Patterns Contents I

Table of Contents
Foreword 0

Part I Introduction 1
1 Welcome ................................................................................................................................... 1
Startup screen .......................................................................................................................................................... 2
2 License and
...................................................................................................................................
Disclaimer 3
3 What the program
...................................................................................................................................
does 4
4 Important Note
................................................................................................................................... 5
5 Author ................................................................................................................................... 5
6 Files used...................................................................................................................................
in install 5
7 Registration
...................................................................................................................................
and e-mail 6
8 Errors ................................................................................................................................... 7

Part II Program setup 7

1 Parameters................................................................................................................................... 7
2 Data ................................................................................................................................... 7
Interactive Brokers .......................................................................................................................................................... 8
CSI .......................................................................................................................................................... 9
MyTrack .......................................................................................................................................................... 9
Firewall for MyTrack
......................................................................................................................................................... 10
Quote .......................................................................................................................................................... 12
Stock Updater .......................................................................................................................................................... 12
AmiQuote .......................................................................................................................................................... 12
AmiQuote setup......................................................................................................................................................... 13
AmiQuote data ......................................................................................................................................................... 16
3 Signals ................................................................................................................................... 17
!HH3 .......................................................................................................................................................... 18
!HH3W .......................................................................................................................................................... 19
!P2 .......................................................................................................................................................... 19
#!5PCOR .......................................................................................................................................................... 20
#ATENN .......................................................................................................................................................... 20
#LL .......................................................................................................................................................... 20
#ML .......................................................................................................................................................... 21
#MLL .......................................................................................................................................................... 21
$@WL2 .......................................................................................................................................................... 21
^@2FF .......................................................................................................................................................... 21
^VB2P .......................................................................................................................................................... 21
^WLL3P .......................................................................................................................................................... 22
4 Signal Creation
................................................................................................................................... 22
5 Spreads ................................................................................................................................... 23
6 Bars Back................................................................................................................................... 24
7 Quote Bars
................................................................................................................................... 24

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I
 II Patterns

Part III Interactive Brokers 25

1 Connecting
................................................................................................................................... 26
Status .......................................................................................................................................................... 27
Other Windows .......................................................................................................................................................... 27
2 Financial...................................................................................................................................
Advisor 29
3 Contracts...................................................................................................................................
Table 30
4 Account ................................................................................................................................... 31
5 Historical...................................................................................................................................
Data 32
6 Orders ................................................................................................................................... 32
Default Order .......................................................................................................................................................... 32
Fields in Orders .......................................................................................................................................................... 32
Combination ......................................................................................................................................................... 41
Box ......................................................................................................................................................... 44
Fields for Box ......................................................................................................................................... 44
Stop and Limit .......................................................................................................................................................... 45

Part IV Charts 45
1 Moving in...................................................................................................................................
the chart 47
2 Day at a time
................................................................................................................................... 48
3 Pdf files ................................................................................................................................... 48
4 Trend Lines
................................................................................................................................... 48
5 Weekly ................................................................................................................................... 50
6 Colored Lines
................................................................................................................................... 51
7 Curves ................................................................................................................................... 51

Part V Contracts Table 53

1 Adding stocks
................................................................................................................................... 54
2 Spreads ................................................................................................................................... 55
3 Filters ................................................................................................................................... 56
Tags .......................................................................................................................................................... 57
Filter .......................................................................................................................................................... 58
CSV filters .......................................................................................................................................................... 60
4 San files ................................................................................................................................... 60
5 Real Time...................................................................................................................................
Data Collection 61
6 Daily Data................................................................................................................................... 61
7 Sectors ................................................................................................................................... 61
8 Signals ................................................................................................................................... 62
9 StockUpdater
................................................................................................................................... 62
10 Run Test ................................................................................................................................... 64
11 Tables ................................................................................................................................... 66

Part VI Symbols 67
1 Symbols ................................................................................................................................... 67

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 Patterns Contents III

Stocks -- Non-Nasdaq
.......................................................................................................................................................... 67
Options on Non-Nasdaq
..........................................................................................................................................................
Stocks 68
Stocks -- Nasdaq .......................................................................................................................................................... 70
Options on NASDAQ
..........................................................................................................................................................
Stocks 71
Specific Exchange ..........................................................................................................................................................
Option Creation 71
Futures Symbol Guide
.......................................................................................................................................................... 71
BOND & NOTE.........................................................................................................................................................
FUTURES / OPTIONS SYMBOL DIRECTORY 76
CURRENCY & CROSS RATE FUTURES / OPTIONS SYMBOL
DIRECTORY ......................................................................................................................................................... 78
INTEREST RATE
.........................................................................................................................................................
FUTURES / OPTIONS SYMBOL DIRECTORY 80
Futures Options .......................................................................................................................................................... 82
After Hours Trading
.......................................................................................................................................................... 83
Exchange Hours .......................................................................................................................................................... 84
Exchanges .......................................................................................................................................................... 86

Part VII Trading 87

1 Trading ................................................................................................................................... 87
Automatic Trading .......................................................................................................................................................... 87
On Line .......................................................................................................................................................... 89
Orders .......................................................................................................................................................... 90
Types of trades (stop,
..........................................................................................................................................................
limit, etc.) 91
After Hours .......................................................................................................................................................... 93
MyTrack Future Symbols
.......................................................................................................................................................... 95
Technology .......................................................................................................................................................... 106

Part VIII Accounting and Summaries 107

1 Accounting
................................................................................................................................... 107
2 Tables ................................................................................................................................... 108
3 Summary
...................................................................................................................................
of Features 108
4 Process...................................................................................................................................
of adding trades 109
5 Account...................................................................................................................................
Table 109
6 Trades ................................................................................................................................... 110
7 Import and
...................................................................................................................................
Export 112
8 Drawdown
................................................................................................................................... 112
9 Accounting
...................................................................................................................................
and Summaries 113
10 Cash Balances
................................................................................................................................... 114
11 Filter ................................................................................................................................... 115
12 Query ................................................................................................................................... 117
13 Fonts ................................................................................................................................... 119

Part IX Images 119

1 Contracts
...................................................................................................................................
Table 119
2 Chart for...................................................................................................................................
IBM minute 120
3 Chart for...................................................................................................................................
IBM daily 121
4 Chart move
................................................................................................................................... 122
5 Trend Lines
................................................................................................................................... 123

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IV Patterns

Index 125

© 2006 Analysis & Knowledge

 Introduction 1

1 Introduction
This chapter gives general information about the program and its installation.

Copyright © 1992, 2006, Analysis & Knowledge. All rights reserved.

Last updated 11/26/2006.

1.1 Welcome
Patterns© permits you to view stock market data in real time, as a column list or as charts (in
any time framework), make trades, both based upon automatic conditions and manual input.
Its design was to incorporate technical analysis signal files, and to test these signal concepts,
by visually by viewing charts or by running historical tests using the stock market database.

Accounting tool to record all trades, real or simulated, along with P&L and fees, to perform
summaries (hourly, yearly, per stock, per account, or whatever), and issue reports.

This program was written by a software programming expert, along with a stock and
commodity expert. It contains features unique to technical analysis. The program makes use of
databases and user-friendly interfaces.

The theory is based upon Andrews: http://www.precisiontrader.com/

Please contact Patterns support for help, questions, and comments. The URL is
http://www.analysis-knowledge.com.

The program permits you to view charts of live interday or daily data. The charts
include a small signal library that draws signals using geometric analysis, in addition to
the standard algebraic analysis. You can test signals by going back in time to see the
geometry then. You can run historical tests to see which system is the most profitable
and has the smallest drawdown.

Using mathematical formulas, various points called pivots are created on the chart of
the commodity. Lines are drawn between select points. The behavior of the chart with
respect to these lines determines the signals. Groups of signals act together to form a

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 2 Patterns

system. You can run historical tests with various systems to determine which gives the
greatest profits after commissions, without large drawdowns. You can look at daily
stocks, or intraday stocks in real time.

The unique features of this software are the following:

1. The use of geometric techniques in addition to algebraic (various types of means) in
analysis
2. The ability to run historical tests to find the best system
3. Success based on profits and small drawdowns, not profits only, as is the case with
most systems
4. Can be used to capture real time data, and perform analysis in real time
5. Can be set to run automatically, printing out orders.
6. The ability to view and chart sectors
7. You can view a chart in the past, with the pivots and lines valid for that day. See: Day
at a time 48
8. Accounting and summaries of trades, both real and simulated

In addition, the program permits you to do the usual things:

1. View a list of stocks and the real time prices
2. View charts of stocks, updated in real time, with various indicators and time frames
(hourly, weekly, etc.)
3. Export data to text and pdf files.
4. Trade
5. Receive alerts via e-mail, screen messages, beeper. Will automatically trade if you
choose.

A unique and very important feature is the ability to examine your trading history including
maximum drawdowns. This feature is not found anywhere. It is important not only to know
your profits and losses in the past, as a guide to examining your trading strategies. Maximum
drawdowns are also critical. If a stock drops too far from a recent high, there is a point where
we cannot tolerate the loss and sell. Examining the maximum drawdowns gives you a feel for
how you can tolerate your trading strategies, and how you must adjust them.

Enjoy this very unique and wonderful program. Use it to make money!

Thank you very much.

1.1.1 Startup screen

The start up screen looks like this.

Click on the button Interactive Brokers to connect to Interactive Brokers 25 .

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 Introduction 3

1.2 License and Disclaimer

All rights reserved. Reproduction, adaptation or translation without permission is prohibited,
except as allowed under copyright laws.

Disclaimer of Warranty

This program is for educational purposes only and no representation is made that it is useable
for any particular purpose. By using this program the user agrees with this, and further agrees
that the software is still in the development stage, not yet completely tested for accuracy or
reliability. The user agrees to hold harmless and defend the developers any errors in the
software and bear full responsibility for his own actions. Analysis & Knowledge is not
responsible for any loss or damages, direct or indirect, arising from or related to the use of this
product.

ALL EXPRESS OR IMPLIED REPRESENTATIONS AND, INCLUDING WITHOUT

LIMITATION ANY IMPLIED OF MERCHANTABILITY, FITNESS FOR A
PARTICULAR OR NON-INFRINGEMENT, ARE HEREBY EXCLUDED. THE RISK AS
TO THE QUALITY AND PERFORMANCE OF THE IS BORNE BY YOU.

User agrees that trading in securities and derivatives has a potential for loss and gain and
therefore the User is totally responsible for all trading gains, losses and costs that result from
such activity. Markets are in a constant state of change and historical track records never bring

© 2006 Analysis & Knowledge

 4 Patterns

identical future results and do not even guarantee similar future results.

MyTrackdll.dll is copyright by Track Data Corporation. The user agrees to hold harmless
Track Data Corporation from and against any claims or lawsuits, including attorney's fees, that
arise or result from the use or distribution this product.

ContinuumClient.dll is copyright by Quote.com Inc. The user agrees to hold harmless

Quote.com Inc. from and against any claims or lawsuits, including attorney's fees, that arise or
result from the use or distribution this product. The user many not distribute
ContinuumClient.dll and ContinuumX.ocx except in conjunction of this application.

You are licensed to use this without registering for 30 days.

After this period, the product must be registered. The registration grants a license for use on a
single computer at one time.

You may freely distribute the software, before or after registration.

1.3 What the program does

This program does the following:

1. Permits you to collect Data 7 on the stock market from various sources and store the
data as files on the hard disk.
2. You can collect stock market data in real time and store the data on the hard disk. You
can view a list of stocks and watch the data being updated. You can view charts of stocks,
along with various indicators and lines, being updated in real time.
3. You can run historical tests 64 using various signals. These tests will show which signals
made the most money. You can view charts showing in color the dates and times when the
signals were made.
4. Accounting: Shows records of stock trades and profits and losses. Shows your current
worth.
5. Trading. Can execute trades. This feature is under development. Includes automatic
trading.

A unique and very important feature is the ability to examine your trading history including
maximum drawdowns. This feature is not found anywhere. It is important not only to know
your profits and losses in the past, as a guide to examining your trading strategies. Maximum
drawdowns are also critical. If a stock drops too far from a recent high, there is a point where
we cannot tolerate the loss and sell. Examining the maximum drawdowns gives you a feel for
how you can tolerate your trading strategies, and how you must adjust them.

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 Introduction 5

1.4 Important Note

It is important that Patterns not be run simultaneously along with the MyTrack application.
Brokerage messages can get lost.

1.5 Author
The author has had years experience in software development, including Top Secret work for
defense.

Received a Ph.D. in theoretical physics, published many papers, and taught physics at
universities.

The program is written by Analysis & Knowledge.

1.6 Files used in install

The following files have been added to your system during the install process.

\patterns\patterns.exe. This is the executable. You have the choice which directory to choose.
Once you choose this directory, other files are put here.

C\WINNT\System32\cfx32.ocx
C:\WINNT\System32\sase.OCX
C:\WINNT\System32\wPDF010A.dll
C:\Program Files\Common Files\Quote.com\ContinuumClient.dll
C:\Program Files\Common Files\Quote.com\ContinuumX.ocx

In the executable directory we have, among others:

ZipDll.dll
UnzDLL.dll
ZipSFX.bin
myTrackDLL.dll
technlgy.ico
ContinuumClient.ini
exchange.txt

The database tables are in :

\tables

The help files are in:

\help\

A directory containing signals is created:

\signals

A directory containing a sample csi file is created:

\contracts

During the running of the program, the following files are generated:

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 6 Patterns

· patterns.ini.Contains program setup infomation.

· activity.txt Generated during the program run. It can be viewed during the running by
pressing Activity1.
· EXCMAGIC.log Generated in case of an error.

The above files are renamed to .bak upon running patterns. In case of an error, please
e-mail excmagic.log to me. Thanks.

Note: Normally one should never turn off the power of the computer while the program is
running. If you do this, the ini file, patterns.ini, may become corrupted. If you do turn off the
power, then prior to running patterns again, delete patterns.ini and rename patterns.bak to ini.

1.7 Registration and e-mail

To register, send e_mail to [email protected]

While the e-mail is opened, enter the register dialog, and press Register:

In your e-mail, enter the subject line, and press Ctrl+V. This will put the registration key into
the subject line.

In the body of the email, please give your name, address, and telephone number. Mention the
program name: Patterns. Send the e-mail. Return to the program. Press Cancel. This will close
the program.

To pay for the program, please go to

http://shareit1.element5.com/programs.html?productid=139137&language=English

When we receive payment, we will send you via e-mail the new key. When reading the e-mail,
select this key and press Ctrl+C. While the e-mail is opened, enter the program and the
registration dialog. Click on the key box and press Ctrl+V. This will put the key into the box.

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 Introduction 7

Select License. You are now fully registered. It will give you a confirmation number. This
number should be the same as that given in the e-mail. This verifies that the registration
process was satisfactory.

1.8 Errors
In case of an error, please send me e-mail. See email3.

[email protected]

Thanks.

2 Program setup
Here are some general comments about setting up and running the program.
2.1 Parameters
Parameters. You can run the program with parameters.
patterns. exe -c starts with automatically opening Contract Tables.
patterns.exe -q automatically connects to MyTrack or Quote.
patterns.exe - a automatically starts by opening Contract Tables and Accounting.
patterns.exe -i automatically connects to Interactive Brokers 8 . The IB program, TWS,
must be running.

2.2 Data
Data can be found at these locations.

There are two steps in adding data. The first step is to add records in the database specifying
the locations (directories) of the data files. This is explained below in Adding stocks 54 . For
dta (csi) files, you view the data by double clicking on the record. For MyTrack data, if you
are connected, double clicking will update the data, otherwise, it will read from the file on the
disk.

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 8 Patterns

2.2.1 Interactive Brokers

One needs to sign up with IB:

http://www.interactivebrokers.com

877-442-2757

After you have an account, it is necessary to log in. One way is to download the software:

http://www.interactivebrokers.com/en/control/twscontrol.php?ib_entity=llc

Scroll down to Standalone Downloads. Run Install TWS. This will appear as an icon on the
desktop, named Trader Workstation. Click on it, and the Login screen will appear. Once you
login, you can then use Patterns to collect data or to manage your account.

You may login to TWS with a demo account.

The login and password are: edemo demouser.
The login for the demo Financial Advisor account are: fdemo demouser.
You may also sign up with IB for a paper account, which is a simulated account. There is no
paper account for a financial advisor.

You must configure TWS to run with Patterns. This is a screen shot of TWS.
Enable ActiveX must be checked.

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 Program setup 9

When patterns is running and connected to TWS, you can download real time data (not
delayed).

You can view your orders. For further details, see Interactive Brokers 25 .
2.2.2 CSI
www.csidata.com Daily data as dta or csi files. The format of each line of a csi file would be
something like

04/08/1997,13:50,10.375,10.375,10.3125,10.375,6800

For csi files, the name of the file would be something like ACS_130.csv, where the 130 means
130 minute files.

See Adding stocks 54 for details.

2.2.3 MyTrack
www.mytrack.com, signup at MyTrack Intraday and daily data, and on-line trading.

When connected to MyTrack (or Quote), you will see an icon on the lower right. This way
you know you are connected. Stay connected only if you want to get updates. If you want to
do analysis, disconnect. The connection polls the server, and this can interfere with the analysis
operations.

Data from Quote is being developed, and so this option is not currently available.

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 10 Patterns

Once you have signed up with MyTrack, and received a user name and password, you need to
insert this into the patterns program. First, be sure that My Track is selected:

Then you insert the user name and password:

2.2.3.1 Firewall for MyTrack

If you intend to use myTrack from your place of business there is a good chance that your
company has an internal firewall. A firewall acts as a filter to limit access into and out of the
company's network. It is a piece of software which acts like a gateway in a company to allow
or deny access to their computers. If you are using myTrack from your place of business there

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 Program setup 11

is a good chance that your company has an internal firewall. However, if you are paying
around $20 or less per month for Internet service and/or use a modem to connect, chances are
you are Not behind a firewall. Most people are not.

MyTrack will allow you to access your quotes without having your Lan administrator open a
pinhole to mytrack.tdc.com in TCP/IP protocol on port 9983.

1- In order for myTrack to function through a proxy server you must enter the IP address of
you proxy server and the port on which it uses (usually port number 80).

If you are using either a Netscape or Microsoft browser you can find the IP address and port
number as follows:

Netscape (4.0 or later):

- Select Edit then Preferences from the menu bar.

- In the "category" box of the Preferences window select Advanced then Proxies.
- Click the "View" button next to the words "manual proxy configuration.
- A chart will appear. Next to "HTTP:" you will see the address of the proxy to use and the
port number.

Internet Explorer:

- Select View then Internet Options from the menu bar.

- Click on the Connection tab of the Internet Options window.
- In the Proxy Server box click on the Advanced button.

- A chart will appear. Next to "HTTP:" you will see the address of the proxy to use and the
port number.

2. When you have determined these values, enter the host as a string in the myTrack host
name, and the port number as a number. You will be prompted for these two values.

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 12 Patterns

2.2.4 Quote
www.quote.com Intraday and daily data
2.2.5 Stock Updater
http://lightning.prohosting.com/~darrend

Stock Updater

Daily files that can be added to the program. You have to use Yahoo! Finance.
2.2.6 AmiQuote
http://www.amibroker.com/download.html#amiquote.

