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V.10:14 (649-651): Viking 5.12 by Technical Analysis, Inc.
V.10:2 (47-51): SIDEBAR: CALCULATING BOLLINGER BANDS
V.10:2 (47-51): Using Bollinger Bands by John Bollinger
V.10:2 (52-54): Profiting From Convergence by Ira G. Kawaller
V.10:2 (52-54): SIDEBAR: CONTRACT SPECS
V.10:2 (55-60): "Technician's Technician" Martin Pring by Thom Hartle
V.10:2 (55-60): SIDEBAR: CALCULATING A RATE OF CHANGE OSCILLATOR
V.10:2 (61-66): A Wyckoff Approach To Future by Craig F. Schroeder
V.10:2 (67-74): SIDEBAR: PROFITABILITY OF BREAKOUT AND OSCILLATOR METHODS WITH S&P 500
V.10:2 (67-74): The Commodity Channel Index by Barbara Star, Ph.D.
V.10:2 (75-76): The Lindsay A-D Indicator by Jerry Favors
V.10:2 (77-78): Closing Tick by Arthur A. Merrill, C.M.T.
V.10:2 (79-80): A Low-Risk, High-Potential Return Option Strategy by Jean-Olivier Fraisse, C.F.A.
V.10:2 (81-83): Intermarket Analysis And The Deutschemark by Richard Forest
V.10:2 (84-87): Developing An Edge by John Sweeney
V.10:2 (84-87): SIDEBAR: ADD-ONS VS. PYRAMIDING
V.10:3 (102-107): Market Prediction Through Fractal Geometry by Victor E. Krynicki, Ph.D.
V.10:3 (108-114): Adapting Moving Averages To Market Volatility by Tushar S. Chande, Ph.D.
V.10:3 (115-118): Modeling The Stock Market by Paul T. Holliday
V.10:3 (115-118): SIDEBAR: MATH MODEL FORMULAS
V.10:3 (119-120): The Presidential Election Cycle by Arthur A. Merrill, C.M.T.
V.10:3 (121-124): Candlesticks And The Method Of 3 by Gary S. Wagner and Bradley L. Matheny
V.10:3 (125-126): The Trin-5 by Jerry Favors
V.10:3 (127-128): The 4% Model: Using The Value Line Composite by Bob Kargenian, C.M.T.
V.10:3 (129-131): Trading Currency Mutual Funds by Joe Duarte
V.10:3 (132-133): Shifting To Another Dimension by John Sweeney
V.10:3 (89-93): Selecting Stocks For A Portfolio by Donald Stewart and Kenneth Stewart
V.10:3 (89-93): SIDEBAR: DETERMINING GROWTH RATE
V.10:3 (94-101): Gail Dudack Of S.G. Warburg by Thom Hartle
V.10:4 (135-141): Money Management Using Simulation And Chaos by Bob Pelletier
V.10:4 (142-147): Tony Tabell: Technical Torch by Thom Hartle
V.10:4 (148-150): Closing Arms by Arthur A. Merrill, C.M.T.
V.10:4 (151-154): Blending Time Frames by Linda Satterfield
V.10:4 (155-159): 1991 Cycles by John F. Ehlers
V.10:4 (160-168): Developing Neural Network Forecasters For Trading by Jeffrey Owen Katz, Ph.D.
V.10:4 (160-168): SIDEBAR: EXPLAINING r
V.10:4 (169-172): Trading Planetary Eclipses by Hans Hannula, Ph.D., C.T.A.
V.10:4 (173-177): Measuring An Indicator's Forecasting Ability by George R. Arrington
V.10:4 (178-183): On Composite Sentiment by James P. Martin
V.10:4 (178-183): SIDEBAR: USING OPTION RATIOS
V.10:4 (184-186): Reversing Your Losses by John Sweeney
V.10:5 (189-194): Ranking The Currency Markets by Tim Hayes
V.10:5 (195-200): The Technical Song of Bernadette Murphy by Thom Hartle
V.10:5 (201-207): Optimum Detrending by John F. Ehlers
V.10:5 (201-207): SIDEBAR: OPTIMUM DETRENDING SPREADSHEET EXAMPLE
V.10:5 (208-211): SIDEBAR: UNDERSTANDING STANDARD MATHEMATICAL SYMBOLS
V.10:5 (208-211): The Link Between Bonds And Commodities by John J. Murphy
V.10:5 (212-213): The Elapsed Time Calculator by Arthur A. Merrill, C.M.T.
V.10:5 (214-219): SIDEBAR: Calculating TrSI
V.10:5 (214-219): Trading With The True Strength Index by William Blau
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