This listing contains all Contributors in our Contributions Library arranged in alphabetic order. The number following the name represents the number of entries held (the contributor profile plus contribution abstracts).  Clicking the name will take you to the Contributor Profile followed by the Contribution Abstracts (most recent first).  The contributions may be presentations, videos, documents or articles. Most material is reserved for ATAA members, recent conference material is reserved for conference delegates, there is some material available to Registered Visitors.  The availablility of material is noted on each contribution abstract. We thank our Contributors for providing this excellent material.

Contributors (current or potential): To submit material or advise amendments to profiles, go to: Improve our Library.

The ATAA holds monthly meetings in cities across Australia and welcomes presentations from speakers, either ATAA members or non-members, who are knowledgeable in the various aspects related to the financial markets. The primary focus of the ATAA is technical analysis; however, we are also keen to hear presentations on other topics related to trading and investing, such as strategies, money management and market psychology.

Speakers are requested to provide a copy of their presentation for subsequent inclusion on the ATAA website.  The presentation may be made available to both ATAA members and website visitors.  The speaker profile and the abstract of the presentation will always be made public.

You may browse or download the ATAA Speaker Guidelines from this link:

 ATAA Speaker Guidelines V3 02

The ATAA welcomes submissions of articles for our members' website. Our members trade and invest in all financial markets, including shares, futures, options and FOREX. Articles which introduce new technical analysis-based trading and investing concepts will be most highly regarded. However, we also publish articles on other subjects related to trading and investing, such as strategies, risk management and market psychology.

Download PDF:

ATAA Author Guidelines V3 02

The Contribution Library has been created using videos and presentations

  • from previous ATAA and IFTA Conferences
  • from Chapter meetings since 2008.

Many of our earlier library postings are missing some data; if you are a past contributor, we would be delighted if you would assist.

We would also welcome additional contributions!

If you wish to update any aspect of the library or contribute further material, you can seek confirmation or additional information from:        If your change is simple, just send the information and we will process it into the library.

Some guidelines:

  • Contributor Photo: Please send us a digital photo (jpg or png preferred) of any size that contains a good head-and-shoulders likeness. We will crop and edit it to our standard size of 150x200 pixels.

Contributor Profile:

  • In the left dot point block, we tell our members and guests first about your ATAA Member status and then about you and your location.
  • In the right block, we will publish (with your permission) your email address (protected from spam bots), website address and telephone number. We will add or remove this information any time you advise us.
  • The contributor profile text is best around 200 words.

Contribution Abstract:

  • The abstract header includes a Date, Subject area (see the available ?subject tags? below), Source (Conference, Chapter presentation etc.) and also who may download the contribution. Typically, contributions are available to members; however, at the contributor's option, we will make contributions available to registered visitors as well as members. The two most recent conferences are typically reserved for conference delegates.
  • The contribution abstract text is best around 150 words.

Subject Tags

We attach ?tags? to contributions abstracts so that we can generate a list of subjects and put contributions into these subject areas.  Our current list of subject tags is:

TA_Method
Chart_Patterns&Analysis
Cycles
Elliott_Wave
Fibonacci
Fundamental&Technical
Gann
Ichimoku
Indicators
Intermarket_Analysis
Machine_Learning
Markets&Behaviours
Point&Figure
Quant_Analysis&Trading
Wyckoff
What
CFDs
Derivatives
Equities
ETFs
Forex
Options
Penny_Stocks
Warrants
Specialties
Adaptive_Systems
Asset_Allocation
Back_Testing
Data_Brokers_Execution
Leverage
Mean_Reversion
Monte_Carlo
Neural_Networks
Relative_Strength
Risk&Money_Mgmt
Seasonality
Software_Coding&Testing
Stop_Loss
Trading_Plan
Trading_Strategies
Trend_Following
Volatility
Volume_Spread_Analysis
Background
After_Dinner
Economics
Education&Training
Fundamentals
Interviews
Market_Outlook
Panel_Discussion
Psychology

This 'Accession Listing' includes all presentations, videos, documents and articles provided by Contributors.  The listing is 'date of presentation' order where possible, for documents and articles the accession date will be the date the document was added to our library. We thank our Contributors for providing this excellent material.

Contributors (current or potential): To submit material or advise amendments to profiles, click here for assistance.