Download AmiQuote.

You will have to scroll down. This program is free, although they ask a $25.00 voluntary
contribution. This is a screen shot of the Internet site.

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 Program setup 13

2.2.6.1 AmiQuote setup

Here is how to use AmiQuote.

After you install the program, create a subdirectory called something like Stocks. In
AmiQuote, go to Tools | Settings.

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14 Patterns

Pick this directory that you selected.

Also use Server #1 as shown, with Livecharts not checked. If you have a Livecharts account,
you may check it, and add your user name and password.

Then enter Patterns, press Contracts, and choose the download file directory:

© 2006 Analysis & Knowledge

 Program setup 15

AmiQuote will then download into this directory, and Patterns will look into this directory for
the data.

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 16 Patterns

Also be sure that AmiQuote is checked in Patterns, so that the data is read using AmiQuote
data. Uncheck it if you wish to use StockUpdater.
2.2.6.2 AmiQuote data

You now have to give AmiQuote a list of stocks to download. It needs two lists, one for end
of day data, EOD data, and the other for one minute data.

When you see a list, you may uncheck (remove the mark). Only marked items are downloaded.

In order to get one minute data, select Quote:

Note that Automatic import is unchecked.

For EOD data:

You have several choices for data source. Shown above is Yahoo Historical.

It is possible to open AmiQuote, download one minute data, and while this is working, open
AmiQuote again, and download daily data. The files are different, and so will not interfere.

When this is done, the data can be imported into Patterns:

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 Program setup 17

Press Load csv, and it will upload the data into Pattern's database, and create san files on your
hard disk. These san files contain updated data. Although you may be able to download only
500 one minute bars, if you do this daily, you will get files that contain data going far back in
time. This will permit you to use Patterns to analyze the data. You may also view the one
minute data in different time frames, such as, e.g., hourly. You do not have to collect hourly
data to do this.
2.3 Signals
There are various types of signal files. Files with .sig extension are identified by the first
character. A system is a collection of signal files.

! phantom. If a phantom signal was true at some time in the past, it remains true until it is
false.
# setup. This may depend upon a phantom. This may determine if an entry or exit may be
made.
^ entry or exit.
$ exit. These are usually stops.

The easiest way to add signals is in the Contracts table:

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 18 Patterns

Here is a list of signals you have previously chosen. Press View to select on. To add a signal to
this list, press "
Add Signal.

To see an explanation of the signal, on the main form (on in the chart), press View Conditions:

Here are some signals and their explanations below.

2.3.1 !HH3
!HH3 1 Min pivots D Min pivots no h&g, nmin_min=0, Any maj, no maj h&g,
nmajor=4, nmin_maj=0, Prob, no stops, RSI period: 14 RSI_OBV n days=3 n
ticks=1.

The explanation is this. The ! tells that it is a phantom signal. The letters are simply code
letters, as each signal is restricted to 8 characters.

The next item, number 1, tells us that this is the first condition. A signal may consist of many
conditions.

Min pivots The Andrews concept is min pivots.

D Daily pivots. The option is Daily, Weekly, etc.
no h&g No holidays and gaps. A signal may include bars for holidays and "gaps", where a gap
is a price jump.
nmin_min=0 Min 0 pivots. A low pivot can follow a high pivot with no bars between.
Any maj. Any major. The choice is this, or majors monthly, with each major being in a
different month.

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 Program setup 19

no maj h&g Majors are defined with pivots that do not incude holidays and gaps.
nmajor=4 Majors need 4 pivots between each major
nmin_maj=0 The pivots defining the major are min 0 pivots.
Prob Probable pivots define the line conditions. The last pivot, a possible pivot, is not
used.
no stops This signal does not contain stop exits.
RSI period The signal includes RSI, with a period of 14 days. This signal contains a obv
divergence, one of the technical concepts used.

2.3.2 !HH3W
Min pivots W Weekly pivots, no h&g, nmin_min=0, Any maj, no maj h&g,
nmajor=4, nmin_maj=0, Prob, no stops, RSI period: 14 RSI_OBV n days=3 n
ticks=1.

Weekly
2.3.3 !P2
!P2 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2,
nmin_maj=2, Prob, line made, closes bey=1, no stops, CL, RSI period: 5 1.

!P2 2 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2,
nmin_maj=2, Poss, line not made, closes bey=1, no stops, ML, RSI period: 5
2.

!P2 3 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2,
nmin_maj=2, Pivots xyz, line not made, closes bey=1, no stops, OMLH, RSI
period: 5 2 last piv.

This signal has 3 conditions. The first has a CL (Center Line), the next ML, and the third
OMLH.

Here is an example:

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 20 Patterns

2.3.4 #!5PCOR
#!5PCOR 1 no auto buys Min pivots h&g nticks=1, ndays=1, nmin_min=2,
n_in=0, maj_in=2, Any maj, maj h&g, maj_nticks=1, maj_ndays=1, nmajor=2,
nmin_maj=2, Prob, no stops, correct: 5p, RSI period: 5.

This signal is true in a correction: a 5p correction.

2.3.5 #ATENN
#ATENN 1 Min pivots D Min pivots no h&g, nmin_min=2, Any maj, no maj h&g,
nmajor=2, nmin_maj=2, Prob, line not made, closes bey=1, no stops, ML, RSI
period: 5 e.

#ATENN 2 Min pivots D Min pivots no h&g, nmin_min=2, Any maj, no maj h&g,
nmajor=2, nmin_maj=2, Prob, line not made, closes bey=1, no stops, OMLH,
RSI period: 5 z.

The first condition is true if there is an e point. The second is true if there is a z point.
2.3.6 #LL
#LL 1 no auto buys Min pivots no h&g, nmin_min=2, No majors, Prob, no
stops, 1) da 6, ti 1, L<=L.

no auto buys Does not perform any automatic trades

No majors Pivots only, no majors

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 Program setup 21

1) da 6, ti 1, L<=L
The signal is true if for the past 6 days (or bars), todays Low is at least one tick
lower than the past lows.
2.3.7 #ML
#ML 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2,
nmin_maj=2, Prob, line made, pts bey=1, no stops, ML.

line made The signal is true if the line was made (e.g., broke above. See below). Another
signal would have line not made.
pts bey=1 The value was one tick beyond the line. You can have a signal with, say, 2 ticks
beyond.

ML This is a ML, median, line. This line is a line from the midpoint of the last two
probable pivots and the previous pivot. Another line could be a RL line. You can manually
draw these lines in the chart window. The signal does this automatically.

2.3.8 #MLL
#MLLL 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2,
nmin_maj=2, Prob, line made, pts bey=1, no stops, ML, 1) da 5, ti 1, L<=L.

This line requires not only is the ML line made, with one point beyond, but that today's low is
at least one tick lower than the low of the past five days.
2.3.9 $@WL2
$@WL2 1 exit Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2,
nmin_maj=2, Prob, line made, pts bey=1, profit=400 flat, OMLH 2 warnings,
RSI period: 5.

This is an exit signal, when the profit has been reached and the line made.
2.3.10 ^@2FF
^@2FF 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2,
Poss, 9 1 0.00 % 0 , flip flop, closes bey=1, closes in=1, loss=200 profit=1000 3 day, MA, RSI
period: 5 2 last piv.

A flip flop signal.

2.3.11 ^VB2P
^VB2P 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2,
nmin_maj=2, Prob, line made, pts bey=1, no stops, even 2p, RSI period: 5 n
days=1 n ticks=1.

This is an even 2 p line.

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2.3.12 ^WLL3P
^WLL3P 1 long Min pivots D Min pivots no h&g, nmin_min=0, Any maj, no maj
h&g, nmajor=4, nmin_maj=0, Prob, no stops, RSI period: 14 RSI_OBV n days=3
n ticks=2.

long This will cause an entry to a long position. Another signal would be short.
2.4 Signal Creation
You can create your own signals build upon existing signals.

On the main form, press Create complex signal. You will be prompted for a name. If this signal
exists, it will be renamed from .sig to .bak. You then add signals to the grid:

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 Program setup 23

Choose signals. Here we already choose a #ML signal. You can enter numbers in the Order
field to reorder them.
The critical order is the first signal. The new signal type will be that of the first one. E.g., in
this case, the new signal will be a setup, as the name begins with a #.

When done, press the S. Confirm that you wish to save this. During the save process, if it is a
setup or exit, you will be prompted to enter an optional max loss or max profit.

You may also create systems of signals by pressing Create system file in the above menu.
2.5 Spreads
You can view spreads, which is the chart of the difference between two stocks.

This menu operation is valid only for Quote stocks. To view spreads otherwise, enter
Contracts Table, and press

To use this feature:

· On the main form, View|Spread. You then enter a value for the spread, such as 1. Press
Okay.
· You will next be prompted to give the time period, from 5 to 480 minutes.
· Then the stock name. Wait while it is loading.
· Prompt again for the next stock. It will load and pull up the chart.
· A constant number may be added to every bar to insure that the spread chart has only

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positive numbers.
· You can also see spreads for daily stocks in Contract Tables.

2.6 Bars Back

The pivot calculations for a large file could take considerable time. For example, performing a
run test with history AddHistSignals1 does the following for each stock: It looks at the stock
with only the first 60 bars, and tests if a signal was made. It then adds one bar, and tests again.
If there are, say, 5000 bars, the test will be very long. You may want to view only the last 100
bars.

Set the number of Bars Back 24 o a non-zero value. Then set the Start Date to any date.
StartDate1. For files other than csi files, the only meaning is whether it is null, '//', or an actual
date. If it is null, then the entire file will be read. For csi files, it goes back to the date specified
in the Start Date and counts bars back. For other files, it counts bars back. The file, as viewed
in the chart and for run tests, will then have only the small number of bars back.

If you wish to view the entire file, set Bars Back to 0.

To repeat, Start Date is relevant only for csi files.

2.7 Quote Bars
You may choose how much data to download. See QuoteBars1.

If you choose quote bars = 0, then you will get all the data available.

Here are some statistics from activity.txt:

Note the following:

It took 10 seconds to log on to MyTrack. This is okay, as their program takes much longer.
But this time is very noticeable!

0.1 sec to open Contracts Table. This is fine, as it takes time to build up the screen display.

0.04 sec to build the memory database. I had 21 contracts. This is fine. For real time updates,
one would not have more than a few hundred at the most, and the time is still less than a
second. Faster than you can blink.

Quote bars = 0. It gets 255 bars of data at a time. This is about a year's worth. Basically, it
takes 5-10 seconds a year. This a long time. Normally you will not do this. You need to
choose a small number for quote bars.

11/16/2002 01:48:02.347 pm Working Connecting to MyTrack...

11/16/2002 01:48:13.614 pm logged on
11/16/2002 01:48:13.654 pm Finished Connected to MyTrack. Time:

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 Program setup 25

00:00:11.307
11/16/2002 01:48:13.764 pm Contracts Table
11/16/2002 01:48:14.174 pm Working Building Database ...
11/16/2002 01:48:14.214 pm Finished building database. Time: 00:00:00.040
11/16/2002 01:48:16.518 pm Loading DIS 0
11/16/2002 01:48:23.037 pm Good DIS
11/16/2002 01:48:23.117 pm Working Collecting data...
11/16/2002 01:48:23.117 pm DIS 11/16/2002
11/16/2002 01:48:23.117 pm Finished create_this_symbol
11/16/2002 01:48:27.974 pm DIS 11/12/2001
11/16/2002 01:48:32.801 pm DIS 11/01/2000
11/16/2002 01:48:37.989 pm DIS 10/31/1999
11/16/2002 01:48:43.386 pm DIS 10/26/1998
11/16/2002 01:48:53.060 pm DIS 10/21/1997
11/16/2002 01:48:58.067 pm DIS 10/17/1996
11/16/2002 01:49:02.854 pm DIS 10/16/1995

3 Interactive Brokers
Here are explanations for using Interactive Brokers. This works together with
TraderWorkStation, or TWS. The TWS program must be running in order for Patterns to
interact with it. That is, one must firsts login to TWS, and then connect using Patterns. For
details, see Interactive Brokers 8 .

You can collect data, view your portfolio and order executions. The execution details are
automatically added to your Trades 110 table in the Accounting 107 window.

Click on a Show menu. Account shows your your account. Portfolio brings up the grid of your
portfolio. Press Orders to see your orders and executions.

If you are a financial advisor, you can see the list of accounts by pressing Managed Accounts.
If you are not a financial advisor, that is, Financial Advisor on the main window is not
checked, then the Managed Accounts menu item is disabled (greyed out).

If you wish to jump to another window, select the window (Main, Accounting, or Contracts
Tables), and press.

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 26 Patterns

While running, status messages appear in a box.

3.1 Connecting
Once connected with TWS, you now connect in Patterns. Press the Interactive Brokers button,
or the menu.

The first item connects Patterns with IB.

If you are already connected, and wish to return to the IB window, press Go to the IB window
.

If you wish to change the settings of the connection (normally, there should be no need for
this), the IP address and IP port menu items will do this.

There is a delay, normally of one second, after connecting. You can change this by pressing
AccountInfoTime.

When collecting data, if you wish to collect during extended hours, press Extended Hours.
You can also select certain stocks in the accounting table to always get extended hours data.

If you are a financial advisor, check Financial Advisor before connecting. Once you check this,
it will remember the next time you run Patterns. If you open TWS as a financial advisor, but
open Patterns with financial advisor not checked, an error will result. Conversely, if you open
TWS as a user (not as a financial advisor), but in Patterns connect with IB with Financial
Advisor checked, you will not be able to see anything.

Once Patterns is connected, you can open Patterns again to view several charts simultaneously
in real time. Each time you open the program again, the IB ClientID is incremented. You will
not be able to view orders with a ClientID larger than zero. Normally, when you close
Patterns, the records of these ClientID's are decremented. If something went wrong, such as a

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forced closing (Ctrl Alt Del) of the program, you may find that when you connect, you have a
non-zero ClientID. In this case, disconnect, press Empty IB_Client to clear the ClientID
database, and then connect again.

3.1.1 Status
When you connect, the IB window appears. Status messages appear in a box on the right:

If this box is covered by a grid, click on it to bring it to the front. If you wish to view it more
carefully, such as to scroll or print it, then press Status:

If there are too many messages, you can clear this window by pressing Clear status.

Press Fonts to change the fonts in the grid. Personally, I prefer Courier New, a monotype font,
as it shows numbers clearest. When looking at numbers of your trades, you want to see each
number, your money, as clearly as possible.

Dates can be shown with a pop-up calendar or not, depending on if Use Date Time Picker is
checked.
3.1.2 Other Windows
There are other windows you may want to jump to.

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The Main window allows you to view Activity, to change the number of bars read, and such. If
you load a minute file that is too large, it will take too much time to calculate the pivots, and
this will interfere with viewing updates. Choose a smaller number of Bars Back 24 . If bars
back is too small, you may not be able to view the minute file as, say 60 minute files.

The Contracts Window shows you the list of stocks. Double click on a stock and it will get
updated from IB, and show the real time chart.

The accounting window will show you your trading activity.

When the IB window comes up, you can see the Contracts window behind it:

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 Interactive Brokers 29

If you prefer to see the Accounts window visible when IB first comes up, uncheck Contracts
visible.

3.2 Financial Advisor

If you connect as a financial advisor, when the connection is made, the IB window will look
like this:

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Double click on a user and then you will be able to view the trades and portfolio associated
with this user.
3.3 Contracts Table
When connected to IB, there are new menu items available:

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 Interactive Brokers 31

The first item, Add a stock, brings up a message box where you enter the stock name. Enter as
many as you like, one stock at a time. The default exchange is SMART. If it is an index,
specify index.

The data that is downloaded from IB is stored on the hard disk as san files. If you wish to
collect data on many stocks, press Data from IB.

If you want data on a single stock, and then to view the updated chart, press One data from IB
, or, if DblClk updates chart is checked, simply double click on the stock.

If you want to collect a small amount of data, Recent data must be checked. Otherwise, it will
collect one year's worth of daily data or 6 days worth of one minute data.

When viewing the chart, if you wish it to get updated in real time, then Real Time must be
checked. Finally, when you wish to go back to the IB window, press Go to the IB window

For further details of what information is stored for each stock, see Contracts Table 53

3.4 Account
This gives info about your account.

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 32 Patterns

3.5 Historical Data

If you intend to make historical data requests that return more than 1000 bars, it is
recommended that TWS be configured to increase the sizes of the API socket buffer. This can
be done in the "settings.xml" file in the user's Jts directory. It is important that TWS not be
running when its settings.xml file is manually modified. In the <SystemSettings> XML
element, the <apiSocketBufferSizes> elements can be used for this purpose. Adding this line to
the <SystemSettings> element in settings.xml should suffice:

<apiSocketBufferSizes>500000</apiSocketBufferSizes>

3.6 Orders
Here is how you set up and view your orders. This is not available at the present time.
3.6.1 Default Order
When creating an order, certain fields will be filled in by default. Here is how you set up the
default.

The User name DU shown above means Demo User. A real user has a User name starting
with a U.
3.6.2 Fields in Orders
These are the various fields, which are called property.

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 Interactive Brokers 33

Changed: Boolean;

Identifies if the Filled value has just changed. Check this to indicate if the last OnOrderStatus

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notification from TWS actually amended the Filled quantity. This is more reliable than
interpreting the various order status. (read and write).

The Changed property is reset to false when an order status changes, but the filled quantity
does not.

Completed: Boolean;

Completed is true when an order is successfully cancelled, or an order is completely filled,

otherwise false. Value is set automatically from notifications from TWS (read and write).

TempId: Integer;

The TempId is the identity used by TWS to identify this order. See also ClientId. (read and
write).

PermId: Integer;

PermId is created by TWS, and is filled in by TIABSocket component when first discovered.
(read and write).

ClientId: Integer;

ClientId that generated this Order. If the order was made from the TWS, then ClientID is 0. If
you run Patterns, set ClientID to 1. You may open Patterns again, and create another order. In
this case, set ClientId to 2 for the second Patterns.

Filled: Integer;

Total volume of executed filled shares / contracts for this order. Updated automatically. (read
and write).

Remaining: Integer;

Remaining of open volume of shares / contracts for this order. Updated automatically. (read
and write).

FillPrice: Double;

Current fill price of executed shares. This value is the average price for all fills in this order so
far. Updated automatically. (read and write).

LatestFillQty: Integer;

The last number of filled shares / contracts when a partial fill occurs. Updated automatically.
(read and write).

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 Interactive Brokers 35

LatestFillPrice: Money;

The price of the last filled shares / contracts when a partial fill occurs. This is the price of the
portion of LatestFillQty shares / contracts. Updated automatically.

Note: API version 7.01 The TWS now sends this data. Prior versions the TWS does not send
this data - it is a calculated value from the current accumulated Price. The TWS usually only
goes to 4 decimal places, and often this isn't enough to calculate the actual price exactly of
each partial fill portion. I recommend you use some rounding on this property. (read and
write).

Account: string;

For institutional customers only. Account number / name. (read and write).

Action: TIABAction;

TIABAction = (Idle,Buy,Sell,Short,Exercise,Lapse);

Sets the action (buy, sell, short) for this order when passed to the PlaceOrder method. For
Options use the ExerciseOptions method and the action set to Exercise or Lapse. Changing
this property does not send the order. (read and write).

