It's free and it only takes a minute Sign. Illustrated edition: The profit magic of stock transaction timing / J. Profit magic of stock transaction timing. Price: FREE Rating: 9.6 of 10 (162 Votes) Uploaded by: Admin Updated: >>> DOWNLOAD. White Paper 2: Hurst’s Cyclic Analysis. Profit Magic Of Stock Transaction Timing Free DownloadThe Profit Magic of Stock Transaction Timing by JM Hurst.pdf: 11,02 MB. Hurst - The Profit Magic Of Stock Transaction Timing - download at 4shared. Hurst - The Profit Magic Of Stock Transaction Timing is hosted at free file. The Profit Magic of Stock Transaction Timing. The Profit Magic Of Stock Transaction Timing Free Download. Home; Vichy Cellu Destock Cvs; Trading Gold And Silver; Corporate Stock Transfer Inc. Jim Hurst method. The originator of this method is from the writings of Jim Hurst. James (Jim) M Hurst is a legend to knowledgeable individuals interested and involved in the study of cyclical price movement in the financial markets. By training and background an aerospace engineer, he was the first true pioneer in the computerized research into the nature of stock price action, devoting many years and over 2. His conclusions were first documented in his groundbreaking classic, The Profit Magic of Stock Transaction Timing. The work of Hurst inspired cycles analysts who came later, and represents the most important factor behind the work later done by such cycles luminaries as peter Eliades, Jim Tillman, Walter Bressert, and Brian Millard. First, let's review some basic cycle terminology. Click for popup. Clear your browser cache if image is not showing. Jim Hurst published his methods in the book called 'The Profit Magic of Stock Transaction Timing' (see our education page). Hurst determined that a price series may have dominated cycles that can be used to time stock transactions for profit. You can also learn more via our videos. How would Hurst Trade: In short he would: 1) Find the dominant cycle or cycles: One can use the basic eyeball method or as we prefer the readtheticker. RTT Cycle Finder Spectrum' tool to determine dominating cycles within a price series. Find the sub cycle by dividing the dominant cycle in half. Of course, you can use other lower period cycles that have a good Bartels value. Time your stock transaction with turns of (2) within the trend of (1). See more on the subject under the post titled PI: Price to continue or reverse? Note: We use the RTTHurst. DPO or the RTTHurst. ROC to time price action to the dominant cycle. To use the full set of Hurst tools you require a membership to RTTIndicators. Standard indicators have limited Hurst Cycle functionality. Please review the 8. SPY ETF (image below). The dominance did not really start until mid 2. You will need to search far and wide to find a better leading (not lagging) stock timing indicator than the Hurst cycle. However, like anything a cycle dominance can fade, dominance can shift, therefore one has to be diligent and monitor a price series closely. The chart below is an example why Hurst was successful. Price and their underlying cycles can be predictable and therefore stock transaction timing is very possible and can be very profitable. Click for popup. Clear your browser cache if image is not showing. The Hurst cycle we use is a sine wave filtered by price, the higher the correlation of price to the sine wave the less the sine wave is altered. Thus allowing one to view good and poor periods of price cycle behavior. Click for popup. Clear your browser cache if image is not showing. If you find multiple significant cycles, you can plot them together and then combine them to see the master cycle. Clear your browser cache if image is not showing. Or it might be best to study multiple cycles individually. Click for popup. Clear your browser cache if image is not showing. Cycles do exist in the market or any time series. Just check out these cycles lows found on the Dow Jones. Clear your browser cache if image is not showing. Once we determine the dominant cycle, a scientific method is required to measure the performance of price relationship to the cycle. Future price action is always an 'unknown', but we can say that future price action will take one of three forms: (i) Conform to the cycle.