 

Date Contribution Contributor Source
25-May-13  Person?s Pivots: Learn the Revolutionary Way to Trade with This Amazing New Indicator Bandy, Howard  C2009 
25-May-13 The importance of counter trends in timing your entries Person, John C2010
25-May-13 Techniques and methods for spread trading equity index futures & Exchange Traded funds Barrons-Roosevelt, Ruth C2008
10-Oct-09 Critical Ratios: The Link Between Asset Market Oscillations and Fundamental Trends  Gramza, Dan Presentation
10-Oct-09 How to Test, Build and Implement Trading Strategies  Smith, John Document
10-Oct-09 Techniques and methods for spread trading equity index futures & Exchange Traded funds  Netto, John  C2009
09-Oct-09 Trading the Penny Dreadful ? The 5 Day Trade  Watkins, Frank  C2009
25-May-08 Person?s Pivots: Learn the Revolutionary Way to Trade with This Amazing New Indicator Bandy, Howard  Conference 2009 
25-May-08 Overlaying Fibonacci ratios on Standard Deviation Measurements to enhance  Cost-averaging Techniques Person, John Conference 2010
24-May-08 Overlaying Fibonacci ratios on Standard Deviation Measurements to enhance  Cost-averaging Techniques  Barrons-Roosevelt, Ruth Conf 2008
 24-May-08 Critical Ratios: The Link Between Asset Market Oscillations and Fundamental Trends  Gramza, Dan Presentation
 24-May-08 How to Test, Build and Implement Trading Strategies  Gramza, Dan Document

 

Description of fields:

  • Date: Extracted from "Posted" date in Contribution
  • Contribution: Extracted from Contribution title
  • Contributor: Contributor Name attached to the Contributionn
  • Source: The source contained in Contribution.  Currently this is and unbounded text fiel, can it be limited to 12 characters, or at least this field be truncated to 12 characters.

Link to Contribution

  • Some part of each entry, preferably the contribution name is a hyper link to the contibution entry.

 

 

SMSF Investment Strategies are so hot right now and for all the wrong reasons.  When the Commissioner of Taxation targeted SMSF LRBA investment strategies in September 2019 Grant Abbott told the Class conference that this was only the start and expect it to blow out and get bigger.  With the 17 February investment strategy ATO release we now find ALL SMSF investment strategies in the crosshairs – a nightmare in the making for audits of the 2019 income year. There is now the threat of an administration penalty of $4,200 per trustee. And what happens to those SMSFs that have already been lodged which don’t measure up to the new requirements? Well they will need to be rectified or the old fingers crossed and hope the Commissioner does not random sample an auditor’s funds?  Anyway, which way, the landscape has changed and we all need to move with the tide and comply. There can be no laggards.

In this presentation we will take a deep dive into the Commissioner’s latest release, what it means and what you need to do to comply.

Melbourne SMSF Seminar

Family SMSFs are the new breed for the educated investor committed to long term, low taxed wealth.  Hear from Grant Abbott, on the greatest and latest SMSF strategies and why anyone investing without a SMSF or more importantly a Family SMSF is failing to create a dynasty or leave their legacy.

Trend trading is an important skillset required by most traders to successfully trade the markets, but many traders sometimes find it difficult to not only identify when the market is trending, but also when a good opportunity presents itself to join the trend.

This session will focus on building a robust trade plan using different components of technical analysis to assess the quality of trade entries and the prospects of its success in trending markets.

Document abstract not available. (We need to prepare one from the actual document.)

 Presentation abstract not available. (We need to prepare one from the actual document.)

We all know that technical analysis is NOT about certainty, but about probability. We understand that technical analysis tools sometimes fail. We already accept this failure as part of technical analysis theory. We survive because we recognize probability and we follow good risk management. People try to increase the probability of success by improving and combining technical tools, but they never get to 100% accuracy. Sadly, even if traders enter a trade correctly, they tend to sell for a profit too soon. When a loss occurs there is a tendency not to sell, to allow the loss to grow, to hope. Losses can be significant, or even catastrophic to the trader. Lack of risk management, lack of trade disciple or lack of psychological understanding may be the cause. Sometimes, the blame is levied at technical analysis itself. To solve this problem, the ?Power of Alternation? is proposed. It is used by many traders already but it is not yet formalized or included in the curriculum of Technical Analysis education. This concept, that I call ?The Power of Alternations? uses the failure phenomenon and turns it into our advantage, then increases the probability of success trading. I hope this concept, ?The Power of Alternation?, will teach both practitioners and students of technical analysis a concept and skill that will improve significantly the probability of success and decrease any disappointment in the discipline of technical analysis.

Cesar will walk through the quantitative process he uses while creating a strategy from beginning to end. He will explore various methods of determining when a stock is sold off, still in an up-trend, and statistics to determine if a strategy is worthwhile. He will also explore ways to deal with Bear markets and how to take advantage of them. Along the way he will point out common testing pitfalls. He will also be asking for audience ideas that he can test and share at his next presentation.