AuxPrice: Money;

This is the STOP price for stop-limit orders, and the offset amount for Relative orders and
Trail orders. In all other cases, specify zero. (read and write).

The auxprice is the amount by which IB substracts from the last price to get the stop price.

If lastprice changes to 52 and your aux price is set to 1.00 - then your stop price becomes 51.
If lastprice drops to 51.5 - your stop price for a sell is still 51. (51 is still higher than 50.5)
If lastprice moves up to 53 - your stop price for a sell will be 53-1 = 52. (52 is higher than 51)

The aux price does not shrink unless you change the order yourself. I.e. stop price does not
come down for a sell order, it either goes up or you get stopped out at the last stop price.
That's theory - please check it out with your paper account - I notice it sometimes doesn't
work especially when it is very volatile, in particular
for futures, the price can drop drastically - don't forget the stop becomes a market order.

Currency: string;

Specifies the currency. This field is only required when the SecurityType = stCash. Otherwise
it is ignored. (read and write).

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Exchange: string;

The order destination such as 'SMART' or 'GLOBEX'. NOTE: When you connect to TWS
using any of the API components, you must route all U.S. stock and option orders through
Smart order routing. (read and write).

Note: see also PrimaryExchange property.

Expiry: string;

The expiration date of a Future or Option.

LocalSymbol: string;

This is the local exchange symbol of the underlying asset.

OCAgroup: string;

Identifies an OCA (one cancels all) group. Set this to any unique string, and all open orders
with same value, will be tied together. (read and write).

OpenClose: string;

For institutional customers only. Specifies whether the order is an open or close order. Valid
values are 'O', 'C'. (read and write, default = 'O').

OrderRef: string;

For institutional customers only. The order reference. (read and write).

OrderOrigin: TIABOrderOrigin;

TIABOrderOrigin = (Customer,Firm,Unknown); (read and write).

OrderType: TIABOrderType;

NoChange, Market,Limit, Stop,StopLimit, Relative,VWAP, MarketClose, LimitClose,

Trail,LimitOpen, MarketOpen,OneCancelOrder, ISEBlock,PegMarket, Volume,TrailLimit,
None,
Unknown

Use NoChange for a call to ModifyOrder only. Not all order types are supported in the API as
yet.

Quantity: Integer;

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 Interactive Brokers 37

Order share / contract quantity.

Price: Money;

Order limit price. Maximum precision is 6 places. The TWS may limit this further depending
on the asset. (read and write).

Right: TIABRight;
For options.
TIABRight = (None, Put,Call).

SecurityType: TIABSecurityType;

Stock, Option,Future, Index,FutOpt, Cash,Bag, Bond

Strike: Money;
For options.

Symbol: string;
This is the symbol of the asset.

TrailStopPrice: Money;

For Trailing stop limit orders.

Use the order type of TrailLimit. When placing trailing stop limit orders, the AuxPrice
property specifies the trailing amount, and the stop price is specified as this TrailStopPrice
property.

TimeInForce: TIABTimeInForce;

Values are Day, GoodTilCancelled, ImmediateOrCancel(FillOrKill), opg(?), Good Till Date

(read and write).

Transmit: Boolean;

Specifies whether the order will be transmitted by TWS. If set to false, the order will be
created at TWS but will not be sent.

ParentId: Integer;
The order ID of the parent order, used for bracket and auto trailing stop orders.

BlockOrder: Boolean;
If set to true, specifies that the order is an ISE Block order.

SweepToFill: Boolean;
If set to true, specifies that the order is a Sweep-to-Fill order.

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Multiplier: string;

The desired futures or options contract multiplier in any API operation that involves describing
a contract. These operations are: placing orders, requesting market data, requesting market
depth, and requesting contract (instrument) specifications. An example of when this
functionality is useful is when a corporate action has resulted in more than one options
contract being traded on the same underlying, with the same right (put or call), strike, and
expiration. If a contract only trades with a single multiplier (typically 100), specifying the
multiplier is not necessary.

DisplaySize: Integer;

The publicly disclosed order size, used when placing Iceberg orders.

ShortSaleSlot: Integer;

Retail customers set to a value of 0.

Institutional (ie non-cleared) customer specify "Short Sale Slot" information when placing an
order of side "SSHORT." This information concerns the location from which shares will be
delivered, and has two parameters, "Short Sale Slot" and "Designated Location." If "Short
Sale Slot" is 1, then shares will be delivered from the customer's clearing firm, and no
"Designated Location" is specified. If "Short Sale Slot" is 2, then shares will be delivered from
a "Designated Location" clearing firm, and the value of "Designated Location" is a
comma-delimitted list of possible firms.

TriggerMethod: Integer;

Specifies how Simulated Stop, Stop-Limit and Trailing Stop orders are triggered. Valid values
are:
O - the default value. The "Money bid/ask" method will be used for orders for OTC stocks and
US options. All other orders will used the "last" method.

1 - use "Money bid/ask" method, where stop orders are triggered based on two consecutive
bid or ask prices.

2 - "last" method, where stop orders are triggered based on the last price.

3 - "Money-last" method, where stop orders are triggered based on last two prices.

ExtendedHours: Boolean;

If set to true, allows triggering of orders outside of regular trading hours. (read and write).

Hidden: Boolean;

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 Interactive Brokers 39

If set to true, the order will not be visible when viewing the market depth. This option only
applies to orders routed to the ISLAND exchange. (read and write).

ShareAllocation: string;

Specifies the number of order shares allocated to each FA managed account. The format of the
allocation string is as follows:

<account_code1>/<number_shares1>,...

For example, to allocate 20 shares of a 100 share order to account 'U101' and the other 80
shares to account 'U203', enter the following share allocation string: U101/20,U203/80

DiscretAmount: Money;
Field discretionaryAmt - unknown purpose?

FAdvGroup: string;
For Finacial Adviser accounts, otherwise a blank string '';

FAdvMethod: string;
For Finacial Adviser accounts, otherwise a blank string '';

FAdvPercentage: string;
For Finacial Adviser accounts, otherwise a blank string '';

FAdvProfile: string;
For Finacial Adviser accounts, otherwise a blank string '';

GoodAfterTime: string;

The trade's "Good After Time,"

GoodTillDate: string;

The trade's "Good Till Date,"

PrimaryExchange: string;

Specify the PrimaryExchange for Smart Routing.

You must specify the primary exchange when placing orders routed through SMART
exchange, or when making SMART market data requests. Specifying the primary exchange
allows the API to resolve routing ambiguities for example in instances when an asset trades in
the same currency on multiple exchanges (i.e. QQQ trades in US dollars on both AMEX and
NYSE). Note that the primary exchange for NASDAQ-traded products is SUPERSOES.

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DesignatedLocation: string;

Unknown... see TWS help.

OcaMethod: TIABOcaMethod;

CancelWithBlock, ReduceWithBlock, ReduceNonBlock

RegTradingHoursOnly: Boolean;

Rule80A: TIABRule80A;

Individual, Agency, AgentOtherMember, IndividualPTIA, AgencyPTIA,

AgentOtherMemberPTIA, IndividualPT, AgencyPT, AgentOtherMemberPT

OverridePercentageConstraints: Boolean;

Overrides TWS's order price percentage constraints, which are applied to orders that TWS
sees as deviating too much from the NBBO of the contract. This functionality was put into
place to work in conjunction with the fact that TWS will no longer pop up a confirmation
dialog when an API order violates the percentage constraints TWS imposes. If this is set to
false, such orders going forward will be rejected. Keep in mind that orders with prices that
severely depart from the contract's NBBO but would otherwise be filled will be rejected by
IB's servers.

SettlingFirm: string;
Pertains to institutional only.

AllOrNone: Boolean;

MinQuantity: Integer;
Minimum quantity.

PercentOffset: Money;
Pertains to relative orders only.

ETradeOnly: Boolean;

FirmQuoteOnly: Boolean;

Trade with firm quotes..?

NBBOPriceCap: Money;

Maximum SMART order distance from the NBBO

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 Interactive Brokers 41

AuctionStrategy: TIABAuctionStrategy;;

TIABAuctionStrategy = (Unset, Match, Improvement, Transparent);

StartingPrice: Money;
StockRangeUpper: Money;
StockRangeLower: Money;
Delta: Money;
StockRefPrice: Money;

The following are for BOX orders:

All volatility orders have these two parameters:

Volatility: What the price is computed from via TWS's options analytics. For VOL orders, the
limit price sent to an exchange is not editable, as it is the output of a function. Volatility is
expressed as a percentage.

VolatilityPeriod: Set to UnSet, Daily or Annual.

Dynamic volatility orders have these five additional parameters:

DeltaNeutral: Specifies whether TWS is supposed to do the corresponding delta trade upon
full or partial execution of the option order. If delta neutral is selected, market orders in the
underlier will be placed in response to executions to maintain delta-neutrality.

ContinuousUpdate: Whether TWS is supposed to update the order price as the underlier
moves. If Continuous Update is selected, the limit price sent to an exchange is modified by
TWS if the computed price of the option changes enough to warrant doing so. This is very
helpful in keeping the limit price sent to the exchange up to date as the underlier price changes.

ReferencePrice: UnSet, Average or BidOrAsk. Set to Average for Average of National Best
Bid or Ask, or set to BidOrAsk for National Best Bid when buying a call or selling a put, and
National Best Ask when selling a call or buying a put. The reference price is used to compute
the limit price sent to an exchange (whether or not Continuous Update is selected), and for
watermark price monitoring.
3.6.2.1 Combination

Create combination orders that include options, stock and futures legs (stock legs can be
included if the order is routed through SmartRouting). Although a combination/spread order is
constructed of separate legs, it is executed as a single transaction if it is routed directly to an
exchange.

For combination orders that are SmartRouted, each leg may be executed separately to ensure
best execution.

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You can create a unique combination by manually defining an order leg by leg on the Generic
tab, or create an order or group of orders with a named strategy using a template, on either the
Single or Multiple tab. Currently TWS provides templates to construct the following named
combination strategies:

Box - An order to simultaneously purchase and sell two synthetics in identical numbers at
different strike prices. For example: Buy 1 April02 95 call, Sell 1 April02 95 put, Sell 1
April02 100 call, Buy 1 April02 100 put.

Butterfly - An order to simultaneously purchase an option with one strike price, purchase an
option with a second strike price, and sell two options with a third strike price that is midway
between the prices of the first two options. The ratio for a butterfly is always 1 x 2 x 1. For
example: Buy 10 March02 95 calls, Sell 20 March02 100 calls, Buy 10 March02 105 calls.

Buy Write - An order to simultaneously purchase (sell) a stock and sell (purchase) a call
option of the same underlying. Purchase a Buy Write: Sell 1 XYZ April06 95 call, Buy 100
shares XYZ Sell a Buy Write: Buy 1 XYZ April06 95 call, Sell 100 shares XYZ

Calendar spread - An order to simultaneously purchase and sell options with different
expiration dates, where both have the same underlying, right (call or put) and strike price. This
spread is sometimes referred to as a time spread. A calendar spread whose options have
different expiration dates and different strike prices is sometimes referred to as a diagonal
spread. For example: Buy 1 June02 100 call, Sell 1 March02 100 call.

Conversion - An order to simultaneously sell (or purchase) a call option and purchase (or sell)
a put option in identical numbers where both have the same underlying, expiration date and
strike price, and purchase stock of the same underlying. Purchase a conversion: Sell 1 XYZ
April04 75 call, Buy 1 XYZ April04 75 put, Buy 100 shares XYZ Sell a conversion: Buy 1
XYZ April04 75 call, Sell 1 XYZ April04 75 put, Sell 100 shares XYZ

Delta Neutral - An order to simultaneously buy (or sell) options contracts and sell (or buy) a
delta amount of the underlying. The quoted price is the outright combo price minus the
underlying price.

Diagonal spread - An order to simultaneously purchase and sell options with different
expiration dates and different strike prices, where both have the same underlying and right (call
or put). For example: Buy 1 June03 100 call, Sell 1 Sept03 105 call.

Reversal- An order to simultaneously purchase (or sell) a call option and sell (or purchase) a
put option in identical numbers where both have the same underlying, expiration date and
strike price, and sell stock of the same underlying. Purchase a reversal: Buy 1 XYZ April04
75 call, Sell 1 XYZ April04 75 put, Sell 100 shares XYZ Sell a reversal: Sell 1 XYZ April04
75 call, Buy 1 XYZ April04 75 put, Buy 100 shares XYZ

Risk Reversal- An order to simultaneously purchase (or sell) a put option and sell (or

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 Interactive Brokers 43

purchase) a call option in identical numbers where both have the same underlying and
expiration date, but the call generally has a higher strike price. Purchase a risk reversal: Buy 1
XYZ April04 75 put, Sell 1 XYZ April04 95 call Sell a risk reversal: Sell 1 XYZ April04 75
put, Buy 1 XYZ April04 95 call

SSF/OPT - An order to simultaneously buy (or sell) one contract of a single stock future
(SSF) and buy (or sell) a stock option of the same underlying. For example: Sell 1 Oct06 60.0
call, Sell 1 Aug06 SSF.

Straddle - An order to simultaneously purchase (or sell) a call and a put in identical numbers,
where both have the same underlying, expiration date and strike price. For example: Sell 1
Dec02 90 call, Sell 1 Dec02 90 put.

Strangle - An order to simultaneously purchase a call and a put with different strike prices,
where both have the same underlying and expiration date. In the case where both the call and
the put are out of the money, this order is referred to as an inside strangle. For example: Buy
1 June02 95 put, Buy 1 June02 105 call.

Stk/Opt - An order to simultaneously purchase (or sell) one stock contract and purchase (or
sell) one options contract. For example: Sell 1 Jan07 55.0 put, Sell 100 shares of the
underlying.

Synthetic - An order to simultaneously purchase a call and sell a put in identical numbers (or
sell a call and purchase a put in identical numbers), where both have the same underlying,
expiration date and strike price. Purchase a synthetic: Buy 1 April02 100 call, Sell 1 April02
100 put. Sell a synthetic: Sell 1 April02 100 call, Buy 1 April02 100 put.

Synthetic Put - An order to simultaneously purchase (or sell) a call option and sell (or
purchase) stock where both have the same underlying. Purchase a synthetic put: Buy 1 XYZ
April03 75 call, Sell 100 shares XYZ Sell a synthetic put: Sell 1 XYZ April03 75 call, Buy
100 shares XYZ.

Synthetic Call - An order to simultaneously purchase (or sell) a put option and purchase (or
sell) stock where both have the same underlying. Purchase a synthetic call: Buy 1 XYZ
April03 75 put, Buy 100 shares XYZ Sell a synthetic put: Sell 1 XYZ April03 75 put, Sell
100 shares XYZ.

Vertical spread - An order to simultaneously purchase and sell options at different strike
prices, where both have the same underlying, right (call or put) and expiration date. This
spread is sometimes referred to as a price spread. Call vertical spread example: Buy 1 June02
100 call, Sell 1 June02 105 call. Put vertical spread example: Buy 1 March02 105 put, Sell 1
March02 95 put

For more information on combination orders and margin requirements for combination orders,
see U.S. Equity Options Margin Requirements on the IB website.

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3.6.2.2 Box

Box - An order to simultaneously purchase and sell two synthetics in identical numbers at
different strike prices. For example: Buy 1 April02 95 call, Sell 1 April02 95 put, Sell 1
April02 100 call, Buy 1 April02 100 put.

Price Improvement Auction

For options routed through BOX, you may elect to participate in the Price Improvement
Auction to better your price. You can submit nine different types of Price Improvement
Auction orders by combining one of three order types (Limit, Relative, Pegged to Stock) with
one of three Auction Strategies (Match, Improve, Transparent) described below.

To submit a Price Improvement Auction order

Create an options order routed to BOX.
In the Type field, select either LMT, REL, or PEG STK.
For Limit orders, enter the limit price in the LmtPrice field in penny increments.
For Relative orders, set a relative offset amount (in penny increments) in the AuxPrice field.

For PEG STK orders, you enter the starting price in the AuxPrice field, auction strategy in
the AucStrat field, the delta in the Delta field, the optional stock reference price in the
StockRefPrice field, the low side of the optional stock range in the StockRangeLow field, the
high side of the optional stock range in the StockRangeHigh field.

In the AucStrat field, select from one of three strategies:

Match - matches the current auction price, but will not exceed the calculated price
improvement amount.
Improve - enters a bid higher (for SELL order) or lower (for BUY order) than the current
auction price, but will not exceed the calculated price improvement amount.
Transparent - enters a price that includes the full calculated price improvement amount.

3.6.2.2.1 Fields for Box

For a Box trade, there are additional fields not present in a non-Box trade.

AuctionStrategy
StartingPrice
StockRangeUpper
StockRangeLower
Delta
StockRefPrice
Volatility
VolatilityPeriod
DeltaNeutralOrderType
DeltaNeutralAuxPrice
ContinuousUpdate

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ReferencePrice

All volatility orders have these two parameters:

1. Volatility: What the price is computed from via TWS's options analytics. For VOL orders,
the limit price sent to an exchange is not editable, as it is the output of a function. Volatility is
expressed as a percentage.

2. VolatilityPeriod: Set to UnSet, Daily or Annual.

Dynamic volatility orders have these three additional parameters:

1. DeltaNeutral: Specifies whether TWS is supposed to do the corresponding delta trade upon
full or partial execution of the option order. If delta neutral is selected, market orders in the
underlier will be placed in response to executions to maintain delta-neutrality.
2. ContinuousUpdate: Whether TWS is supposed to update the order price as the underlier
moves. If Continuous Update is selected, the limit price sent to an exchange is modified by
TWS if the computed price of the option changes enough to warrant doing so. This is very
helpful in keeping the limit price sent to the exchange up to date as the underlier price
changes.
3. ReferencePrice: UnSet, Average or BidOrAsk. Set to Average for Average of National
Best Bid or Ask, or set to BidOrAsk for National Best Bid when buying a call or selling a
put, and National Best Ask when selling a call or buying a put. The reference price is used
to compute the limit price sent to an exchange (whether or not Continuous Update is
selected), and for watermark price monitoring.

3.6.3 Stop and Limit

A Limit order is defined as an order to buy or sell a contract at a specified price or better. If an
order is submitted to buy at 9 Limit, if the price is 9 or less, it will be executed.

4 Charts
The text on the top gives the stock name, and signal.

If a dollar sign is present on the left, it means the chart contains live intraday data from the
data feed. The number after this is the military time of the last data value. Press Esc to cancel
the live data feed. This permits you to analyze the chart, using trend lines and such, without
the chart changing as data comes in.

Display One Day or 10 Days is for going back in time and running a day at a time. Go back
to some point, Display One Day. You will see the pattern at that time. Press the space bar. It
will advance one day. This permits you to imagine yourself back in time making decisions on

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trading, and will help you choose signals. These are the .sig files. We have many such files, and
may market them separately.

Price Type. The data Internet site may not always give reliable values for the tick size. For
example, look at spx.x, and you will see values like 1440. Download new data, and you may
see values like 650, with the shape of the data the same! You can manually override this, and
the new value is stored in the table. Choose Price Type, and select the correct value by
clicking. Actually, this is not important now, as price types are now decimal.

