentum Calculations
• Adaptive Intraday Breakout System
• An Adaptive Process
• Considering Adaptive Methods

Chapter 16: Day Trading

• Impact of Transaction Costs
• Key Elements of Day Trading
• Trading Using Price Patterns
• Intraday Breakout Systems
• Intraday Volume Patterns
• Intraday Price Shocks

Chapter 15: Pattern Recognition

• Projecting Daily Highs and Lows
• Time of Day
• Opening Gaps
• Weekday, Weekend, and Reversal Patterns
• Computer-based Pattern Recognition
• Artificial Intelligence Methods

Chapter 14: Behavioral Techniques

• Measuring the News
• Event Trading
• Commitment of Traders Report
• Opinion and Contrary Opinion
• Fibonacci and Human Behavior
• Elliott’s Wave Principle
• Price Target Constructions Using the Fibonacci Ratio
• Fischer’s Golden Section Compass System
• W.D. Gann– Time and Space
• Financial Astrology

Chapter 13: Spreads and Arbitrage

• Dynamics of Futures Intramarket
• Spreads
• Carrying Charges
• Spreads in Stocks
• Spread and Arbitrage
• Relationships
• Risk Reduction in Spreads
• Arbitrage
• The Carry Trade
• Changing Spread Relationships
• Intermarket Spreads

Kaufman, Perry J: Trading Systems and Methods, 5th Edition, John Wiley & Sons, Inc., c. 2005, 2013, ISBN:978-1-118-04356-1

Chapters: 13-23

Click chapters below for details.

Chapter 13: Spreads and Arbitrage
Chapter 14: Behavioral Techniques
Chapter 15: Pattern Recognition
Chapter 16: Day Trading
Chapter 17: Adaptive Techniques
Chapter 18: Price Distribution Systems
Chapter 19: Multiple Time Frames
Chapter 20: Advanced Techniques
Chapter 21: System Testing
Chapter 22: Practical Considerations
Chapter 23: Risk Control

Part 7: Trading Systems
Chapter 39: Triple Screen Trading System

• Intro
• Trend-Following Indicators and Oscillators
• Choosing Timeframes–the Factor of Five
• First Screen– Market Tide
  • Using Weekly MACD-Histogram as the First Screen of Triple Screen
• Second Screen– Market Wave
  • Screen Two
  • Daily Force Index– the Second Screen of Triple Screen
• Third Screen– Entry Technique
  • An Average Downside Penetration– the Third Screen of Triple Screen
• Triple Screen Summary
• Triple Screen in Day-Trading
• Stops and Profit Targets

Elder, Alexander: The New Trading for a Living, John Wiley & Sons, Inc., c. 2014, ISBN: 978-1-118-44392-7

Chapter: 39

Click chapters below for details.

Part 7: Trading Systems
Chapter 39: Triple Trading System

Chapter 6: More Reversal Patterns

• The Harami Pattern
  • Harami Cross
• Tweezers Tops and Bottoms
• Belt-Hold Lines
• Upside-Gap Two Crows
• Three Black Crows
• Three Advancing White Soldiers
• Three Mountains and Three Rivers
• Counterattack Lines
• Dumpling Tops and Frypan Bottoms
• Tower Tops and Bottoms