Cesar will walk through the quantitative process he uses when he finds interesting research on the internet that he wants to develop for his own trading. He will go through the process of first verifying that the original idea has merit and promise of meeting his goals. Then, he will show how to add and build on the concept. He will point out potential pitfalls of the strategy and how to deal with them. Focus will be spent on 2008 to see how the strategy dealt with the Bear market. Along the way he will be asking for audience ideas that he will test on the spot and share those results.

Presentation, Trading Strategy - Weekly Candle Close.

 Presentation abstract not available. (We need to prepare one from the actual document.)

Paul will demonstrate a simple chart pattern that along with Candle analysis can be demonstrated to be a powerful investment tool that doesn’t require hours of chart study.

Paul has been a member of the ATAA for about 20 years and has been Victoria?s ATAA President for more than 12 years. For his services he is now a Life Member. After studying Gann he became a Futures Broker before becoming a private trader. Paul will show how looking at significant ranges in the history of a stock can be a broad brush indication of possible targets going forward. Paul will presenting valuable analysis and research done by Keith Mundy.

Presentation by Peter Aubourg and Darryl Nagel

This month we look at the Stochastic Oscillator, then we will scratch the Ichimoku and have a quick detour to the Williams % R along the way. All these indicators have one thing in common; they are fenced in by the highs and lows. They can never escape! They are range based indicators.   A stochastic process is one which combines predictable actions and a random element.  That sounds just like trading!  

The construction of the Ichimoku is examined by Peter and then an overview of the trading process is presented by Darryl.

This indicator is one of the “chunk and lump” style of indicators.  ( A specialty of its inventor Welles Wilder).   The UP moves and the DOWN moves are chunked out of the data and then lumped together to create the relative strength.  A versatile indicator.  It can be used in the short term to measure the strength and decisiveness of a move, to gauge “over bought” or  “over sold”.   In the longer term it can be used to measure the strength of a trend.   It is an indicator useful for both mean revert trading and trend trading.

This month we will do a quick overview of all the indicators to be investigated and see how they fit into groupings with similar styles.

Yes O,H,L,C is an indicator!  It summarizes a vast amount of data as a means to extract some sort of readable information out of the market noise. This month we will look at this most basic of indicators in detail.

Indicators are used throughout technical trading as components of trading systems.   Each meeting, a selected indicator will be dismantled, serviced, adjusted and rebuilt.  We will look at what it is trying to do, how it works and how can we use it in our trading.

This month we will do a quick overview of  the MACD indicator.

Indicators are used thought technical trading as components of trading systems.  Each meeting a selected indicator will be dismantled, services, adjusted and rebuilt.  We will look at what it is trying to do, how it works and how can we our it in our trading.

This month we look at moving averages. They are one of the most useful indicators in technical analysis.  They are the basis of a string of indicators and to it is useful to know how they work.

Indicators are used throughout technical trading as components of trading systems. Selected indicators will be dismantled, serviced, adjusted and rebuilt in this series of talks. This month we look at moving averages. This is one of the most useful indicators in technical analysis. How do they work? We will try to answer the age old question; What is the difference between cross-moving averages and happy-moving averages.

In this presentation, we will look at assembling a trading system that uses all the components we have talked about this year and look at these questions: - How would our system have worked, if we had been able to trade it in the past? - What are some of the highlights and pitfalls of creating and testing a trading algorithm? - What are we looking for in a trading system and how do we know if it is good enough to trade? (Note: No video was made at this meeting.)

Peter would like the word ?twaddle? to be brought back into popular usage.  We have been genetically selected to be biased towards giving meaning to false information,  ( Accepting twaddle ). This can be very useful for survival and reproduction, but this can badly effect our trading.               

As a way of understanding the problem of giving false meaning, synthetic charts have been created.   These charts show many interesting familiar patterns,  patterns created by chance events without any real meaning.  

Why are we so vulnerable to these errors, and how can we tread the path between being too gullible and being too sceptical.

This month Average True Range is examined.  ATR is a measure of market noise which is used throughout many trading systems.  We will look at the nature of the noise and whether ATR does the job of measuring this noise.  We will look at composite indicators where ATR is used as a universal unit of measurement, allowing comparisons between charts of shares, futures and forex.

See also later version of this talk on 15-Jun-20

This month we look at Relative Strength Index.  It is a way of measuring overbought or oversold;  How strong is the price spike up or down.  It compares the decisiveness of a move with its inbuilt hesitation.  It is the core of some mean reversion systems which give a very good hit rate; trading off the back of price spikes. 

See also later version of this talk on 18-May-20

This month we look at MACD;  Moving Average Convergence / Divergence. 

This indicator is based on the difference between two moving averages.  From this simple innocent data stream, many stories are squeezed, teased,  cajoled and coerced.  Come into the torture chamber and we will make it talk.