Moving average and volume. If they are checked, you will see them. The default state,
checked or not, is the value when the chart was closed.

Warning lines color. The warning lines can be red, green, or blue, black, or white. Choose
the color in Display, and then press End. This will be the default color. White means the lines
are not shown.

You have the choice of viewing data as the logarithm (log to the base 10) of the data or the
square root.

Values are given in the line below the chart, and above. E.g., M: moving average. R: RSI. r:
reference point.

For more on colors, see ThickLines1 and Coloredbars1

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Enjoy!

4.1 Moving in the chart

You move around by using the arrow keys or the mouse. Alt Left Arrow and Alt Right
Arrow move by 10 bars. Ctrl p moves to the previous pivot, and Ctrl n moves to the next
pivot. Page Up and PageDown move to different screens. End moves to the last bar, and
Home to the first. ^Home moves to the first bar on the page, and ^End to the last bar on the
page.

Display|Mouse. If this is checked, mouse movements change the select bar. Shut this off when
doing a day at a time.

Display|Move Screen. If this is checked, the entire screen moves (pans) as the selection
changes.

Moving to the left end of the screen is special if Move Screen is not checked. Left arrow will
pan the screen 10 bars as it moves over one. Alt Left arrow pans the screen half.

You can move to any bar by using the mouse; however, due to the calculations behind the
screen drawing, sometimes the response is slow, resulting with the selection bar not being
exactly where the mouse is. You can stop this by unchecking Display|Mouse. Unchecking it
means the cursor will not move when the mouse moves. Useful if you want to save the screen
as a pdf file.

You can also select a date by GoTo|Calendar. There are two choices: One is a monthly
calendar, that you choose the date by moving the arrows (Combo Box), and the other is one
where you merely type in the date. This latter is good if you want to select a date a few years
ago.

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4.2 Day at a time

Run a day at a time from the cursor. This permits you to go back in time and to view the
pivots and lines at that date. Press space to advance to see how the lines change, and when
signals were made.

4.3 Pdf files

Creating a pdf file. It is easy to create a pdf file from the chart. Pdf files are great! Small in
size, easy to view (you can zoom if you wish), easy to ship. Make pdf files of charts for your
own use, to keep track of your thoughts. Make pdf files to share your ideas with others.

Make PDF Filescreates the pdf file in memory. Pdf|Save As saves the pdf file on the hard disk.
If the file exists, it will be appended. Save does the same thing, but does not bring up the save
dialog. This is useful if you want to add a lot of charts to the file, for it saves to the previous
saved file. However, if Adobe Acrobat has the file opened, then patterns will not add to the
file. Be sure to close Acrobat!

This works only if Misc|Smooth Chart on the main form is not checked!

The chart appears, with three lines below. (I do not know how to put the text above the
chart!). The first line is the date and time. The next line is the contract. The third line is the
signal information that appears on the top of the chart.

You can add any text you wish. Before pressing Save (or SaveAs), open any word processor,
such as Microsoft Word. Select the desired text, and Edit |Copy (Control + C). Immediately
press the save button. You text will appear below the three lines. This is easy to do, but tricky.
First make the pdf file, and then select and cut the text, and immediately save the pdf file.

You can create a pdf file in one step by pressing Pdf|Save As or Pdf|Save,without first
pressing Pdf|Make pdf. This will create the pdf file. The drawback is that you cannot add
text. To add text, first make pdf, the open Word, select and copy, then Save As or Save.

4.4 Trend Lines

Trend lines. First select the type of trend: Trend line (line between two points), ML line, RL
line, or the shifted lines: SH and RL+. To draw a trend line, you need define two or more
points. Go to the first, using the mouse or cursor, and hit one of the five keys: OHLCM. It will
choose the Open if you hit O, Close if you hit C, and Moving average if you hit M. Move to
the second point, and again hit one of the five keys. The trend line will be drawn, and the lines
will become thin (normal) again. While drawing the trend lines, the lines become thick to make
the choices better. For ML and RL lines, you have to choose 3 points. Shift lines are possible.
Draw a ML, then select Shift ML, and select the last point. Same for RL+, to get additional
parallels.

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When drawing trend lines, press the Clear button to cancel the lines. The signal lines, from the
.sig file, will remain visible.

Trend lines are saved on the hard disk by stock name. Restore trends will restore lines that
were saved. You have the option of restoring the lines based upon pivot count rather than date
and time.

You have the option of saving lines in location A or B by pressing Save A or Save B. To
recall, press Add A or Add B. This will add the lines to the chart.

You draw a trend line. The line is automatically saved in the database. Change number of
pivots, time frame (D to W, etc.), and it will redraw the lines. If a point is H or L, and it goes
down in time (lines drawn in W restored in D), it will look for the highest point in the week (or
month, if you started with M).

Trend lines can span screens.

Save trends in A or B. Add A adds the trend lines in A to the existing lines on the screen, and
so acts like a restore.

Clear (Alt L) clears the trend lines. No trends removes the signal lines as well.

Once trend lines are drawn, either manually, Restoring, or Add A, Add B, the next screen
change automatically calls restore. E.g., you have a ML signal, and pull up a chart. Change
number of points or time frame. Fine. However, once you restore trends, you will see the ML
signal line along with the restored trends. Now change number of points or time frame. Both
the ML line and the restored trend lines will be drawn.

See an image of trend lines at Trend Lines 123

Trend lines can be deleted.

When a trend line is drawn, the line is extended into the future 10 bars, with circles at each bar.
Double click on each bar to see the extrapolated value.

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4.5 Weekly
A stock can be viewed as weekly, monthly, or whatever.

E.g., select IBM 1. You now see minute bars. You can press 60 to see hourly bars. You can
also see 130 minute bars.

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The default is the file type. For min = -1 (csi files, see Data 7 ) or min = 0, the default is daily.
For min = 1, the default is 1 min.

A signal may contain a time. E.g., one may have a weekly signal. In this case, the default is the
signal time.

Note that in the above example weekly is disabled. This is because there are not enough bars
to show a chart. The minimum is 40. It may be necessary to read more bars (see Bars Back)

4.6 Colored Lines

In order to see the lines in color, they must be made thick.
4.7 Curves
You may view many curves on the chart. Under the menu item Misc you can choose various
items:

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You may choose to see Moving Average, Momentum, OBV, Volatility, Volume. If you run a
Historical Test, you may view a Histogram of the results. The values for each bar are displayed
on the very top of the chart:

In addition, you will see curves. If you choose many items, all the curves on the chart will
clutter the screen. In order to reduce this clutter, you may select which curves you wish to see:

This selection affects only the curves. Even if you do not select any curves, you will see the
values in the top.

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5 Contracts Table
This form displays the database tables for the stocks.

There are three tables here. The first is the contracts table. This is a list of contracts, along
with directory and other parameters. The second is the signal table. It shows the contract
name, signal name, and the different days it was made. The third is the signal_list table. It
gives a list of signals.

To find a stock, type in the name in the search bar. E.g, to find SUN, type in

In this case, SU was enough. This search bar automatically makes the letters capitals.

Here is how a certain stock would look. For example, INDU. We can look at a list of stocks
in rows, or we can have a full screen with one stock. Press R in the upper left hand corner to
see the Record View. This gives the name (INDU in this case), the values of the volume and
close, and the Last Close Date, the date of this value.

Lower down there are two more dates: First Date, and Last Date. These are the dates of the
beginning and end of the data file. In this case, there are over 8 years of data.

The tags are the filters.

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5.1 Adding stocks

Adding stocks

If you are connected to MyTrack or Quote, and wish to add stocks, press the + button.

Type in the symbol name. This is case insensitive. E.g., type in "ibm". The program will then
verify that IBM is a valid symbol. If so, it will add a new record.

You will then be prompted for an additional symbol. Continue adding symbols. Stop by
pressing Cancel.

You may select an Exchange 86 .

If you wish to add csi data, you need to secify the directory where the data is located. If the
data is csv ascii data, csv must be checked:

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You then press Contracts in the above directory. You will be prompted for a directory. When
you select the directory, all the dta files (or csv) in the directory will be added to the database.

If you press Directories, then it will act the same as pressing Contracts, but all the files in all
directories in the selected directory and below will be added.

You now have the option of using csv files as data files directly. Press Use csv. With this
option, san files are not created. The advantage of using san files is the option of having the
files updated. With this option, the files are not updated. Furthermore, you will not be able to
change the time frame (hourly, weekly, etc.). Instead, the files are read as they are.
5.2 Spreads
To view the chart of a spread, you must first view the chart of the first contract.

Then enter the value of the spread.

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Then view the second chart. The spread chart will come up. You will see it like this:

This is the spread AC + 1.0+78.48::BORL.

What this means is this. The first stock is AC. We subtract 1.0 times each value of BORL. The
program requires positive value for all calculations, and so 78.48 was added to each value.
There will be a value of 0.01 somewhere. In this example, it occurs on 1/2/1992.
5.3 Filters
You select a filter as you wish. Press Cancel to cancel the filter. E.g., you want to see stocks
beginning with SP9. Press Filter|Letter. Then press Use|Use Filter to see the stocks SP92,
SP98, etc. Press Use|Use All to see everything.

If you want to cancel the letter filter, choose Filter|Letter. Press Cancel.

If you just want to look at SP98, it is faster not to set a filter, but to search for in the
incremental search. Type the letters in the little box, the search box, which is at the top of the
database file, and for each letter you type, the data will move to those files. E.g., type S, and
you will see SA, etc. Type P, so that SP is in the box. You will see SP89, etc. Now type 9 to
see SP9. The filter is good if you are going to do a run, for then it is quicker.

The filters remain in the ini file. To cancel the directory from the ini file, press
Filter|No Directory Filter.

After a run test, the filter will be those that have the output tagged. I.e., after the run, you will
see only those that passed the test. To see all of them, click again Output tag number to clear
this tag. You will then return to the original filter.

If you set a bookmark, and then a filter, you will receive an error message if you attempt to go
to a bookmark that is not visible (filtered out).

One important use of filters is in data collection. There are three phases to data collection:

1. Adding records to the database. The database contains the list of stocks you wish to
examine. You may add records manually, from a sym file, or from a csi directory.

2. Setting the filter. You must decide if you are interested in 60 minute data, daily data, or
whatever.

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3. Importing the data. With quote.com or MyTrack, this means downloading the data. With
Stock Selector, it means having Stock Selector download the data into files, which is then read
by Patterns.

Filters are saved in the ini file, so that the next time you open ContractsTable, the default is
what you selected last. There are two cases: One is when you are connected on-line, and the
other is when you are not connected. Each case is saved differently. In addition, the on-line
filter always has minutes >= 0. When on-line, you cannot see the csi data.

When on line, and you change the filter, the program saves the data and then refreshes the grid
using the new filter.

The assumption is that when on line there are a small number of stocks that you are watching
(e.g., 100). If you put in 2000
stocks, it will take a few minutes to load up the memory database. That's why you want to set
the tags so that when you are on line not too many stocks come up.

5.3.1 Tags
Press Tags to select a filter based upon tags. This is useful if, e.g., you are looking at a group
of stocks for an account. Set tag 1 for the stocks in this account, and set the filter to tag 1.
You will then see only the stocks in the account.

In the above example, the table was filtered on both tag1 OR tag2. The OR filter means, in this
example, that the visible records have either tag1 or tag2 set.

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Press Clear to clear the tag numbers. Press Clr Table to clear the tags from the entire database.
If you wish to clear the tags from the filtered database, press the last menu item: Clr Tbl Filter.

When you do a run history, and choose one of the items from Output, the stocks that passed
the test will have an item tagged with this item.

When you add stocks, you can have one tag automatically set by choosing an item by
choosing Ntag:

5.3.2 Filter
In addition to choosing filters based upon tags, you may choose any other types of filtes:

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You may choose a directory. Only stocks with the data in the given directory will be visible. If
you want to include subdirectories, press the next item: Sub Filter Dir.

Press Letter if you want to choose stocks which begin with a certain letter. If you want to use
an OR filter, press Letter OR. You can now choose the first letters. This permits you to filter
on, e.g., stocks beginning with an E and a M.

Press Volume to choose a minimum volume. You will see stocks with either no volume
defined, or volume larger than the given volume.

Press Close to choose a minimum close value. You will see stocks with either no close value
defined, or close larger or equal to this close value.

To cancel out the volume or directory filter, press the next two items, No Volume or No Dir
Filter.

Press Not Enough to filter out stocks with not enough data to evaluate the pivots. Press Not
Enough Only to see only the stocks with not enough data. Both of these are toggles. Press it
again, and it is cancelled.

You can set the filter to hide csv files, or to show only csv files. You can view only csv daily,
or csv 130 minute, or csv 65 minute files, or dta files, or MyTrack files. MyTrack files are

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either daily or Intraday.

5.3.3 CSV filters

The program can read csv files. There are various types: Daily, 130 minute, or 65 minute files.

Press CSV 130 to see only the 130 minute files. Likewise for CSV Daily or CSV 65. Press No
CSV to see files that are not csv files. This is a toggle, and so press it again, to cancel. To see
only csv files, press CSV only.

CSV Daily or Daily will show daily files, either csv or not.
5.4 San files
San files are files on the hard disk which contain the stock data. You can collect data, save the
files, and then view and analyze them off line later.

Press the + button (See Adding stocks 54 ) while connected to MyTrack or Quote. Enter a
stock symbol (e.g., ibm or IBM). It is not case sensitive. The program will verify that the
symbol is valid, and then add a record to the table. If NTag is set for anything but 0, the new
record will have the tag selected. You will then be prompted for another stock. Cancel when
you have entered enough stocks. This merely adds records. You will then have to actually get
the data, as shown below.

If you have csi files, and wish to create san files so that MyTrack can collect, then
ConvertDta1. This will convert the dta files to a file which can be read only by this application.
The extension is san. The program then goes to the site and downloads the latest data,
overwriting relevant parts of the dta data. The advantage of dta data is the fact that it extends
back earlier in time.

The san files are put into the directory \pivots\Quote\A, for stocks beginning with $ or A, in B
for stocks beginning with B, etc.

You may wish to create csv files from the data files so that other programs can read the files.
Press Create ascii files. Before you press this, you must have the filter set for Intraday or Daily
Filter, so that you see only the daily or intraday files. A directory selector will pop up. Choose
the directory where the files are to go to. A subdirectory of this directory will be created. The
subdirectory is named Daily or Intraday, depending on the filter you choose. The files are put
there.

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In addition, there are menu items for adding data from Stock Selector:

ManualAdd1 Manually add stock symbols

ManualSym1 Use a sym file for manual add. This permits you to add thousands of symbols
easily.
Createcsv1 Create csv files for Stock Updater. This creates a list from the filtered database
which is then imported into Stock Updater, which uses this list to select which stocks to
download. Normally this is done just one time.
Loadcsv1 Loads csv files from Stock Updater into san files. This is normally done daily
after market close.

5.5 Real Time Data Collection

There are several items you need to be aware of when collecting real time data.

The program proceeds in two phases. First it reads the list of stocks (if sanfiles1 was selected),
or looks at the single stock( if One1) is selected. It puts requests to MyTrack for the stock.
This request contains the desired amount of data, as specified in Bars1. When the data is
collected, it puts in a request for real time updates, and writes the data to the disk as san files.
The updates are polled every 10 milliseconds, and writes the new information on the screen
once a second. The reason it writes only once a second, and not more frequently, is because
otherwise the computer would not be responsive to mouse and keyboard clicks.

However, even once a second could be somewhat disturbing. During off market hours, there is
no need for this. Uncheck Intraday.

If you wish to collect data to build up san files, it is important to be sure that Intraday is not
checked. It will make the data collection and saving faster.
5.6 Daily Data
You may collect daily data via MyTrack. Or you may purchase csi or metastock data, and put
the files on the hard disk.

5.7 Sectors
You may create files which represent the average values of stock belonging to sectors. A stock
may belong to up to three sectors (groups). Each sector is defined by two letters. Add the
letters to the fields gp1, gp2, gp3.

The menu item Contracts | Group creates the sector files, by reading the data and averaging.
The new file is added as a stock with name beginning with !, followed by the two letter sector
name.

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This permits you to do test runs over sectors. It permits you to view charts of sectors.

5.8 Signals
You can choose signals by going into the Signal List menu option.

If you press View, you will see a grid. The arrows permit you to navigate through the grid.
Press DateChose, and you will see items sorted by the date you chose the signal, last first. You
may add comments. Double click and this will be the signal used. If you press Signal, then the
file selector will come up permitting you to choose a signal. Next time, you can pick this same
signal by using the grid (pressing View).

Press x to close this grid, and do nothing.

5.9 StockUpdater
It is necessary to run the program StockUpdater. This can be found at
http://lightning.prohosting.com/~darrend.

Contact:
Darren Dzikowski
184 Douglas Glen Heath SE
Calgary, Alberta, Canada
T2Z 2N1
email: [email protected]

Stock Updater downloads historical stock data from the Yahoo! Finance™ and Wall Street

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City™ websites based on a list of stock symbols and a date range provided by you, the user.
However, for this program, you must use only Yahoo! Finance.

You need to create a list of stocks for StockUpdater. First you need to add records to the
table. Go to the menu Add|Manual Add to add a single stock, or to Add|Manual Sym to add a
list of stocks from a .sym file. This updates the contracts table.

The next step is to create a file for StockUpdater. Choose a filter, being sure that minutes is 0,
for StockUpdater works only with daily files. Create csv will then create a csv file for
StockUpdater. Run StockUpdater, and press ImportList. This imports the csv file into
StockUpdater.

You may run StockUpdater daily. Choose a download directory. Choose end date as today,
and start date a few days ago. When StockUpdater finishes, go back to Patterns, and press
Add|Load csv. This loads the files created by StockUpdater into san files. You may now view
charts of the updated san files. The new data updates the previous data.

Be sure you use the registered version of StockUpdater, as the shareware version does not
have the functionality required by Patterns.

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5.10 Run Test

Historical tests

One of the powerful features of this program is the ability to run historical tests using various
signals over the stock database, and to pick out signals that made money. One enters a signal
from the signal list, selects a list of stocks by choosing the filter, and use run test. Stocks that
passed the test get tagged. We can then view a chart of the stocks and see which days the
signal was first made.

To run historical tests, choose Add Hist Signals if you wish to view the various places the

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signals were made. Press Test Signals to run the test. If you wish to create an Excel file of the
results, check Run csv.

After running a test with add history, Add Hist Signals, data is put into the stock table.

To pull up this table:

You will see the stock signal table. This is the table on the right. In the example, IBM was
chosen, and there is a #ML signal on 12/6/2001.

Press the C to pull up the chart. To see the signal, select Coloredbars1 in the chart.

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This is what it looks like. The fuchsia bar is the signal. The green bar is a major.

5.11 Tables
We can add csi data (.dta) files by using the menu option Add|Contracts or Add|Directories.
The first adds all the contracts to the table. The second adds all contracts in the chosen
directory, and all directories below. If we choose a tag number in Output, the contracts will be
given the tag number.

After we run, the contracts table is updated. Click on the maroon X in the upper left corner to
see the details of a given contract. The signal table is filtered to show only one contract. You
can move down the contracts table, click on the maroon X, and see the signals of the contract.

You can run Patterns again, while one copy is running, if you merely want to view these
tables.