*(ii) Temporarily trend in an inverse manner to the cycle. Hurst expected price to conform to the cycle by the completion of the half cycle, but Hurst understood that price in trends can temporarily inverse to cycle, this is accepted as long as price reaffirms its relationship to the cycle by the next swing. Click for popup. Clear your browser cache if image is not showing. When price action fails to obey the cycle this is called an inversion. How to judge possible inversions is a technical art that the Hurst analyst must master. Methods available are: 1) Apply a displaced simple moving average to the price, displacement being half of the cycle period. If price fails to break the average then the price is likely to inverse to the cycle. Apply the RTT Hurst. DPO. If the DPO price breaks the cycle swing, then the price is likely to inverse to the cycle. Apply the RTT Trend. Power tool, to determine if the strength or weakness of the trend concurs with expected cycle outcome (note: if the cycle period is 8. RTT Trend. Power indicator). Apply methods from the Wyckoff and Gann tool chest. Gann Angles, Wyckoff market phases and volume patterns will increase your odds of correctly determining a price inversion to the cycle. Example: Gann Angles help with the determination of price inversion to the dominant cycle. Click for popup. Clear your browser cache if image is not showing. Readtheticker. com Cycle Finder Spectrum. We have incorporated the latest advanced mathematics to find within a price series sample: 1) Cycles with significant amplitudes. Rank cycles with their 'Bartels Significance Value'. Determine win loss percentage of cycle profitability to price. The 'RTT Cycle Finder Spectrum' is a pop out tool within the members area. It is designed to scan for cycles while you are building an analysis or cycle chart. There is no charting functionality within this tool. The Bartels Significance Value. Developed by Julius Bartels, a geophysicist who worked at the Carnegie Foundation in Washington in the 1. The advanced maths measures the stability of the amplitude and phase of each cycle. The method provides a direct measure of the likelihood that a given cycle is genuine and not random. The closer the cycle Bartels value is to zero, the less likelihood the cycle has been influenced by random events, and therefore significant to the data series. To conclude: The lower the 'Bartels value' the more significant the cycle to the price series sample used. We color code the report table for easier use, as follows. Red < 2. 5. Blue < 7. Green < 1. 2. 0. Any reading over 7. For readings over 1. Cycle readings below 2. The 'Bartels value' does change over time for each cycle period, therefore regular monitoring of the price series to cycle dominance is required. Examining the profit win loss percentage of cycles is another tool to use to determine the dominant cycle. This is very useful when you have a cluster of low Barbels cycle scores. Recently we found a dominant cycle within the SP5. Bartels score of 2. SP5. 00 points of 8. Knowing this cycle I made very sure we did not invest against it. Whereas the general market participants had no idea of this dominant cycle and most likely suffered a loss. Further, it is great to have an indicator that is 8. RTTTrend. Status and RTTHurst. DPO tool to make the percentage chance of success even higher. Another point to note is that a Bartels scan is cumulative over the data sample selected, that is it examines all data over the cycle period selected. This is not like stock scans for RSI levels or MACD levels which are at a point in time. Example output from the readtheticker. RTT Cycle Finder Spectrum'. Specification are: Symbol: SPYRun to last date (optional): 0. Manual cycle period selected (optional): 7. Max cycle periods to scan up to: 1. Daily data sample size used: 7. Max daily data sample available: 4. Click for popup. Clear your browser cache if image is not showing. See why Bartels Significance Values do matter. Click for popup. Clear your browser cache if image is not showing. This is the methodology used to determine win loss percentage of cycles related to price time series. Click for popup. Clear your browser cache if image is not showing. We also take a portfolio approach with Hurst logic. For example, we scanned the NASD1. This turned out to be cycle period 7. Then we wanted to find stocks within the NASD1. The results follow. Click for popup. Clear your browser cache if image is not showing. The above Hurst cycles are adaptive cycles to price action. Readtheticker. com can also draw standard swine wave cycles (these cycles do not change with price action) for those folks who follow Wall (2. Kitchin (6. 0 or 1. Example Click for popup. Clear your browser cache if image is not showing. Here is an example of standard (fixed) sine waves and adaptive sine waves confirming price action. Click for popup. Clear your browser cache if image is not showing. If you are a fan of the Wall and Kitchin cycles, then the follow chart is an example of them: Click for popup. Clear your browser cache if image is not showing. NOTE: readtheticker. Paint. net Investing Quote... Being a little late in a trade is insurance that your opinion is correct. In other words, don't be an impatient trader. The idea is to buy when the probability is greatest that the market is going to advance. Martin Zweig (The inspiration behind a number of Martin Zweig. They have a solid basis in reality, but reality as distorted by a misconception. Most investors cannot resist the temptation to constantly buy and sell. Warren Buffet. Created on: 8/2. AM Last Update: 8/4/2. AM Posted by: RTT.
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