This month we look at The Stochastic Oscillator.  A stochastic process is one which combines predictable actions and a random element.  That sounds just like trading!  We will also look at the ?Premier? stochastic ( The oscillators  Hot Rod cousin ) which is thought to have mag wheels and chrome rocker covers.

Awaiting text, coming soon.

Peter is something of a poet.  With apologies to Banjo Paterson, Peter rewrote the Mulga Bill story/poem and put it in the context of a trader new to the Financial Markets.  This poem was delivered at the Gala Dinner, ATAA 2018 Conference in May. A bit of light humour!

A brief overview of the trend trading process; How we can expect trend trading to work and the sort of statistics we can expect.

To trend trade; we need to start by finding  shares that have an existing UP trend and cull out shares that have been either going sideways or going down.  We will look at how we define the long term up trends and how to scan the market for these shares.

In this presentation, we will look at ramping up position size as a trade progresses in the right direction. How much do you increase the position and how many times? We will also have a brief look at the hair raising prospect of ?averaging down?. We want to hear from members on what methods they use. Please have your stories ready to share and contribute to the discussion

In this presentation, we will look at how we get out of our trades. This will depend on the style of system or method that we are using. Trailing stop, profit target, volatility target, indicator signal or rotation to a better share; there are many ways. During the presentation we want to hear from members on what methods they use. Please have your stories ready and contribute to the discussion.

In this presentation, we will look at the critical issue of managing risk. How do we decide how far the trade will go against us before we get out? How much of our trading capital are we going to risk on one trade? Do we use stop loss orders or use some other means of managing risk? During the presentation we want to hear from members on what methods they use. Please have your stories ready and contribute to the discussion.

Indicators are used throughout technical trading as components of trading systems. Selected indicators will be dismantled, serviced, adjusted and rebuilt in this series of talks. Yes O,H,L,C is an indicator! It summarizes a vast amount of data as a means to extract some sort of readable information out of the market noise.

Indicators are used throughout technical trading as components of trading systems. Selected indicators will be dismantled, serviced, adjusted and rebuilt in this series of talks. The ADX ( Average Directional Movement Index ) is an index used to measure the strength of a trend. Developed by Welles Wilder back in 1978 before PCs, it can be used to compare trends in different charts, or to help assess the state of a trend in a particular chart. (Note: No video taken at presentation.)

Indicators are used throughout technical trading as components of trading systems. Selected indicators will be dismantled, serviced, adjusted and rebuilt in this series of talks. This month we look at trailing stops. These can form our entry and exit signals within a system. They are an integral part of risk management. You can defensively hold your shoulder against the lowest low stop, rocket up with a parabolic stop, dangle from a chandelier stop, or tease with a volatility target. Whichever you chose, it can be an interesting ride. (Note: No video taken at presentation.)

 Presentation abstract not currently available.

In this presentation, we will slice and dice trading systems in a general way, so that each component can be examined in detail. This evening we will briefly go over 10 components which apply to most trading systems. In the following months Peter will look at each component in detail and then invite contribution and participation from members, so that we can benefit from each others experience. The 10 components are:-

  1. Trading Universe ? What will you trade and why?
  2. Filter ? How do you select what to trade from your universe?
  3. Setup ? What indicators or events are you looking for?
  4. Entry Trigger ? When you have a set-up, how do you enter a trade?
  5. Position Size / Fixed Stop ? How do you manage risk?
  6. Exits ? How do you decide when to take profit or cut losses?
  7. Pyramid / re-entry ? How do you decide whether to add to a position?
  8. Backtesting ? How do you know if your system would have worked in the past?
  9. Records / Analysis ? How do you decide if your system is broken
  10. Multiple Systems ? Will multiple systems smooth your equity curve?

In this presentation, we will look at the selection of our Trading Universe as the first part of our Trading System ? What will you trade and why? How this decision impacts what we want our system to do. We will also start to look at the ?objective function?. We want to hear from members on what they trade. How did you come to trade what you trade? The following components of the Anatomy of a Trading System will be discussed at each monthly meeting

  1. Trading Universe ? What will you trade and why?
  2. Filter ? How do you select what to trade from your universe?
  3. Setup ? What indicators or events are you looking for?
  4. Entry Trigger ? When you have a set up, how do you enter a trade?
  5. Position Size / Fixed Stop ? How do you manage risk?
  6. Exits ? How do you decide when to take profit or cut losses?
  7. Pyramid / re-entry ? How do you decide whether to add to a position?
  8. Backtesting ? How do you know if your system would have worked in the past?
  9. Records / Analysis ? How do you decide if your system is broken?
  10. Multiple Systems ? Will multiple systems smooth your equity curve?