For the contracts table, click on C to pull up a chart. The various numbers (1..6,a..c) are tags,
which can be used for filters. 8 and 9 are NOT filters. If these are checked, then the filter will

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be those which do not have the property. The letter Q stands for Quote. These contracts are
found by using Quote or MyTrack data, not by opening a file on the hard disk.

There is a special filter L, which is a tag. This is to mark which stocks you are long in.

After a run, you will see only those that passed the test. To see the others, using the same
filter, click on Output, unchecking the filter output. Then Use Filter, in order to be able to use
C to pull up a chart.

Note: If you set a bookmark on a record, and then this record is filtered out, you cannot go
to the record.

To use the signal list, go to Signal List|View. Here you can add signals. The signals will run
from the signal directory specified in the main form. Check the Use box for the signals you
desire. Put in the tags you desire. When the signal is made, this tag will be set. You can add
signals from this list. Or you can go to Signal List|Add and choose a signal to add to the table.
When a run is done, the date time is updated. If Update is checked, you can check or uncheck
the Use field as you desire. If Update is not checked, then clicking on Use will simply load the
signal into memory.

Remember that run signals will change the tags, and your filter will be changed.

6 Symbols
6.1 Symbols
This is the MyTrack symbol guide.
6.1.1 Stocks -- Non-Nasdaq
Stocks — Non-Nasdaq
Common stocks listed on US exchanges* are 1, 2 or 3 alpha characters in length; stocks
other than common issues begin with 1-3 alpha chars and may be followed by a special
characters delimiter, e.g. a period or apostrophe and/or alpha characters according to the
syntax listed below. Common stocks listed on US exchanges (NYSE, AMEX) are1, 2, 3
characters (DELL, DIS, ADR).
Stocks other than common issues begin with 1-3 characters, they may be followed by a special
character delimiter,……

Common = Root symbol only

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Examples: T for AT & T common

GM for General Motors common
IBM for Int'l. Business Machines Common

Common w/Class = Root symbol followed by 'n, where n designates the class of the issue
Example: GM'B for GM common class B

Preferred = Root symbol followed by a period (.)

Example: GM. for GM straight preferred

Preferred w/Class = Root symbol followed by .n, where n designates the class of the issue
Example: GM.A for GM preferred class A

Warrants = Root symbol followed by an apostrophe (')

Example: GM' for GM warrants

Warrants w/Class = Root symbol followed by ''n, where n designates the class of the issue
Example: GM''A for GM warrants class A

When Distributed = Root symbol followed by 'D

Example: GM'D for GM when distributed

When Issued (Initial Public Offering) = Root symbol followed by 'I

Example: GM'I for GM when issued

Rights = Root symbol followed by 'R

Example: GM'R for GM rights

When Issued Rights = Root symbol followed by 'IR

Example: GM'IR for GM when-issued rights

Units = Root symbol followed by 'U

Example: GM'U for GM units

6.1.2 Options on Non-Nasdaq Stocks

Options on Non-Nasdaq Stocks

Options whose underlying stocks are listed on exchanges OTHER than Nasdaq use the
common stock symbol followed by a space and 2 alpha chars. The first alpha char represents
the month code (i.e. the month in which the option expires); the second alpha char represents
the strike price code. Month code and strike code tables are found beneath the examples
which follow:

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Symbol for an IBM July 95 call option: IBM GS

Where G represents July calls
Where S represents a strike of 95

Symbol for a GM August 55 put option: GM TK

Where T represents August puts
Where K represents a strike of 55

Symbol for a CPQ October 135 call option: CPQ JD

Where J represents October calls
Where G represents a strike of 135

Call Put Strike

Code Code Code Strike

A January M A 05
B FebruaryN B 10
C March O C 15
D April P D 20
E May Q E 25
F June R F 30
G July S G 35
H August T H 40
I September U I 45
J October V J 50
K November W K 55
L December X L 60
M 65
N 70
O 75
P 80
Q 85
R 90
S 95
T 100

Exception: The option's root symbol may not match the stock symbol; where many options
are listed under a given root symbol, the exchange may designate one or more additional root
symbols (called 'dummy' or 'extension' symbols) to accommodate the limitations of the first
symbol. This eliminates any duplication, e.g. if an IBM April 50 and April 150 strike were to
be listed, each would use IBM DJ; the exchange might choose to use IBM DJ for the 50 strike
and IBZ DJ for the 150 strike.

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6.1.3 Stocks -- Nasdaq

Stocks — Nasdaq

NASDAQ Symbols do not follow the above stated. Symbols are instead 4 or 5 alpha
characters in length; the 5th character (if any) denotes security types described in the chart
below. For instance NASDAQ symbol TICOU represents Trinity Enterprises Corp Units
because the 5th char 'U' is used by NASDAQ to identify 'Units' issues.

Below are NASDAQ's fifth alpha chars and a description of what each represents:

A = Class A
B = Class B
C = Issuer Qualifications Exception*
D = New
E = Delinquent in Filings**
F = Foreign
G = First Cv. Bond
H = Second Cv. Bond, same company
I = Third Cv. Bond, same company
J = Voting
K = Non-Voting
L = Miscellaneous situations, such as certificates of participation, foreign preferred,
preferred when-issued
M = Fourth preferred, same company
N = Third preferred, same company
O = Second preferred, same company
P = First preferred, same company
Q = Bankruptcy***
R = Rights
S = Shares of Beneficial interest
T = With warrants or with rights
U = Units
V = When issued and when distributed
W = Warrants
Y = ADR (American Depository Receipts
Z = Miscellaneous situations such as: certificates of participation, stubs,foreign preferred
when issued

* The letter 'C' indicates that the issuer has been granted a continuance in NASDAQ
under an exception to the qualification standards for a limited period.
** The letter 'E' indicates that the Association has determined that the issuer is
delinquent in its required filings with the SEC.
*** The letter 'Q indicates that the issuer is involved in bankruptcy proceedings.

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6.1.4 Options on NASDAQ Stocks

Options on NASDAQ Stocks

Options whose underlying stocks are listed on NASDAQ do not employ the common stock
symbol in the root of the option symbol. Exchange rules dictate that all options on stocks
must use no more than 1-3 alpha chars. Because NASDAQ stock symbols are 4 or 5 chars in
length, exchanges listing options on NASDAQ stocks choose a 3-char 'dummy' stock symbol
as the root of the option symbol. The 'dummy' stock symbol is followed by a space and 2
alpha chars in the same way described in #3 above (Options on Non-Nasdaq Stocks).
Examples are as follows:

Symbol for a MSFT December 105 put option: MSQ ZA

Where Z represents December puts
Where A represents a strike of 105

Symbol for an AAPL March 50 call option: AAQ CJ

Where C represents March calls
Where J represents a strike of 50

6.1.5 Specific Exchange Option Creation

Specific Exchange Option Creation

To receive updating quotes on an option trading on a secondary exchange, simply type in

the symbol based on the following code: Symbol+=+Exchange Code+Space+Opra code

For example: XRN=X HG

6.1.6 Futures Symbol Guide

MyTrack future symbols are comprised of 3 parts. The first is the alpha
symbol (listed below), followed by a grav (located to the left of the
number 1 key `), then the alpha month code.

For example: US`U is September CBT 30yr Tbonds

SP`Z is December CME S&P 500
C`H is March CBT Corn

Month Codes

Code Month Code Month

F January N July
G February Q August
H March U September
J April V October
K May X November

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M June Z December

2 year out Month Codes

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
D E I L O P T R B C W Y

AGRICULTURAL FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol Product Exchange

NZ Anhydrous Ammonia CBT
QI Barley LIFFE/FOX
B Barley WGE
FG Barley (Canadian) MGE
BM Boneless Beef CME
TR Beef Trimmings CME
BU Butter CME
UT Butter CSCE
WR Canola (Rapeseed) WGE
FC Cattle (Feeder) CME
LA Cattle (Short Dated Option) CME
LC Cattle (Live) CME
XL Cattle (Live) MACE
CZ Cattle (Stocker) CME
EZ Cheddar Cheese CSCE
CS Cheddar Cheese CME
CO Cocoa CSCE
QC Cocoa LIFFE/FOX
CC Coffee CSCE
KB Coffee (Brazil Diff.) CSCE
CF Coffee (Robusta) LIFFE/FOX
PF Coffee (Robusta) MATIF
C Corn CBT
XC Corn MACE
YG Corn Crop Yield - Illinois CBT
YH Corn Crop Yield - Indiana CBT
CY Corn Crop Yield - Iowa CBT
YI Corn Crop Yield - Nebraska CBT
YK Corn Crop Yield - Ohio CBT
YC Corn Crop Yield - U.S. CBT
CT Cotton NYCE
DY Dry Whey CME
VO Edible Oils Index (FOSFA) CBT
FZ Fertilizer (DAP) CBT
F Flaxseed WGE
LH Hogs, Lean CME
XH Hogs, Live MACE
LB Lumber CME
MJ Milk (BFP) CSCE
VA Milk (BFP) CME
MQ Milk (BFP) Mini Options CME
VD Milk, Fluid CSCE
VM Milk, Nonfat Dry CSCE
NF Milk, Nonfat Dry CME
O Oats CBT
XO Oats MACE
MO Oats MGE
OW Oats WGE
OJ Orange Juice NYCE

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OB Oriented Strand Board CME

QP Pigs, Live LIFFE/FOX
FB Pork Bellies (Fresh) CME
PB Pork Bellies (Frozen) CME
PC Pork Cut Outs CME
QX Potatoes LIFFE/FOX
PT Potatoes NYCE
PP Potatoes MATIF
PG Rapeseed DM MATIF
PH Rapeseed USD MATIF
PI Rapeseed FF MATIF
NR Rice, Rough CBT
WY Rye WGE
BT Shrimp, Black Tiger MGE
SH Shrimp, White MGE
S Soybeans CBT
XS Soybeans MACE
SM Soybean Meal CBT
XE Soybean Meal MACE
BO Soybean Oil CBT
XR Soybean Oil MACE
SU Sugar (#11) CSCE
SE Sugar (#14) CSCE
WS Sugar, White CSCE
QW Sugar, White (#5) LIFFE/FOX
PX Sugar ($ Priced) MATIF
PY Sugar (Fr.Franc Priced) MATIF
QK Wheat LIFFE/FOX
W Wheat CBT
KW Wheat KCBT
XW Wheat MACE
EW Wheat (Milling BL2 Fr Francs) MATIF
MW Wheat MGE
NW Wheat (White) MGE
DW Wheat (Durham) MGE
WH Wheat WCE

A/C/E SYMBOLS (track data symbols)

CORN ZG
OATS ZO
ROUGH RICE ZI
SOYBEAN MEAL ZM
SOYBEAN OIL ZL
SOYBEANS ZV
WHEAT ZW

INDEX FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol Product Exchange

QO Baltic Freight LIFFE/FOX

QA Bankruptcy Index Type A CME
QB Bankruptcy Index CME
MI CAC 40 (1 Euro) MATIF
MC CAC 40 (10 Euro) MATIF
MG CAC 40 (Odd Lot Temp) MATIF
CR Commodity Research NYFE
AM DAX MidCap DTB

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AX DAX DTB
DJ Dow Jones Industrial Average CBT
DA Dow Jones Utilities CBT
DT Dow Jones Transportation CBT
DC Dow Jones Composite CBT
FE Dow Jones Euro STOXX 50 Index DTB
FS Dow Jones STOXX 50 Index DTB
EI Dutch Stock EOE
EF Dutch Top 5 EOE
DS Emerging Markets Debt Index NYCE
ET FT-SE EuroTop 100 Index LIFFE
ER FT-SE EuroTop 100 Index COMEX
FT FT-SE EuroTop 100 Index EOE
LY FT-SE MID 250 LIFFE
LZ FT-SE 100 LIFFE
GX Goldman-Sachs CME
HK MSCI Hong Kong Index SIMEX
IX IBEX 35 Plus MEFF
PM IPC Stock Index CME
BC Major Market CME
MA Dow Jones Malaysia Stock Index SIMEX
QU Municipal Bond CBT
ND Nasdaq 100 CME
NK NIKKEI 225 CME
ON NIKKEI 225 OSAKA
SN NIKKEI 225 SIMEX
OT NIKKEI 300 OSAKA
ST NIKKEI 300 SIMEX
NY NYSE Composite NYFE
YS NYSE Composite (Small) NYFE
LN NYSE Composite(Large) NYFE
TK PSE Technology Index NYFE
RU Russell 2000 CME
ZU Russell 1000 CME
MD S&P 400 Midcaps CME
SP S&P 500 CME
SG S&P 500/BARRA Growth CME
VS S&P 500/BARRA Value CME
ES S&P 500 (Mini - Globex Only) CME
EQ S&P 500 (Mini - Backup Ticker) CME
ZX SMI SOFFEX
SI MSCI Singapore Stock Index SIMEX
TN MSCI Taiwan Stock Index SIMEX
HK MSCI Hong Kong Stock Index SIMEX
TL Dow Jones Thailand Stock Index SIMEX
TX TOPIX TSE
TF Toronto 35 TOR
TG Toronto 100 TOR
DX U.S. Dollar NYCE/FINEX
DL U.S. Dollar (Large Lots) NYCE/FINEX
VL Valueline KCBT
MV Valueline (Mini) KCBT

ENERGY FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol Product Exchange

HC Crack Spreads(Heat Oil/Crude) NYMEX

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UC Crack Spreads(Unl. Gas/Crude) NYMEX

CL Crude Oil NYMEX
LO Crude Oil (Brent) IPE
SO Crude Oil (Brent) SIMEX
SC Crude Oil (Sour) NYMEX
BV Electricity (TVA Hub) CBT
BZ Electricity (Cmnwlth Edison) CBT
BG Electricity (MAPP) On Peak MGE
BH Electricity (MAPP) Off Peak MGE
CW Electricity-COB (Cal/Ore Border) NYMEX
KV Electricity - Palo Verde NYMEX
CN Electricity - Eastern Cinergy NYMEX
NT Electricity - Eastern Entergy NYMEX
IS Fuel Oil (Hi-Sulphur) SIMEX
FU Gas (Unleaded) FOX
QL Gas (Unleaded) NYMEX
GU Gas (Unleaded, Gulf Coast) NYMEX
QS Gas Oil IPE
HO Heating Oil NYMEX
NC Natural Gas (Alberta) NYMEX
NG Natural Gas NYMEX
NP Natural Gas (Permian Basin) NYMEX
KG Natural Gas (Western) KCBT
LI Propane (Liquid) NYMEX

Weather futures

KA Atlanta CME
KH Chicago CME
KD Cincinnati CME
KN New York CME

SPANISH FUTURES

DG GERMAN DIFF
DV SPANISH GVT BOND
HF MIBOR 90 PLUS INDEX
HG MIBOR 360 PLUS INDEX
HL 3 YEAR GVT BOND

SWEDISH FUTURES

OX OMX INDEX

SWISS FUTURES

ZC GOVT BOND (CONF)

ZI GOVT BOND (COMI)
ZX SMI INDEX

UK FUTURES

CF COFFEE ROBUSTA
DB GERMAN BUND
EC 3 MONTH EURO

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EM 3 MONTH EUROMARK
ET FTSE EUROTOP 100
EV EUROMARK MID CURVE
EX 3 MONTH EURO MID CURVE
LF 5 YEAR GILT
LG LONG GILT
LJ JAPANESE GVT BOND
LK 1 MONTH EUROMARK
LL BOBL
LO BRENT CRUDE
LS EUROSWISS
LU EUROYEN
LV EUROLIRA
LX EUROLIRA MID CURVE
LY FTSE 250 INDEX
LZ FTSE 100 INDEX
QC COCOA
QI BARLEY
QK WHEAT
QW WHITE SUGAR
QX POTATO
QO BIFFEX
QS GASOIL
SS SHORT STERLING
SX SHORT STERLING MID CURVE
UI ITALIAN GOVT BOND (BTP)
6.1.6.1 BOND & NOTE FUTURES / OPTIONS SYMBOL DIRECTORY

BOND & NOTE FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol Product Exchange

CH Bond (Canadian - 5yr) MON
CG Bond (Canadian - 10yr) MON
EO Bond (Dutch) EOE
MN Bond (French - O.A.T.) MATIF
LJ Bond (Japanese Govt.) LIFFE
JB Bond (Japanese Govt.SIMEX) CME
SB Bond (Japanese Govt.) SIMEX
JT Bond (Japanese Govt.) TSE
VJ Bond (Japanese Govt. - 20yr) TSE
DO Bond (Spanish Govt. - 10yr) MEFF
DU Bond (Spanish GOvt. - 30yr) MEFF
DV Bond (Spanish Govt. - 5yr) MEFF
IO Bond (Spanish 10 Yr Euro) MEFF
IU Bond (Spanish 30 Yr Euro) MEFF
IV Bond (Spanish 5 Yr Euro) MEFF
LD Bond (LIBOR 10 Yr DM den.) LIFFE
LM Bond (LIBOR 5 Yr DM den.) LIFFE
LQ Bond (EURIBOR 5YR EURO den.) LIFFE
LP Bond (EURIBOR 10YR EURO den.) LIFFE
UB Bond (U.S.) LIFFE
VU Bond (U.S.) TSE
AT Brady Bond - Argentina `FRB' CME
AR Brady Bond - Argentina `PAR' CME
BF Brady Bond - Brazil `C' CME

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BE Brady Bond - Brazil `EI' CME

MZ Brady Bond - Mexico `PAR' CME

BD Bund (German - Medium Term) DTB

DT Bund (German) DTB
DB Bund (German) LIFFE
DF Bund (German) Euro DTB
DG BOBL (German) Euro DTB
DH Schatz (German) Euro DTB
DL BUXL ( German) Euro DTB
DQ Pfandbrief (German) DTB
DR Pfandbrief (German) Euro DTB
ZC CONF (Swiss Long-Term Bond) SOFFEX
EA E-Bond MATIF

EE Euro Bund LIFFE

EH Euro Italian Bond (BTP) LIFFE
MN Notational Bond MATIF
MF 5 YR Bond MATIF
MU Europe All Sovereigns (Euro) MATIF
EL Notational Euro Conversion MATIF
EN 5 Yr Euro Conversion MATIF
GL Long Term Gilt MATIF
GM Mediam Term Gilt MATIF
LF Gilt (5Yr) LIFFE

LG Gilt (20Yr) LIFFE

TS Mexican Cetes CME
BS Schatz (German) DTB
Treasury Bill - 1 Year CME
TB Treasury Bill - 13 Week CME
XT Treasury Bills MACE
XB Treasury Bond (US 30yr) MACE
IB Treasury Bond (US 30yr Indexed) CBT
US Treasury Bond (US 30yr Price) CBT
AB Treasury Bond (Project A) CBT
ZB Treasury Bond (15 Yr +) CFFE

NU Treasury Note (US 2yr Cash) CBT

TU Treasury Note (US 2yr Price) CBT
AZ Treasury Note (Project A) CBT
TW Treasury Note (US 2yr Yield) NYCE
ZA Treasury Note (2 Yr) CFFE
FN Treasury Note (2 Yr) Euro MATIF
FV Treasury Note (US 5yr Price) CBT
AF Treasury Note (Project A) CBT
FY Treasury Note (US 5yr Yield) NYCE
IN Treasury Note (US 5yr Indexed) CBT
XV Treasury Note (US 5yr) MACE

