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This rule holds for all non-leveraged cash basis markets. Futures markets, with their extreme leverage, can induce short term price extremes that would not occur in cash markets. Even so, overlapping is usually confined to daily and intraday price fluctuations and even then is extremely rare.
In addition, the actionary subwaves 1, 3 and 5 of an impulse are themselves motive, and subwave 3 is specifically an impulse. Figures 2, 3 and 4 all depict impulses in the 1, 3, 5, A and C wave positions.
As detailed in the preceding four paragraphs, there are only a few simple rules for interpreting impulses properly. A rule is so called because it governs all waves to which it applies.
Typical, yet not inevitable , characteristics of waves are called guidelines , which are discussed in an upcoming section. A rule should never be disregarded. In many years of practice with countless patterns, the authors have found but one instance above Subminuette degree when all other rules and guidelines combined to suggest that a rule was broken. Analysts who routinely break any of the rules detailed in this section are practicing some form of analysis other than that guided by the Wave Principle.
These rules have great practical utility in correct counting, which we will explore further in discussing extensions. Most impulses contain what Elliott called an extension.
Extensions are elongated impulses with exaggerated subdivisions. The vast majority of impulse waves do contain an extension in one and only one of their three impulsive subwaves 1, 3 or 5. The diagrams in Figure 4, illustrating extensions, will clarify this point.
Often the third wave of an extended third wave is an extension, producing a profile such as shown in Figure 5. A truncated fifth wave does not move beyond the end of the third.
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Just as the modern public has witnessed IBM's Big Blue outmaster the masters of chess, the trading world is now beginning to comprehend the potential of Artificial Intelligence in trading applications. The following is a description of the system:. We have also stored the major indexes and market-sector indexes in our database. Numerous hard statistical and scientific studies have indicated that the stock market, as well as other financial markets, are, like other complex natural phenomena, to a certain degree predictable by means of newly developing methods and tools.
Movements of the stock prices, as well as price movements of other financial instruments, generally present a deterministic trend, on which are superimposed some "noise" signals, in turn composed of truly random and chaotic signals. Although a truly random signal, often represented by a Brownian motion, is unpredictable, it can be estimated by its mean and standard deviation.
The chaotic signal, seemingly random but with deterministic nature, proves predictable to some degree by means of several analysis techniques, among which the Artificial Neural Network ANN techniques have proven most effective over the widest range of predictive variables. Motivated in its design by the human nervous system, ANN mimics the human nervous system in its operations.
At this extraordinary interface between natural human systems and created electronic ones, ANN is capable of learning by training to generalize from special cases--just like human beings can! Collect the training set, which includes the input data for the ANN to "see" and the known target data for ANN to learn to output. For stock price predictions, for example, the training set and target data would naturally be historical stock prices.