Peter Aubourg will commence the 2nd part of tonight?s presentation by interviewing Peter Castle on his Share Trading Systems. Before continuing on with the next part of the Anatomy of a Trading System Series: The Trading Universe.

In this presentation, we will look at how we filter out the best group from our trading universe to trade. How do you make the first cull and why, and how this decision impacts what we want our system to do. During the presentation we want to hear from members on how they cull the things they trade. Please have your stories ready and contribute to the discussion.

In this presentation, we will look at what set ups we select for our trades, how we have decided what sub group we are trading. Why have we chosen this set up, and how this decision impacts what we want our system to do? During the presentation we want to hear from members on what set ups they use. Please have your stories ready, and contribute to the discussion.

In this presentation, we will look at how we actually enter a trade, once we have a set up. Is this a clean simple process, like ?enter at open on Monday morning? or some other way? For some, it can be a tricky piece of psychology actually taking the plunge. Do you have last minute ideas that veto the trade? During the presentation we want to hear from members on what methods they use. Please have your stories ready and contribute to the discussion.

This is one method of trading these trending shares.  A look at the statistics of trend trading generally and then how rotational systems work to give these statistics.  A look at a system in detail and how it looks and feels to trade it month by month. Then a look at how to turn the system on and off.  Also see Amibroker templet programs on the Forum section of this site under Technical Analysis Systems.

Presentation abstract not available. (We need to prepare one from the actual document.)

The motivation for this presentation begins with THE question that every trader regularly asks: ?How do I know whether my trading system will be profitable when I finish development and begin trading?? Howard?s presentation addresses this question. Part One discusses the design, testing, and validation of trading systems. Using a systems engineering approach, this part is intended to explain the development process, persuade you of its importance, and inspire you to use it yourself. Key points include selection of the fitness metric, use of in-sample and out-of-sample data, walk-forward testing, and statistical validation.

Part Two continues with a demonstration of using the process outlined in Part One to develop a system for trading the broad market US indexes.  The system is profitable in both rising and falling markets, and can be traded from Australia.  Key points include selection of the index to model, selection of the issues to trade, selection of fitness metrics, selection of holding periods, selection of entry techniques, selection of exit techniques, determination of in-sample period length, determination of out-of-sample period length, back-testing, optimization, walk-forward validation, estimate of trading profitability, and trading system life cycle management.

Dr. Bandy is the author of four recently published and best-selling books on technical analysis, including "Quantitative Trading Systems", "Mean Reversion Trading Systems", and "Modeling Trading System Performance." You can learn more about his activities, read free chapters of his books, and follow his blog, at www.BlueOwlPress.com. Dr. Bandy is presenting a second webinar on August 8th and is presenting at the IFTA 2013

Presentation abstract not currently available.

The goal of the developer of a trading system and of the trader who uses it is to have confidence that the signals issued by the system precede trades that provide rewards adequate to compensate for the risk.  The key word is confidence.  The primary limitation is risk.  My presentation is in two parts -- one part for each of the two functions -- trading system development and trading management -- both focusing on that goal.  
This trading system development presentation will discuss measuring success, issue selection, the two components of a trading system (the model and the data), identification of patterns that precede profitable trades, in-sample data analysis, out-of-sample system testing, and methods for validation.

The goal of the developer of a trading system and of the trader who uses it is to have confidence that the signals issued by the system precede trades that provide rewards adequate to compensate for the risk.  The key word is confidence.  The primary limitation is risk.  My presentation is in two parts -- one part for each of the two functions -- trading system development and trading management -- both focusing on that goal.
The trading management presentation will discuss a new and unique Bayesian approach that continually monitors system performance, determines risk of drawdown, assesses the personal risk tolerance of the trader, computes the maximum safe position size, and estimates profit potential.  It includes techniques for determining the health of a system, readjusting the system as necessary, and deciding if and when to take it offline before serious loss of trading capital.

Howard is interviewed by Dallas Brooks compare of the TV Show "Dollars with Sense". Howard puts his opinions about share trading to a general audience.

A presentation about trading systems development delivered to the Seattle Market Technician's Association

Defining and managing risk in trading system development and trading management. (IFTA Webinar Series)

A detailed guide to the development of indicator based trading systems. (IFTA Webinar Series)

A detailed guide to the development of trading systems using machine learning. (IFTA Webinar Series)

Defining and managing the use of Monte-Carlo Techniques in the development and analysis of a Trading System. (IFTA Webinar Series)

Gold has had its worst fall in 3 decades. What are the triggers and will it continue to fall or recoup its losses? Have commodities bottomed or is there worse to come?