ZF Treasury Note (5 yr) CFFE

XN Treasury Note (US 10yr) MACE
II Treasury Note (US 10yr Indexed) CBT
ME Treasury Note (US 10yr Price) CBT
AN Treasury Note (Project A) CBT
ZT Treasury Note (10 Yr) CFFE

DUTCH FUTURES

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EF TOP5 INDEX
EG NLG/USD
EI AEX INDEX
EO DUTCH GVT BOND
FT FTSE EUROTOP 100 INDEX

EUROPEAN FUTURES

* = OPTIONABLE

AM MID-DAX FUTURE
AX DAX INDEX FUTURE *
BD MID TERM BUND *
BS SCHATZ FUTURE
CF COFFEE ROBUSTA LIFFE *
DB GERMAN GVT BUND LIFFE *
DD 1 MTH EUROMARK DTB
DE 3 MTH EUROMARK DTB
DG GERMAN DIFF MEFF
DO 10 YR GVT BOND MEFF

FRENCH FUTURES

EW MILLING WHEAT
MF 5 YR GVT BOND
MI CAC 40 INDEX
MN NOTIONAL BOND (OAT)
MP PIBOR
MS WHITE SUGAR ICUMSA
MU ECU BOND
PP POTATO
PX SUGAR ($)
PY SUGAR (FFR)
PZ BOBL

6.1.6.2 CURRENCY & CROSS RATE FUTURES / OPTIONS SYMBOL DIRECTORY

CURRENCY & CROSS RATE FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol Product Exchange

AD Aussie Dollar IMM

AU Australian Dollar NYCE/FINEX
XA Aussie Dollar MACE
BQ Brazilian Real (European)Last CME
BR Brazilian Real IMM
GB Euro FX/British Pound NYCE/FINEX
ZP Euro FX/British Pound CME
BP British Pound IMM
IB British Pound SIMEX
XP British Pound MACE

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PF British Pound / Swiss Franc NYCE/FINEX

PJ British Pound / Yen NYCE/FINEX
YP British Pound (Dublin) NYCE/FINEX
MB British Pound / DMark (Dublin) NYCE/FINEX
IP British Pound / DMark IMM
CD Canadian Dollar IMM
CQ Canadian Dollar (European) Last IMM
XD Canadian Dollar MACE
YD Canadian Dollar NYCE/FINEX
DM DMark IMM
DN DMark (European) Last IMM
XM DMark MACE
YM DMark (Dublin) NYCE/FINEX
DD DMark SIMEX
MR DMark / French Franc (Dublin) NYCE/FINEX
ML DMark / Italian Lira (Dublin) NYCE/FINEX
MT DMark / Spanish Pesata NYCE/FINEX
MY DMark/Yen (Dublin) NYCE/FINEX
MK DMark / Swedish Krona (Dublin) NYCE/FINEX
MH DMark / Swiss Franc (Dublin) NYCE/FINEX

IF DMark / French Franc IMM

IW DMark / Swiss Franc IMM
IY DMark / Yen IMM
SK Dollar/DMark Deferred Spot SIMEX
SJ Dollar/Yen Deferred Spot SIMEX
EG Euro (USD fm Gldrs) EOE
FD USD (Euro) EOE
EU Euro CME
ED Euro NYCE/FINEX
EJ Euro/Yen NYCE/FINEX

ZE Euro/Krona NYCE/FINEX
ZS Euro/Swiss Franc NYCE/FINEX
FR French Franc IMM
AH Indonesian Rupiah NYCE/FINEX
AL Malaysian Ringget NYCE/FINEX
MM Mexican Peso (European) Last IMM
MX Mexican Peso IMM
NE New Zealand Dollar IMM
ZK New Zealand Dollar NYCE/FINEX
UE Russian Ruble IMM/EMTA Ref Pr IMM

UF Russian Ruble IMM/EMTA (Euro) IMM

UQ Russian Ruble (European) Last IMM
UR Russian Ruble CME
SA South African Rand IMM
SZ Rand (European) Last IMM
ZR South African Rand NYCE/FINEX
ZY Swiss Franc/Yen NYCE/FINEX
SF Swiss Franc IMM
SR Swiss Franc (European) Last IMM
XF Swiss Franc MACE

ZH Euro FX/Swiss Franc CME

YF Swiss Franc (Dublin) NYCE/FINEX
TH Thai Bacht NYCE/FINEX
JY Yen IMM
JZ Yen (European) Last IMM

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XJ Yen MACE
YJ Yen (Dublin) NYCE/FINEX
JC Yen / U.S. Dollar TIFFE
ZJ Euro FX/Yen CME

GERMAN FUTURES

AM MID DAX INDEX

AX DAX INDEX
BD MID TERM BUND (BOBL)
BS SCHATZ
DD 1 MONTH EUROMARK
DE 3 MONTH EUROMARK
DT BUND
FE STOXX EURO 50 INDEX

FS STOXX 50 INDEX
VX VOLAX

6.1.6.3 INTEREST RATE FUTURES / OPTIONS SYMBOL DIRECTORY

INTEREST RATE FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol Product Exchange

BX Bankers' Acceptances (3 Mo.) MONTREAL

BY Bankers' Acceptances (1 Mo.) MONTREAL
DL Euro LIBOR DTB
EC Euro LIBOR LIFFE
EX Euro LIBOR 1YR MidCurve Option LIFFE
OB Euribor Mid Curve Option MATIF
LE Euribor (3 Mo) LIFFE
EP Euribor Mid Curve Option LIFFE
EB Euribor (3 Mo) MATIF
DI Euribor (1 Mo) DTB
DK Euribor (3 Mo) DTB
IE Euribor (3 Mo Matif) MEFF
CE Euro Canadian Dollar (3 Mo) CME
YR EuroDollar IMM
YB Eurodollar 5Yr Bundle (Options) CME
YV EuroDollar MidCurve - 1 Year IMM
YX EuroDollar MidCurve - 2 Year IMM
UD EuroDollar MACE
SD EuroDollar SIMEX
JD EuroDollar TIFFE
LV EuroLira LIFFE
LX EuroLira 1 Yr Midcurve LIFFE
EK EuroMark CME
DD EuroMark (1Mo) DTB
DE EuroMark (3Mo) DTB
EM EuroMark LIFFE
EV EuroMark 1 Yr Midcurve LIFFE
IM EuroMark SIMEX
ZI EuroSwissFranc (3 Mo.) SOFFEX
LS EuroSwissFranc LIFFE

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EY EuroYen CME
SY EuroYen SIMEX
JE EuroYen TIFFE
JF EuroYen (1 Yr.) TIFFE
IR Fed Funds (30-Day) CBT
FF Fed Funds (30-Day) CME
TZ Fed Funds (Over Night) CME
DG German DIFF MEFF
ID German DIFF (Euro) MEFF
TE Mexican TIIE CME
OM LIBOR (1 Mo.) IMM
HF MIBOR '90 PLUS MEFF
IF MIBOR `90 PLUS (Euro) MEFF
IG MIBOR `360 PLUS (Euro) MEFF
HG MIBOR '360 PLUS MEFF
DZ PIBOR Mid Curve Option MATIF
MP PIBOR MATIF
SS Short Sterling LIFFE
SX Short Sterling 1Yr Midcurve LIFFE
ZS Swiss Franc Int. Rate (5 Yr.) SOFFEX
VX Volatility (DAX) DTB

METALS FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol Product Exchange

GI Copper (HiGrade) COMEX

GO Gold COMEX
XK Gold MACE
GD Gold SIMEX
GH Gold (100 ounce) CBT
KI Gold (1 Kilo.) CBT
PA Palladium NYMEX
PL Platinum NYMEX
XU Platinum MACE
SV Silver COMEX
XY Silver MACE
G Silver (1000 ounce) CBT
AG Silver (5000 ounce) CBT

MEFF RENTA FIJA SYMBOLS

OPTIONABLE

FUTURES
-------
HF MIBOR 90 +

HG MIBOR 360 +
DO 10yr GOVT BOND
*HL 3yr GOVT BOND

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6.1.7 Futures Options

Futures Options

There are two ways to create Future Option symbols. The first is to use the base contract
code plus a space plus the option code which tells us if it is a call or put and the strike price
For Example

SP`M AP950/C is the S&P June Future's April 950 call option

You can also create the Options on Futures using the Future's root symbol followed by two
(2) alpha characters representing the strike price.

Listings for options traded on futures contracts are more complex than the futures in that
contract. Specifications often call for more option contract months to be listed, then for
futures contracts. In some cases, futures contract listings are restricted to specific months,
whereas the same product's option contracts may be listed in every calendar month. Options
contracts that bear the same '
month name' as an eligible future, are said to have cycle month expirations; option contracts
bearing a month name OTHER than an eligible future, are said to have serial month
expirations. This is illustrated below:

Cycle Month Expirations

A cycle option month is an options' month series that is underlied by a future that bears the
same month as that named in the option contract; the cycle option month is part of the future
month cycle. For example, a JN97 option month series that has a JN97 future as its underlyer.

For example, a JN97 option month series has a JN97 future as its underlyer; the symbol for a
JN97 CBT US Bond 102 option is: US`MJB
· US represents the product symbol

· the grave (`) serves as a delineator

· M is the month code symbol for June
· JB represents the strike code symbol

Serial Month Expirations

A serial option month is an options' month series that is underlied by a future that bears a
month other than that named in the option contract; the serial option month is thus, NOT part
of the futures month cycle.

For example, a MY97 option month series has a JN97 future as its underlyer; the symbol for a
MY97 CBT US Bond 102 option is: US`MKJB

· US represents the product symbol

· the grave (`) serves as a delineator
· M is the month code symbol of the underlying JN97 future
· K is the month code symbol of the MY97 options

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· JB represents the strike code symbol

Commodity Option Strike Code Tables
Symbols representing strike prices are typically created according to Table 1 wherever
possible; options series involving greater ranges of strike prices or strike prices of smaller
increments may require using Table 2.

Table #1:

Month: 1 2 3 4 5 6 7 8 9 0
Calls: A B C D E F G H I J
Puts: M N O P Q R S T U V

Below are typical strike price records seen for a DC SIMEX Euroyen option series:
93.75 SY`ZCG
94.00 SY`ZDJ
94.25 SY`ZDB

96.00 SY`ZFJ
96.25 SY`ZFB
96.50 SY`ZFE

Notice that the middle two digits of the strike prices correspond to the letters of the alphabet
in the table shown above. For instance, if the next highest strike price, 96.75, were to be
added, the symbol would by SY`ZFG. The '6' in the 96.75 strike price corresponds to the 6th
letter of the alphabet, or 'F'. The '7' corresponds to the 7th letter of the alphabet, or 'G'.
Therefore, the option code for the 96.75 strike price is FG.

Table #2:
00 = A 50 = K
05 = B 55 = L
10 = C 60 = M
15 = D 65 = N
20 = E 70 = O
25 = F 75 = P
30 = G 80 = Q
35 = G 85 = R
40 = I 90 = S
45 = J 95 = T
6.1.8 After Hours Trading
After Hours Trading

Some futures have what is referred to as after market trading. This information is separate
from the day session.

Future: Base Symbol: Day Mkt: After hours Mkt:

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S&P 500 SP CME Access

E Mini S&P 500 ES CME Access
Japanese Yen JY CME Globex
Deutsche Mark DM CME Globex
Canadian Dollar CD CME Globex

British Pound BP CME Globex

Australian Dollar AD CME Globex
Netherlands Dollar ND CME Globex

6.1.9 Exchange Hours

Exchange Hours

Trading Hours for North American Exchanges

EXCH EXCHANGE NAME OPEN CLOSE OPEN CLOSE

AMEX American Stock Exchange 09:30 16:15

CBOE Chicago Board Options Exchange 08:30 15:15

CBT Chicago Board of Trade 07:20 15:15 17:20 20:05

(a)*

CME Chicago Mercantile Exchange 07:20 16:00 14:30 08:00 (b)

COMEX Commodities Exchange of NY 05:30 15:00 16:00 08:00 (c)

CSCE Coffee Sugar Cocoa Exchange 09:05 15:15

IMM Int'l Monetary Exchange (CME) 07:20 14:00 14:30 06:50 (b)

KCBT Kansas City Board of Trade 08:30 15:15

MACE MidAmerican Stock Exchange 07:10 15:15

MGE Minneapolis Grain Exchange 09:15 13:40

MON Montreal Stock Exchange 08:20 16:00

NASDAQ Nasdaq 09:30 16:00

NYCE New York Cotton Exchange 03:00 15:00 19:00 22:00 (a)

NYFE New York Futures Exchange 09:30 16:15

NYMEX New York Mercantile Exchange 08:10 15:20 16:00 08:00 (c)

NYSE New York Stock Exchange 09:30 16:00

PHLX Philadelphia Stk. Exch. - FX 02:30 14:30

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PHLX Philadelphia Stk. Exch. 09:30 16:15

PSE Pacific Stock Exch. (Options) 06:30 13:15

PSE Pacific Stock Exch. (Equities) 06:30 13:50

TOR Toronto Stock Exchange 09:15 16:15

WGE Winnipeg Grain Exchange 09:30 13:20

(a) Regular Trading Hours Night Trading Session

(b) GLOBEX Night Trading Session

(c) ACCESS Night Trading Session

* Night Trading Session is 1 hour later during Daylight Savings Time

*** Please note: All times are local to the exchange location.

TRADING HOURS FOR EUROPEAN EXCHANGES

FIRST FIRST SECOND SECOND

EXCH EXCHANGE NAME OPEN CLOSE OPEN CLOSE

ASE Amsterdam Stock Exchange 09:30 16:30

BFE Baltic Futures Exchange 10:15 12:30 14:30 16:30

DTB Deutsche Termin Bourse 08:00 17:30

EOE European Options Exchange 09:00 17:00

FOX Futures/Options Exchange 09:30 19:00 14:30 17:00

FSE Frankfurt Stock Exchange 10:30 13:31

IBIS IBIS (Electronic Trading) 08:30 17:00

IPE Int'l Petroleum Exchange 09:15 20:15

LCE London Commodities Exchange 09:45 18:30

LIFFE London Int'l Fin'l Futs Exch. 07:30 16:15 16:20 18:00

LSE London Stock Exchange 07:00 20:00

MATIF MATIF (Paris Futures/Options) 08:30 19:30

MEFF MEFF Renta Fija 09:00 17:15

MEFF MEFF Renta Variable 10:30 19:15

MONEP Paris Options Exchange 10:00 17:00

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OMLX London (Swedish Options) 08:30 18:00

PAR Paris Stock Exchange 10:00 17:00

SOFFEX Swiss Options / Futures Exch. 08:30 13:00 13:55 17:00

SSE Stockholm Stock Exchange 10:00 16:00

*** Please note: All times are local to the exchange

location.
6.1.10 Exchanges
You may select an exchange when you select a stock to monitor.

For example, if you enter BORL, you will receive the values for all exchanges, i.e., a
composite value. If you want to see how BORL did on Nasdaq, then enter BORL-S.

BORL-S is Borland as traded on NASDAQ.

The list of exchanges is, for MyTrack data:

H CBOE
A AMEX
P PACIFIC
X PHILADELPHIA
N NEW YORK
B BOSTON
@ TRACK DATA
M MIDWEST
S NASD
T TORONTO
! LONDON AUTOQUOTE OPTIONS
A AMEX
O MONTREAL
V VANCOUVER
E ALBERTA
L LONDON (SEAQ 1 DOMESTIC)
Z SWISS STK EX (ZURICH BASLE GENEVA)
W SWEDISH STOCK EXCHANGE
Q SEAQ LEVEL I INTERNATIONAL
U EOE
R FRANKFURT
F PARIS STOCK EXCHANGE
J TOKYO STOCK EXCHANGE
K OSAKA STOCK EXCHANGE
3 IBIS (GERMANY)
4 AMSTERDAM STOCK EXCHANGE
0 MATIF
1 MEFF RV (SPANISH EQUITIES)
2 MILAN
5 MEXICO
G BROKER TO BROKER (JAPAN)
7 JASDAQ (JAPAN)
D OTC NON-NASDAQ
8 OTC BULLETIN BOARD

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9 HONG KONG
I WINNIPEG STOCK EXCHANGE

7 Trading
7.1 Trading
From the Contracts Table, if you are connected to MyTrack, press the Trades button.

This opens the Stock Trades window. Here you choose an account, and perform trades.

To select an account:

Use Test Account until you are familiar with the program. Once you use Real Account, you
then enter actual trades for which you are financially responsible.

If you have more than one account with MyTrack, you will then see a list of the accounts, and
can choose one.

7.1.1 Automatic Trading

You can set up conditions for automatic trading. When a condition is made, an alert or trade
will be made. This gives you more flexibility than the usual stops and limits. This will work if
Interday on Contracts Table is checked.

This is set up in the StockTrades form.

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You will buy 100 shares of BORL if the #ML signal was made.

Daily is checked, and so the daily san file will be used to evaluate if the signal #ML was made.

TestFreq is daily (hence -1). Once a day we will examine this. If TestFreq is zero, then it will
be tested when new data comes in, as often as a few times a second. To test that a signal was
made, it has to read in the san file and run the test, which may take some time; in this case set
TestFreq to a number of minutes. Because of this, if a chart is open, the test on signal will
not run.

Act is not checked, and so no action will take place, i.e., a trade will not be made. Instead, you

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will receive e-mail, a note will be made on a file on the hard disk, and a screen message will
appear.

In Comments, you can write yourself any notes you choose. On 12/20/2002 this will expire.

Flagged is a read only field. If you put in a number for AutoTradingID_1 (or 2), then the
record with this value for AutoTradingID will have Flagged T.

Min Price. If this has a value, then if the price drops below this, the signal will not be triggered.
Same for Max Price. If the price goes above this, the signal will not be triggered. Same for
Min and Max Volume. Here the trigger is the volume, if there is a positive volume.

When an alert is made, a notify sound will be heard, even if Sounds is not checked.

7.1.2 On Line
When you sign up with MyTrack (see Data 7 ), you are supplied with a program that permits
you to trade on line, and to view your activity on line. Patterns does the same thing, only
better.

In the Stocks Trade window, choose an account. This may be something like K123-5678. If
you have several accounts, such as a Margin account, a Roth account, and so on, it would be
helpful for you to give it a name so that you can recognize it.

Press Name, and add Roth. Then the account will be referred to as K123-5678, Roth.

On the MyTrack statements the Penson number is given. You can add this number after the
name Roth. This way when you get your statement you will easily be able to identify it.

With Patterns you can manage your account in the same way as you can with the MyTrack
exe. There are several features that Patterns has:

· Superior fonts. Numbers (especially my money!) are important to me, and so I choose
Courier Monospace.
· Date format, with the four digit year
· Mixed case. Tocqueville Gold Fd instead of TOCQUEVILLE GOLD FD. Mixed case is
much easier to read.
· Cut and paste available. Easy to cut the numbers and add them to your personal database. It
used to be so time-consuming for me to take the broker statements and insert the data into

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my database! Now it is a cinch!

7.1.3 Orders
Select the menu item for Trades|Stock

Enter the stock name. E.g., ibm (it is case insensitive) If it is an option, check Option. Enter
the number of shares or the of option contracts.

Choose an Action: Buy, Sell, Buy to Cover, Sell Short, or Exchange for Mutual Funds.

Choose an Order Type: Market, Limit, etc. If you choose Limit, give the Limit Price.

If it is a Day order, uncheck GTC.

Choose a condition, if desired, such as Fill or Kill.

Special and EntireBalance are needed only for Mutual Fund transactions.

See Trading explanations for more details.

This example shows how to buy a stock. We want 100 shares (Quantity). The Order Type can
be Market, Limit, Stop, etc. It is Good Till Canceled (GTC is checked). We can specify a
condition, such as Fill and Kill. First Order is used only for OSO or OCO trades. We can enter
stop and limit prices.

For mutual funds, we give special intructions, such as: "Reinvest dividends & capital gains"
and such.
We do not give the quantity, but the dollar value. We can exchange a mutual fund for another
mutual fund. In this case, we enter the Mutual Fund to buy.

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For stocks, we get a screen:

7.1.4 Types of trades (stop, limit, etc.)

Market Orders

The most common type of order is a "market order." The execution price you receive on a
market order is determined by the current market price at the time your order is presented in
the marketplace. Usually, a buy market order will be executed at or near the current ask, and a
sell market order at or near the current bid.

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Limit Orders

You can specify what buy or sell price you are willing to accept by entering a "limit order." A
limit order can only be executed at the specified price or better (i.e., a buy limit order must be
filled at your limit price or lower and a sell limit order must be filled at your limit price or
higher). Thus, the limit order runs the risk of not being executed since there is no guarantee
that the market price will ever reach your limit price.

Summary: Buy <= limit, sell >= limit.

Stop Market Orders

By placing a "stop market" order, you specify the price that "triggers" your order to become a
market order, which is then subject to all applicable rules and regulations regarding market
orders. A "stop market" order placed for an OTC security is "triggered" when either the bid or
offer reaches the "trigger" price that you have selected. A "stop market" order placed for a
listed security is "triggered" when the security trades at that price. A buy stop market order
must be placed above the current market price and a sell stop market order below the current
market price. Stop orders, typically, are used to limit a loss or protect a profit.

Summary: Buy > current price, sell < current price.

Stop Limit Orders

A "stop limit" order is similar to a stop market order except that once the order is "triggered,"
it becomes a limit order instead of a market order. (Again, orders placed for OTC securities
are "triggered" when a bid/offer reaches your stop price. For Listed orders, a trade must occur
at your stop price to "trigger" the limit order.) While normally the limit price is set equal to the
stop ("trigger") price, the limit price can differ from the stop price. Once the limit order has
been "triggered," it is subject to all applicable rules and regulations regarding limit orders.

Summary: First the stop is executed, and then the limit.

NOTE: Stop and stop limit orders are only available on certain Over-the-Counter securities.
They are available on all listed securities.

Limit Sweep Orders

A Limit Sweep Order allows you to attempt to fill your entire order by automatically cycling
through all available ECNs and Market Makers. See below for a complete explanation of how
a Limit Sweep Order works.

The order is split and routed to each market participant in the following order and in the
available size shown on Level II by each participant:

Best tier price (highest bid or lowest ask) Track Island Other ECNs (REDI, MarketXT,

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INCA,etc.) Direct access market makers (Knight, Herzog, MASH, etc.) Other Market Makers
via Selectnet

Next price tier (up to and including limit price)

Same ranking as above

If the order is not completely filled during the first round of submissions, either because not
enough shares are available from all Level II participants at the limit price or because market
makers reject all or a portion of the order received by them, then the remaining portion of the
order is resubmitted via additional sweep attempts after approximately 10 seconds if any
market maker still displays on Level II at or better than the limit price.

If the quantity sent to the market maker is not filled within approximately 20 seconds, the
unfilled portion is cancelled and resubmitted via an additional sweep order segment.

Orders will only be routed to market makers appearing on the Level II display at or better than
the limit price. Preferences and exclusions do not apply for sweep orders.

The order will be submitted in pieces, as indicated above, with each piece appearing as a
separate order on the open order tab. Each segment may be cancelled by using standard cancel
procedures.

If the order limit price is better than the best quote shown on Level II, the order becomes a
regular limit order and is treated as such. It will not become a sweep order if market makers
subsequently appear at the limit price.

Market Sweep Orders

When submitting a market sweep order, your order will turn into a limit sweep order set $1
above/below the current price. For example: If you wish to enter a market sweep buy for a
security which is trading at 23.45, the system will turn the order to a limit sweep order with a
limit of 24.45 or better.

Pseudo Market Sweep Orders

This can be achieved by setting the limit price at a level which will clear all the volume in the
order using the displayed Level II market maker volumes plus a safety margin. For example: A
buy for 2000 shares shows that the cumulative volume at 24 7/8 is 800, at 25 it's 2100, at 25
1/8 it's 2700, and at 25 ¼ it's 3500. You submit a limit of 25 1/8 or 25 ¼ to ensure your
quantity is available.
7.1.5 After Hours
GENERAL AFTER-HOURS TRADING DISCLOSURES

From MyTrack Help

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After-hours investing involves unique risks that investors should fully understand before
placing an order after hours. These risks include, but are not limited to, greater price volatility,
less liquidity, and wider bid/ask spreads than during regular market hours. Prior to
participating in this unique after-hours session, you should review and be aware of the various
risks and requirements involved with after-hours trading. For your convenience, below is a list
of issues that we believe should be carefully considered before engaging in after hours trading.

After-Hours Trading Session: Currently, orders may placed until 8:00 PM EST. Any day
orders you enter after 4:05 PM EST will be routed to the Island ECN (other markets will be
added as they come on line). Any unexecuted day order will be cancelled at 8 PM. A day order
entered let's say at 5 pm will not be in effect for the next day. It will be valid for the same day
and then cancelled at 8 PM if not executed. If you want to enter an order after 4:05 for the
next day, enter it as a GTC order. Any order entered in the after-market that is not eligible to
be routed to Island (or another ECN) will be held in our database until 9:05 AM EST the next
market day. At 9:05 AM, the order will then be routed to a marketplace.

Limit Orders: To minimize the potential effects of lower liquidity and greater volatility, only
limit orders may be placed after hours and are subject to the normal limit order rules. Again,
an order entered as GTC will be routed to a marketplace at 9:05 AM EST the next business
day.

Lower Liquidity: Liquidity generally refers to the number of buyers and sellers or quotations
in any given security. In the after-hour marketplace there may be a lack of liquidity in certain
securities that may affect how orders are executed. Orders placed after hours are routed to a
specific trading system, and such orders will be executed only if such order is matched against
another investor or market professional to buy or sell on the other side of the transaction for
that particular price.

Higher Volatility: Volatility refers to the changes in price that securities undergo when
trading. Because of reduced liquidity in the after-hours market which produces higher
volatility, there may be greater price swings in securities traded in the after-hours session.

Price of Execution: As mentioned, orders placed after hours are routed to a specific
electronic trading system. That system may not have the best prices for a securities purchase or
sale and cannot guarantee that its marketplace, at any given moment, represents the best price
available for a particular security. Customers may actually pay less, equal, or more for
securities traded on that system than what was executed on a similar order on another
after-hours electronic trading system. Also, a limit order may be executed at a price away from
the current market price.

For example, a customer enters an order at 11:00 PM EST to Buy 100 XYZ @ 62 and
receives a message that the order will be routed at 9:05 AM the next market day. At 9:05 AM,
the market for XYZ is at 59. The customer may be executed at 62 by a seller who sells its
shares to the customer at 62.

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Risk of Timing Of Order Entry: Orders entered by other investors may beat your order to
the electronic trading system's order book, and thus remove from the order book an order you
were trying to match. This may prevent your order from being executed, in whole or in part, or
from being executed at the price you wanted. In addition, orders entered earlier into the
electronic trading system at the same price level of your order will have a higher priority than
your order. This means that, if there is an execution at that price level, those earlier orders will
be executed before your order, unless you improve the price of your order to move you up in
priority.

Quotations Subject to Change: Orders posted on the electronic trading system may be
changed before your order has a chance to be matched against the posted orders. This means
that there is no guarantee that there will be orders at any given price.

Communications Delays: The potential risk of delay that can be caused by problems related
to communications between customers and Track Data Securities and Track Data Securities
and the after-hour marketplace may cause delays in, or prevent execution of your order.

Trading Halts: If securities have been halted during the regular trading session, such trading
halts will continue to be in effect during the after-hours trading session. No trading halts will
be initiated by the after-hour trading system itself during the after-hours trading session.

Risks of Cancellation and/or Change Requests: Cancellation and/or change requests may
not be accepted if the order you want to cancel/change is executed first: You may change or
cancel your order any time before it is executed.
7.1.6 MyTrack Future Symbols
myTrack future symbols are comprised of 3 parts. The first is the alpha
symbol (listed below), followed by a grav (located to the left of the
number 1 key `), then the alpha month code.

For example: US`U is September CBT 30yr Tbonds

SP`Z is December CME S&P 500
C`H is March CBT Corn

Month Codes

Code Month Code Month

F January N July
G February Q August
H March U September
J April V October
K May X November
M June Z December

2 year out Month Codes

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
D E I L O P T R B C W Y

AGRICULTURAL FUTURES / OPTIONS SYMBOL DIRECTORY

===============================================

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Symbol Product Exchange

NZ Anhydrous Ammonia CBT
QI Barley LIFFE/FOX
B Barley WGE
FG Barley (Canadian) MGE
BM Boneless Beef CME
TR Beef Trimmings CME
BU Butter CME

UT Butter CSCE
WR Canola (Rapeseed) WGE
FC Cattle (Feeder) CME
LA Cattle (Short Dated Option) CME
LC Cattle (Live) CME
XL Cattle (Live) MACE
CZ Cattle (Stocker) CME
EZ Cheddar Cheese CSCE
CS Cheddar Cheese CME
CO Cocoa CSCE

QC Cocoa LIFFE/FOX
CC Coffee CSCE
KB Coffee (Brazil Diff.) CSCE
CF Coffee (Robusta) LIFFE/FOX
PF Coffee (Robusta) MATIF
C Corn CBT
XC Corn MACE
YG Corn Crop Yield - Illinois CBT
YH Corn Crop Yield - Indiana CBT
CY Corn Crop Yield - Iowa CBT

YI Corn Crop Yield - Nebraska CBT

YK Corn Crop Yield - Ohio CBT
YC Corn Crop Yield - U.S. CBT
CT Cotton NYCE
DY Dry Whey CME
VO Edible Oils Index (FOSFA) CBT
FZ Fertilizer (DAP) CBT
F Flaxseed WGE
LH Hogs, Lean CME
XH Hogs, Live MACE

LB Lumber CME
MJ Milk (BFP) CSCE
VA Milk (BFP) CME
MQ Milk (BFP) Mini Options CME
VD Milk, Fluid CSCE
VM Milk, Nonfat Dry CSCE
NF Milk, Nonfat Dry CME
O Oats CBT
XO Oats MACE
MO Oats MGE

OW Oats WGE
OJ Orange Juice NYCE
OB Oriented Strand Board CME
QP Pigs, Live LIFFE/FOX
FB Pork Bellies (Fresh) CME

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PB Pork Bellies (Frozen) CME

PC Pork Cut Outs CME
QX Potatoes LIFFE/FOX
PT Potatoes NYCE
PP Potatoes MATIF

PG Rapeseed DM MATIF
PH Rapeseed USD MATIF
PI Rapeseed FF MATIF
NR Rice, Rough CBT
WY Rye WGE
BT Shrimp, Black Tiger MGE
SH Shrimp, White MGE
S Soybeans CBT
XS Soybeans MACE
SM Soybean Meal CBT

XE Soybean Meal MACE

BO Soybean Oil CBT
XR Soybean Oil MACE
SU Sugar (#11) CSCE
SE Sugar (#14) CSCE
WS Sugar, White CSCE
QW Sugar, White (#5) LIFFE/FOX
PX Sugar ($ Priced) MATIF
PY Sugar (Fr.Franc Priced) MATIF
QK Wheat LIFFE/FOX

W Wheat CBT
KW Wheat KCBT
XW Wheat MACE
EW Wheat (Milling BL2 Fr Francs) MATIF
MW Wheat MGE
NW Wheat (White) MGE
DW Wheat (Durham) MGE
WH Wheat WCE

A/C/E SYMBOLS (track data symbols)

CORN ZG
OATS ZO
ROUGH RICE ZI

SOYBEAN MEAL ZM
SOYBEAN OIL ZL
SOYBEANS ZV
WHEAT ZW

BOND & NOTE FUTURES / OPTIONS SYMBOL DIRECTORY

Symbol Product Exchange

CH Bond (Canadian - 5yr) MON
CG Bond (Canadian - 10yr) MON
EO Bond (Dutch) EOE
MN Bond (French - O.A.T.) MATIF
LJ Bond (Japanese Govt.) LIFFE

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JB Bond (Japanese Govt.SIMEX) CME

SB Bond (Japanese Govt.) SIMEX

JT Bond (Japanese Govt.) TSE
VJ Bond (Japanese Govt. - 20yr) TSE
DO Bond (Spanish Govt. - 10yr) MEFF
DU Bond (Spanish GOvt. - 30yr) MEFF
DV Bond (Spanish Govt. - 5yr) MEFF
IO Bond (Spanish 10 Yr Euro) MEFF
IU Bond (Spanish 30 Yr Euro) MEFF
IV Bond (Spanish 5 Yr Euro) MEFF
LD Bond (LIBOR 10 Yr DM den.) LIFFE

LM Bond (LIBOR 5 Yr DM den.) LIFFE

LQ Bond (EURIBOR 5YR EURO den.) LIFFE
LP Bond (EURIBOR 10YR EURO den.) LIFFE
UB Bond (U.S.) LIFFE
VU Bond (U.S.) TSE
AT Brady Bond - Argentina `FRB' CME
AR Brady Bond - Argentina `PAR' CME
BF Brady Bond - Brazil `C' CME
BE Brady Bond - Brazil `EI' CME
MZ Brady Bond - Mexico `PAR' CME

BD Bund (German - Medium Term) DTB

DT Bund (German) DTB
DB Bund (German) LIFFE
DF Bund (German) Euro DTB
DG BOBL (German) Euro DTB
DH Schatz (German) Euro DTB
DL BUXL ( German) Euro DTB
DQ Pfandbrief (German) DTB
DR Pfandbrief (German) Euro DTB
ZC CONF (Swiss Long-Term Bond) SOFFEX
EA E-Bond MATIF

EE Euro Bund LIFFE

EH Euro Italian Bond (BTP) LIFFE
MN Notational Bond MATIF
MF 5 YR Bond MATIF
MU Europe All Sovereigns (Euro) MATIF
EL Notational Euro Conversion MATIF
EN 5 Yr Euro Conversion MATIF
GL Long Term Gilt MATIF
GM Mediam Term Gilt MATIF
LF Gilt (5Yr) LIFFE

LG Gilt (20Yr) LIFFE

TS Mexican Cetes CME
BS Schatz (German) DTB
Treasury Bill - 1 Year CME
TB Treasury Bill - 13 Week CME
XT Treasury Bills MACE
XB Treasury Bond (US 30yr) MACE
IB Treasury Bond (US 30yr Indexed) CBT
US Treasury Bond (US 30yr Price) CBT
AB Treasury Bond (Project A) CBT
ZB Treasury Bond (15 Yr +) CFFE

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NU Treasury Note (US 2yr Cash) CBT

TU Treasury Note (US 2yr Price) CBT
AZ Treasury Note (Project A) CBT
TW Treasury Note (US 2yr Yield) NYCE
ZA Treasury Note (2 Yr) CFFE
FN Treasury Note (2 Yr) Euro MATIF
FV Treasury Note (US 5yr Price) CBT
AF Treasury Note (Project A) CBT
FY Treasury Note (US 5yr Yield) NYCE
IN Treasury Note (US 5yr Indexed) CBT
XV Treasury Note (US 5yr) MACE

ZF Treasury Note (5 yr) CFFE

XN Treasury Note (US 10yr) MACE
II Treasury Note (US 10yr Indexed) CBT
ME Treasury Note (US 10yr Price) CBT
AN Treasury Note (Project A) CBT
ZT Treasury Note (10 Yr) CFFE

DUTCH FUTURES
-------------

EF TOP5 INDEX
EG NLG/USD
EI AEX INDEX
EO DUTCH GVT BOND
FT FTSE EUROTOP 100 INDEX

EUROPEAN FUTURES
================

* = OPTIONABLE

AM MID-DAX FUTURE
AX DAX INDEX FUTURE *

BD MID TERM BUND *

BS SCHATZ FUTURE

CF COFFEE ROBUSTA LIFFE *

DB GERMAN GVT BUND LIFFE *

DD 1 MTH EUROMARK DTB
DE 3 MTH EUROMARK DTB
DG GERMAN DIFF MEFF
DO 10 YR GVT BOND MEFF

FRENCH FUTURES
--------------

EW MILLING WHEAT
MF 5 YR GVT BOND
MI CAC 40 INDEX
MN NOTIONAL BOND (OAT)
MP PIBOR
MS WHITE SUGAR ICUMSA
MU ECU BOND
PP POTATO

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PX SUGAR ($)
PY SUGAR (FFR)
PZ BOBL

CURRENCY & CROSS RATE FUTURES / OPTIONS SYMBOL DIRECTORY

========================================================

Symbol Product Exchange

------ ------- --------
AD Aussie Dollar IMM

AU Australian Dollar NYCE/FINEX

XA Aussie Dollar MACE
BQ Brazilian Real (European)Last CME
BR Brazilian Real IMM
GB Euro FX/British Pound NYCE/FINEX
ZP Euro FX/British Pound CME
BP British Pound IMM
IB British Pound SIMEX
XP British Pound MACE
PF British Pound / Swiss Franc NYCE/FINEX

PJ British Pound / Yen NYCE/FINEX

YP British Pound (Dublin) NYCE/FINEX
MB British Pound / DMark (Dublin) NYCE/FINEX
IP British Pound / DMark IMM
CD Canadian Dollar IMM
CQ Canadian Dollar (European) Last IMM
XD Canadian Dollar MACE
YD Canadian Dollar NYCE/FINEX
DM DMark IMM
DN DMark (European) Last IMM

XM DMark MACE
YM DMark (Dublin) NYCE/FINEX
DD DMark SIMEX
MR DMark / French Franc (Dublin) NYCE/FINEX
ML DMark / Italian Lira (Dublin) NYCE/FINEX
MT DMark / Spanish Pesata NYCE/FINEX
MY DMark/Yen (Dublin) NYCE/FINEX
MK DMark / Swedish Krona (Dublin) NYCE/FINEX
MH DMark / Swiss Franc (Dublin) NYCE/FINEX

IF DMark / French Franc IMM

IW DMark / Swiss Franc IMM
IY DMark / Yen IMM
SK Dollar/DMark Deferred Spot SIMEX
SJ Dollar/Yen Deferred Spot SIMEX
EG Euro (USD fm Gldrs) EOE
FD USD (Euro) EOE
EU Euro CME
ED Euro NYCE/FINEX
EJ Euro/Yen NYCE/FINEX