Johnathan reviews the state of the Gold and Commodities Market.

In this presentation Jonathan will introduce the weather as a viable investment alternative. He will walk through an example of how he analyses the data will discuss a few trading strategies he has found to be successful.

Before you can break through any barriers, you need to know what is holding you back. Ruth will discuss the conscious and unconscious beliefs and behaviors that sabotage traders and investors. She will lead you in discovering your own destructive impulses and show you ways to eliminate them.

In this presentation Ruth will explore the beliefs and attitudes held by masterful traders. However, just knowing is not enough, you have to know how to do this yourself. Ruth will lead you in techniques for installing winning beliefs and attitudes, and will give you an arsenal of mental exercises to develop discipline and courage.

This presentation focuses on improving the fundamental based ?Low-Risk-Approach? by using technical Trend-Following-Strategies. Stock with e.g. a low Beta are known to outperform in the long run the more volatile, high Beta Stocks, so, Low-Risk-Strategies are known to have higher risk adjusted returns. But applying a relevant timing strategy (i.e., a moving average or high momentum) will even more enhance the risk-adjusted return.
This presentation focuses on ETF-Sector-Rotation-Systems and will give examples of Dynamic-Asset-Allocation-Strategies by applying Trend Following Strategies in the process of portfolio optimization. A portfolio, constructed from trend filtered Sector ETFs, by also taking into account the overall trend of the benchmark, shows significant better risk measures, such as lesser drawdowns, higher return and lower volatility compared to the Benchmark.

In his presentation Dr. Gregor Bauer will in short explain the Basics of Options-Trading. He will especially focus on how the implied volatility influences option-pricing. He will give examples of how to avoid common pitfalls when trading bottom and top reversals by applying Long Call- and Long Put- Strategies.

Ever wondered why you bought that particular share, or why you didn?t follow your own trading plan? Are we completely irrational creatures, destined to the whims of our hormones, our environment and our neural pathways? Or can we train our brains to allow us to become ultra-versatile traders, capable of achieving incredible results in the current market conditions? In this revealing presentation, you will learn about the ?neuroplasticity? required to become an exceptional trader and why, after you begin to trade, you could quite literally never be the same person again!

 Presentation abstract not available. (We need to prepare one from the actual document.)

Document abstract not available. (We need to prepare one from the actual document.)

Document abstract not available. (We need to prepare one from the actual document.)

The Melbourne Quantitative Traders are a "Special Interest Group" (SIG) formed from the Melbourne Chapter of the ATAA. The objective of the group is to explore "Quantitative Methods" in Technical Analysis. These methods include advanced mathematics, statistics, computer programming and Machine Learning.

Note: Audio is degraded. Mark has been trading full time for 7 years, having traded for 3 years part time prior to trading full time.

How to avoid 70% of failed breakouts

  • What is a failed breakout
  • What usually causes a failed breakout
  • What to look for prior to the breakout
  • How to identify accumulation or distribution
  • What are the best types of breakouts?

Jim will detail the volatility indicators he uses for entries, trailing stops and profit taking opportunities.

In this presentation, Jim will show how by following a few simple steps, you can save time and improve the chance of success in the market. He will look at creating a watch list of companies to monitor; combining technical and fundamental analysis to know which companies to buy and when; recognising when a correction is complete; and finally, selling using the Berg Volatility indicators.

In this presentation, Jim will show how by following a few simple steps, you can save time and improve the chance of success in the market. He will look at creating a watch list of companies to monitor; combining technical and fundamental analysis to know which companies to buy and when; recognising when a correction is complete;  and finally, selling using the Berg Volatility indicators.

Presentation abstract not currently available.

 Presentation abstract not available. (We need to prepare one from the actual document.)

In this presentation, Jake will look at what a pattern is and why it is a pattern before going on to examine what causes patterns. He will show the uncanny history of price patterns through extensive examples and commentary. He will share his four most accurate patterns: seasonality, 100% objective divergence, the open/close relationship and the elusive, but accurate gap.

In this presentation, Jake will look at whether the traditional timing methods are still effective in today’s volatile markets. Following on from his first presentation he’ll take a new look at price patterns and discuss how price patterns are only one-third of the total approach to timing the market. He‘ll also cover the importance of having a trading model and how to have effective trade management within the trading model.

Presentation abstract not available. (We need to prepare one from the actual document.)

Having a mathematical background, Des is naturally drawn towards charts to assist with trading decisions in support of his trend trading philosophy. As such, he has tried many different indicators in search of that elusive "Holy Grail", and has gone down many interesting but not perhaps fruitful alleys over the years. He subscribes to the "Keep It Simple - Stupid" principle, and will show how an approach along the "KISS" lines can be implemented without too much effort, and yield satisfactory results. The desire to over complicate matters is a constant threat.

Like many ATAA members, Des strives to invest in the stock market in a methodical and systematic manner, minimising discretionary involvement. Over the years he has refined his trading style, through analysis and "trial and (many) errors? to arrive at a system which provides clear stock selection criteria, coupled with entry and exit signals, in a mechanical manner. In this presentation he will describe his strategy, how it has evolved over time, and he will explain how his signals are calculated. In particular he will introduce the TROC indicator, a variant of the Rate of Change (ROC) indicator and show how this is a better measure to use for those who trade. He will also expose the trading results of this system to the members for your critical analysis.  

This talk is practical and real world and shows how one ATAA member approaches trading in the stock market on a daily basis. For those of a like mind, there may be aspects of Des' approach which may appeal to other members. 

John Bollinger, CFA, CMT, will presents on active versus passive indexing titled - Indexing for Technicians: Or how I stopped worrying and learned to love indexing.  Indexing is a form of technical analysis.

In his two-part talk John Bollinger will first compare and contrast the benefits and weaknesses of two conceptually different approaches to generating trading system ideas, first principles and search. In the second part of his talk he will present SystemView, a new open-source software project written in Python. SystemView visualizes trading-system data and is especially useful for understanding system-performance dynamics where the data may not be normally distributed, making traditional system performance summary statistics moot.

John Bollinger, CFA, CMT, will present his latest Bollinger Band indicators, address the idea of how to create indicators, and discuss the Swiss Army Knife of technical indicators, Stochastics. Finally, if time allows, John will talk a bit about indicator testing making use of synthetic data.

 Presentation abstract not available. (We need to prepare one from the actual document.)

Presentation abstract not available. (We need to prepare one from the actual document.)

Another dividend season is coming up quickly — from about February to April. Do you have idle money and are you looking for income from the market? Are you interested in investing for dividends? Isn’t it easy? Isn’t it straight forward? Are there any catches? Isn't it easy to find a useful list of good dividend payers?, and then to buy-and-hold the stock for years? And to easily find the ex-dividend dates? And to simply follow the published dividend strategies? Isn’t this easy?

You might be very surprised at the real answers to these questions. In this session we:

  • Share some observations about dividends and share price performance — these might surprise you!
  • Explain some of the key details about dividends
  • Show some example share price charts and the impact of dividends
  • Refute the claims about simple dividend strategies
  • Explain how to find relevant details about dividends.

The field of Technical Analysis is very, very broad, and covers many different aspects. The newer people to Technical Analysis can easily be surprised at the large variety of different studies. It can take years to realise how broad it really is.

The October meeting of the Melbourne ATAA will be focussed on a broad overview of both Share Trading and Technical Analysis for newer members, as well as some very useful tips and details for experienced investors and traders. This session will be especially useful for the newer ATAA members and potential members, and will also include a brief overview of the range of products and services that the ATAA has to offer to members.

In this ATAA presentation Robert will deliver a much condensed version of his 4-hour Technical Analysis seminar, including snippets on each of the following topics:

  • CHARTING BASICS (eg. bars, candles, lines, Stage Analysis, support, resistance),
  • CHART PATTERNS (eg. double-top/bottom, head-and-shoulders, triangles, flags, pennants),
  • CANDLE PATTERNS (eg. doji, harami, engulfing, piercing, Black Crows, White Soldiers),
  • INDICATORS (eg. trend/volatility/momentum, Moving Average, Bollinger Bands, MACD, RSI, OBV, ADX, P-SAR), and
  • Specialised topics like cycles, Fibonacci, Elliott Wave and Gann.

Of course, there isn't enough time to cover all these in detail, so it will be a fast overview of the broad field of Technical Analysis.

Wouldn't it be good if we could take a list of stocks (your own stock universe), and sort the list so that the strongest performing stocks (ie. the most bullish) are at the top of the list? And then invest in those strongest stocks in anticipation of the best price performance? We could also note the stocks with a low score near the bottom of the list and avoid them (or remove them from our portfolio).

Many people are familiar with the teachings of Stan Weinstein from his book "Secrets for Profiting in Bull and Bear Markets". Stan talks about several things, including the importance of the 30 week Moving Average (MA), and noting whether the share price is above or below the MA, and whether the MA is rising or falling. There are many indicator observations like this which we could use to easily identify bullish (or bearish) stocks. But what are they? And how can we use them? Should we use daily charts or weekly? Does this take long to do? Can it be automated?

In this session Robert will describe many technical analysis indicator observations, and a way to attach a useful score value to them, and to subsequently rank a list of stocks by their degree of bullishness. The discussion will also cover the pitfalls to be aware of.

When investing or trading in the equities market it is very important to think about how to manage the risks, and how to optimise your position size. This is important to both protect your capital from any downside risk, and to maximise your profits - every extra dollar is very useful. And it doesn't matter whether your investment capital is only $5,000, or $5 million. There are many ways to manage all this, but which is best? What are the arguments for and against using exactly the same size position every time? Is a position size of only $500, or perhaps $1,000 a good size for the new investor/trader? Should we enter a position using a phased approach? That is, half now and half later? Or in thirds, perhaps? What do we mean by "amount at risk"? How is this related to the initial stop loss value and the actual position size? How can we set this so that we can still sleep at night, and it won't matter if the share price falls by, say, 20 percent? This session will be an interactive workshop, with questions, input and discussion from start to finish.

11Have you ever had a list of stocks that you could invest in, but had too many to choose from? This can often happen. So, how to choose which stocks? How can we rank the stocks in order of "performance" so that we are buying the better performing stocks? In this session we will use standard technical analysis tools to look at two ways to readily sort a list of stocks to highlight the better performers. This will include a number of technical analysis tips for beginners. The same method can be used to quantify the performance of market sectors, and to identify the strongest performing sector.

Remembering that the price charts of stocks and the indexes summarise the underlying opinions and emotions of the market participants, we know that every chart tells a story, if only we can understand the stories in the price charts. In this session, Robert will utilise today's technical analysis tools to provide an insight into the underlying views of investors and traders today, focusing on the Australian market. He will utilise four key technical analysis principles:

  1. Study the plain price to look for trends, support, resistance and chart patterns (on daily and weekly charts).
  2. Study the big picture (because the market is like an elephant) and incorporate a favourite strategy (such as Weinstein's analysis methods).
  3. Utilise a couple of chart indicators (such as Guppy's MMA and Twigg's Money Flow).
  4. Make sure to look at changes in volume.

Robert describes this approach as the "4 Windows" analysis method to look at four different "views" of the market. This session will provide invaluable insights for both novices and experienced analysts, investors and traders. If time permits, input may be accepted from the experienced members of the audience for the benefit of the newcomers.

Some experts say that trading is 20% method and technicals, and 80% psychology and mind-set. Robert will show a few minutes of National Geographic research video to explain how the brain plays tricks on us. The observations of our senses are often manipulated by our brain before we draw conclusions and opinions about the world around us. By being aware of these tricks, plus the emotions of fear, greed and hope, investors and traders can implement effective strategies to deal with the issues to be much better at investing or trading the markets.

Many people don't realise this, but either a major market correction or a bear market comes around too often - about once every 3.5 years. It is important to be on the lookout, in order to protect our investment capital, and to stop our profits from being savaged. Robert will explain the importance of daily price charts, even for longer term investors, and some of the clues that help spot and avoid a pending bear market. In this session Robert will utilise the BullCharts charting software to demonstrate some of the charting tools and techniques that he will mention during the presentation (and if time permits he will answer questions regarding these BullCharts features).

Aussie Markets Update using the "4 Windows" Analysis Approach. In this session, Robert will outline the "4 Windows" approach to analysing stocks or the market, and use key aspects of this approach in a very hands-on style to analyse the current state of the Australian market - where has it come from and what signals are being given? This session will include the real-life application of Weinstein's analysis method to the Australian market today, as well as several chart indicators (including Guppy's MMA and Twigg's Money Flow), and it will provide invaluable insights for both novices and experienced analysts, investors and traders. If time permits, input may be accepted from the experienced members of the audience for the benefit of newcomers.

When about to place a trade to buy a parcel of shares, it is very interesting to note the different views people have about how to minimise risk and maximise profit — ie. where to set the Stop Loss, and how to set the Position Size, and other money/risk management considerations.

In this short workshop we will view a fantastic trade set-up situation on a price chart in December 2008, and we will discuss the possible options for:

  • Initial Stop position,
  • Amount at Risk,
  • Price Target,
  • Amount of Reward,
  • Reward/Risk Ratio,
  • Position Size and
  • Trailing Stop.

To manage the discussion, only the people seated in the first row of the auditorium will be participating in the discussion, and others will be able to listen in (and take notes). [The front row will be permitted to consult with colleagues sitting next to them (like a team) to compete against others in the room, and to share their views and experience.]

Take an unfair advantage with a check list of 30 ways to increase your success in the markets. Risk and money management is not discussed often, as many people see it as too hard and complex; but in this session, Robert will list a number of simple ways that you can increase your chances of success, and will study four in detail. This will include consideration of two key Fundamental Analysis criteria as well as very useful Technical Analysis considerations.

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