ZE Euro/Krona NYCE/FINEX
ZS Euro/Swiss Franc NYCE/FINEX
FR French Franc IMM
AH Indonesian Rupiah NYCE/FINEX

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AL Malaysian Ringget NYCE/FINEX

MM Mexican Peso (European) Last IMM
MX Mexican Peso IMM
NE New Zealand Dollar IMM
ZK New Zealand Dollar NYCE/FINEX
UE Russian Ruble IMM/EMTA Ref Pr IMM

UF Russian Ruble IMM/EMTA (Euro) IMM

UQ Russian Ruble (European) Last IMM
UR Russian Ruble CME
SA South African Rand IMM
SZ Rand (European) Last IMM
ZR South African Rand NYCE/FINEX
ZY Swiss Franc/Yen NYCE/FINEX
SF Swiss Franc IMM
SR Swiss Franc (European) Last IMM
XF Swiss Franc MACE

ZH Euro FX/Swiss Franc CME

YF Swiss Franc (Dublin) NYCE/FINEX
TH Thai Bacht NYCE/FINEX
JY Yen IMM
JZ Yen (European) Last IMM
XJ Yen MACE
YJ Yen (Dublin) NYCE/FINEX
JC Yen / U.S. Dollar TIFFE
ZJ Euro FX/Yen CME

GERMAN FUTURES
--------------

AM MID DAX INDEX

AX DAX INDEX
BD MID TERM BUND (BOBL)
BS SCHATZ
DD 1 MONTH EUROMARK
DE 3 MONTH EUROMARK
DT BUND
FE STOXX EURO 50 INDEX
FS STOXX 50 INDEX
VX VOLAX

INTEREST RATE FUTURES / OPTIONS SYMBOL DIRECTORY

================================================

Symbol Product Exchange

------ ------- --------
BX Bankers' Acceptances (3 Mo.) MONTREAL

BY Bankers' Acceptances (1 Mo.) MONTREAL

DL Euro LIBOR DTB
EC Euro LIBOR LIFFE
EX Euro LIBOR 1YR MidCurve Option LIFFE
OB Euribor Mid Curve Option MATIF
LE Euribor (3 Mo) LIFFE
EP Euribor Mid Curve Option LIFFE
EB Euribor (3 Mo) MATIF
DI Euribor (1 Mo) DTB
DK Euribor (3 Mo) DTB

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IE Euribor (3 Mo Matif) MEFF

CE Euro Canadian Dollar (3 Mo) CME
YR EuroDollar IMM
YB Eurodollar 5Yr Bundle (Options) CME
YV EuroDollar MidCurve - 1 Year IMM
YX EuroDollar MidCurve - 2 Year IMM
UD EuroDollar MACE
SD EuroDollar SIMEX
JD EuroDollar TIFFE
LV EuroLira LIFFE

LX EuroLira 1 Yr Midcurve LIFFE

EK EuroMark CME
DD EuroMark (1Mo) DTB
DE EuroMark (3Mo) DTB
EM EuroMark LIFFE
EV EuroMark 1 Yr Midcurve LIFFE
IM EuroMark SIMEX
ZI EuroSwissFranc (3 Mo.) SOFFEX
LS EuroSwissFranc LIFFE
EY EuroYen CME

SY EuroYen SIMEX
JE EuroYen TIFFE
JF EuroYen (1 Yr.) TIFFE
IR Fed Funds (30-Day) CBT
FF Fed Funds (30-Day) CME
TZ Fed Funds (Over Night) CME
DG German DIFF MEFF
ID German DIFF (Euro) MEFF
TE Mexican TIIE CME
OM LIBOR (1 Mo.) IMM

HF MIBOR '90 PLUS MEFF

IF MIBOR `90 PLUS (Euro) MEFF
IG MIBOR `360 PLUS (Euro) MEFF
HG MIBOR '360 PLUS MEFF
DZ PIBOR Mid Curve Option MATIF
MP PIBOR MATIF
SS Short Sterling LIFFE
SX Short Sterling 1Yr Midcurve LIFFE
ZS Swiss Franc Int. Rate (5 Yr.) SOFFEX
VX Volatility (DAX) DTB

METALS FUTURES / OPTIONS SYMBOL DIRECTORY

=========================================

Symbol Product Exchange

------ ------- --------
GI Copper (HiGrade) COMEX
GO Gold COMEX
XK Gold MACE
GD Gold SIMEX
GH Gold (100 ounce) CBT
KI Gold (1 Kilo.) CBT

PA Palladium NYMEX
PL Platinum NYMEX

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XU Platinum MACE
SV Silver COMEX
XY Silver MACE
G Silver (1000 ounce) CBT
AG Silver (5000 ounce) CBT

MEFF RENTA FIJA SYMBOLS

=======================

OPTIONABLE

FUTURES
-------
HF MIBOR 90 +

HG MIBOR 360 +
DO 10yr GOVT BOND
*HL 3yr GOVT BOND

INDEX FUTURES / OPTIONS SYMBOL DIRECTORY

========================================

Symbol Product Exchange

------ ------- --------
QO Baltic Freight LIFFE/FOX
QA Bankruptcy Index Type A CME
QB Bankruptcy Index CME
MI CAC 40 (1 Euro) MATIF

MC CAC 40 (10 Euro) MATIF

MG CAC 40 (Odd Lot Temp) MATIF
CR Commodity Research NYFE
AM DAX MidCap DTB
AX DAX DTB
DJ Dow Jones Industrial Average CBT
DA Dow Jones Utilities CBT
DT Dow Jones Transportation CBT
DC Dow Jones Composite CBT
FE Dow Jones Euro STOXX 50 Index DTB

FS Dow Jones STOXX 50 Index DTB

EI Dutch Stock EOE
EF Dutch Top 5 EOE
DS Emerging Markets Debt Index NYCE
ET FT-SE EuroTop 100 Index LIFFE
ER FT-SE EuroTop 100 Index COMEX
FT FT-SE EuroTop 100 Index EOE
LY FT-SE MID 250 LIFFE
LZ FT-SE 100 LIFFE
GX Goldman-Sachs CME

HK MSCI Hong Kong Index SIMEX

IX IBEX 35 Plus MEFF
PM IPC Stock Index CME
BC Major Market CME
MA Dow Jones Malaysia Stock Index SIMEX

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QU Municipal Bond CBT

ND Nasdaq 100 CME
NK NIKKEI 225 CME
ON NIKKEI 225 OSAKA
SN NIKKEI 225 SIMEX

OT NIKKEI 300 OSAKA

ST NIKKEI 300 SIMEX
NY NYSE Composite NYFE
YS NYSE Composite (Small) NYFE
LN NYSE Composite(Large) NYFE
TK PSE Technology Index NYFE
RU Russell 2000 CME
ZU Russell 1000 CME
MD S&P 400 Midcaps CME
SP S&P 500 CME

SG S&P 500/BARRA Growth CME

VS S&P 500/BARRA Value CME
ES S&P 500 (Mini - Globex Only) CME
EQ S&P 500 (Mini - Backup Ticker) CME
ZX SMI SOFFEX
SI MSCI Singapore Stock Index SIMEX
TN MSCI Taiwan Stock Index SIMEX
HK MSCI Hong Kong Stock Index SIMEX
TL Dow Jones Thailand Stock Index SIMEX
TX TOPIX TSE

TF Toronto 35 TOR
TG Toronto 100 TOR
DX U.S. Dollar NYCE/FINEX
DL U.S. Dollar (Large Lots) NYCE/FINEX
VL Valueline KCBT
MV Valueline (Mini) KCBT

ENERGY FUTURES / OPTIONS SYMBOL DIRECTORY

=========================================

Symbol Product Exchange

------ -------

HC Crack Spreads(Heat Oil/Crude) NYMEX

UC Crack Spreads(Unl. Gas/Crude) NYMEX
CL Crude Oil NYMEX
LO Crude Oil (Brent) IPE
SO Crude Oil (Brent) SIMEX
SC Crude Oil (Sour) NYMEX
BV Electricity (TVA Hub) CBT
BZ Electricity (Cmnwlth Edison) CBT
BG Electricity (MAPP) On Peak MGE
BH Electricity (MAPP) Off Peak MGE

CW Electricity-COB (Cal/Ore Border) NYMEX

KV Electricity - Palo Verde NYMEX
CN Electricity - Eastern Cinergy NYMEX
NT Electricity - Eastern Entergy NYMEX
IS Fuel Oil (Hi-Sulphur) SIMEX
FU Gas (Unleaded) FOX

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QL Gas (Unleaded) NYMEX

GU Gas (Unleaded, Gulf Coast) NYMEX
QS Gas Oil IPE
HO Heating Oil NYMEX

NC Natural Gas (Alberta) NYMEX

NG Natural Gas NYMEX
NP Natural Gas (Permian Basin) NYMEX
KG Natural Gas (Western) KCBT
LI Propane (Liquid) NYMEX

Weather futures

KA Atlanta CME
KH Chicago CME
KD Cincinnati CME
KN New York CME

SPANISH FUTURES
---------------

DG GERMAN DIFF
DV SPANISH GVT BOND
HF MIBOR 90 PLUS INDEX
HG MIBOR 360 PLUS INDEX
HL 3 YEAR GVT BOND

SWEDISH FUTURES
---------------

OX OMX INDEX

SWISS FUTURES
-------------

ZC GOVT BOND (CONF)

ZI GOVT BOND (COMI)
ZX SMI INDEX

UK FUTURES
----------

CF COFFEE ROBUSTA
DB GERMAN BUND
EC 3 MONTH EURO
EM 3 MONTH EUROMARK
ET FTSE EUROTOP 100
EV EUROMARK MID CURVE

EX 3 MONTH EURO MID CURVE

LF 5 YEAR GILT
LG LONG GILT
LJ JAPANESE GVT BOND
LK 1 MONTH EUROMARK
LL BOBL
LO BRENT CRUDE
LS EUROSWISS
LU EUROYEN

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LV EUROLIRA
LX EUROLIRA MID CURVE
LY FTSE 250 INDEX
LZ FTSE 100 INDEX
QC COCOA
QI BARLEY
QK WHEAT
QW WHITE SUGAR
QX POTATO
QO BIFFEX
QS GASOIL
SS SHORT STERLING
SX SHORT STERLING MID CURVE
UI ITALIAN GOVT BOND (BTP)

7.1.7 Technology
Notes on the MyTrack technology.
Patterns uses the MyTrack data feed, and so it is interesting to read just how this data feed
works:

Technology: We are not a browser based system. We are utilizing a software connection
which is actively monitored on the server end.
Our Advantage point: We are able to move users from one server to another flawlessly.
Their Disadvantage point: If you have ever been on the internet during a federal reserve
board statement, you must have experienced the HTTP error 404, the pages slow to fill or not
filling at all.

Speed: We are using a push protocol rather than broadcast.

Our Advantage point- We are only sending you the data you are requesting, be it 20
quotes or 200.
Their Disadvantage point- Broadcast feeds send all data from A through Z, causing
bottleneck during heavy trading activity.

Direct from the Source: We are a division of Track Data Corporation which is an
institutional data solution provider. Track Data provides quote machines to major brokerage
houses and the exchange floor.
Our Advantage point- we are using the same data feed direct from the exchanges that is
used by hundreds of traders on the floor of the NYSE.
Their Disadvantage point- Some vendors get their data feeds from a third-party vendor,
what happens if that connection has problems? And for the other vendors who get the data
from the exchanges like we do- ask them how many units they have on the floor of the
exchange- answer is bound to be 0.

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8 Accounting and Summaries

8.1 Accounting
The program can keep track of your trades. The trades are entered either manually, or during
the automatic brokerage service.

There are many reasons for this. One is so that we have complete records of all of our
transactions: Deposits to the brokerage house, trades, fees, interest, etc., so that we can have
records that can be used to verify brokerage statements. As is well known, banks make
mistakes, and we must protect our mistakes.

A second reason for this is the opportunity to run queries over the database, which give profits
each month, for each stock, or whatever.

Finally, this gives us the important opportunity to calculate the maximum drawdown of our
account. When trading, there are two important items. One is our profits and losses (P&L).
The other is maximum drawdown, the maximum difference from a high value in our account to
a low value. Once this is too large, we sell, regardless of other trading considerations. Very
few stock accounting packages give this vital information.

I wrote an accounting package in 1986, in which I keep track of all my expenses. Been using it
since, continuously updating it. Reconciling bank statement, prepare reports, etc. However, I
found it too hard to add brokerage statements to the program. These statements are so very
complicated. Well, I finally succeeded in adding it to patterns. Debugging was difficult, as I
made all types of mistakes. I have a Roth and an IRA account, and when I would trade, I made
mistakes putting the trade as a Roth rather than an IRA. I was able to fix all the mistakes, and
get the program to agree with the statements.

To enter the accounting module, from the Contracts table, press the menu Contracts | Trades.

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8.2 Tables
In the Accounting form, you can view various tables:

The meanings of the selections are:

Account View the Account table
Cash Balance View the daily cash balance table, assuming everything sold each day
Trades View the trades table
Contracts Open the contracts window, to view the list of contracts
Stock watch View the list of stocks to add watch numbers
Close All Close all the grids.
Delete Account Delete all records from the StockTraded table for this account.

8.3 Summary of Features

With the data available on the prices of stocks, and the data of all your trades, we can do
powerful things.

One is to run queries to study how we have done in the past. Look at each stock, how well
have you done each week. Look at each account, each broker, each type (IRA, regular, and
such), or any combination. Queries tell you your profits. You can also look at your unreal
profits, and pull up charts just for the stocks you are long.

Just select the queries by the menu and immediately you get the results. Queries are powerful
features of databases, very easy to use. With spreadsheets, queries are very difficult to set up
and to use.

You have several brokers, each of which give you recommendations. You want to watch the
stocks you buy from each broker. Open the stock watch table, and give a number for each
broker. E.g, one broker is Oppenheimer, and the other is Ron. Oppenheimer recommends
stocks A, IBM, F. Put a 1 for these stocks. Ron recommends SH, SHY. Put a 2 by these

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stocks. This way you can see how much you have made each month for each broker.
8.4 Process of adding trades
There is a sequence that must be followed when adding trades.

1. There must be stocks in the Contracts Table. See Adding stocks 54 .

2. Just as you must have a broker in order to trade, you must add records to the accounting
table.
3. After you added stocks to the Contracts Table, and records to the Accounting Table, you
can then add to the Trades table.
8.5 Account Table
When you trade, you may choose types of accounts.

One table is the account table. There are various types of accounts. E.g.:

1. Real. Real money invested with brokers.

2. Simulated. Needed for testing.
3. Pension. These accounts permit trading only, say, once a quarter. When we look at our
monthly profits, we may not be interested in these accounts, since we have much less control.
4. Sample. Accounts that we want to watch, but are not directly invested in. E.g., INDU.

For Real accounts, we may have an IRA, a Roth, several accounts with brokers. We can give a
long name, usually the account number with the broker. We give the default commission for
stocks and mutual funds. When you make a trade, adding a record to the accounts table, the
commission is added automatically. You may, of course, override it.

Define them in Grids | Account. Press this, and the following grid will come up:

The aqua arrows permit you to move around, to add or delete records, etc.

The fields are the these:

C. Close this grid.

Account
This may be IRA, Ordinary, etc.

Type
1. Real. Real money invested with brokers.
2. Simulated. Needed for testing.
3. Pension. These accounts permit trading only, say, once a quarter. When we look at our

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monthly profits, or whatever, we may not be interested in these accounts, since we have
much less control.
4. Sample. Accounts that we want to watch, but are not directly invested in. E.g., INDU.

Broker. The broker for this account.

Account Number. This the the number the brokerage firm uses.
Commission. The default commission.
Mutual Comm. The default commission for mutual fund trades.
Cash. The cash balance in the account. This is calculated by the program.
Statement Date. The last statement checked.
Real. Checked for real accounts.

For Real accounts, we may have an IRA, a Roth, several accounts with brokers. We can give a
long name, usually the account number with the broker. We give the default commission for
stocks and mutual funds. When you make a trade, adding a record to the accounts table, the
commission is added automatically. You may, of course, override it.

Press the + to add an account, and the - to delete. If you try to delete an account in use, it will
not permit you to.

8.6 Trades
A typical accounting grid would look like this

The aqua arrows permit you to move around. Press the + button to add a trade.

When you add a trade, you put in the stock name, date, number of shares, price, commission,
fees, dividend. Some of these items, such as commission, is put in automatically. The stock
name must be a stock in the Contracts table. You choose a stock from a list.

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This is shown as two lines, as it does not fit on the screen.

For a trade, we have the fields specifying the Account (name, type, and number), stock, date.

If you leave Stock blank, it refers to an account transaction, such as interest or fees.

If you received shares from a mutual fund that was reinvested, then check Reinvest. The
information here will be treated as information only, and not used to calculate the balance or
profit.

Another use for the Reinvest box is when you are verifying your statement. When you see
"Trades Pending Settlement", if you wish not to include this with the calculated balance, check
Reinvest. Be sure to uncheck after you verified your statement!

The number of shares traded, and Price per share. After the trade, you have Remaining
shares left. E.g., you bought 200 shares. At a later date you sold 100.

Commission. Fees charged. Usually pennies for SEC and such. Dividend.

Invested: This is the amount invested in this stock in the account. The program calculates this
quantity. For example, look at the grid above. You bought 100 shares of GM at 38.50.
Invested is -3880.00. You then bought 250 shares at 39.49. Invested is now -13,782.50. As
we trade GM, invested changes. When we are out, with the shares remaining 0, 0 invested is
985.00. This is our profit.

For deposits to the account, enter the amount in Amount.

The program calculates the Real and Unreal profit and loss. The Real profit is calculated
when the number of shares remaining is zero. To do this correctly, especially for tax purposes,
we have to decide which trade in the past we are going to take the profit. The program does
not get involved with these complexities. If you wish to modify the profit, so that you get a
more accurate estimation of your monthly profits, then check UserProfit, and enter your
calculation of the profit. In this case, the program will not override it.

Comments are for brief comments. Notes are for your detailed comments why you made the
trade. You will be able to do a text search for such comments.

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8.7 Import and Export

Data can be imported and exported to Excel files. To import data, first save the Excel file as a
csv file.

Click on Read. A file selector will come up, from which you choose the csv file to read.

The format of the file is

;Long or Short;date in;in;date out;out;;;;;;;;;;gains;losses

mbt;L ;12/31/2003;82.5;05/24/2004;118.98;;;;;;;;;;0;0
bud;s;01/02/2004;52.44;01/09/2004;50.15;;;;;;;;;;0;0
chrs;L ;02/02/2004;6.1;03/04/2004;7;;;;;;;;;;0;0
bvf;s;02/11/2004;22.29;03/31/2004;15.6;;;;;;;;;;0;0

If any stocks have less than one letter, or more than 5, the line is considered not as a data line,
and ignored.

The first field is the stock name.

The next letter is an L or an S, telling us that the trade is long or short.
The next fields are the date of the trade and the price per share.
The next fields are the date of the trade getting out and the price per share.
The next field is the number of shares traded. If this is not present, the value of 100 is taken.

The data is then added to the StockTraded table for the default account.

To calculate the maximum drawdown, we have to have a drawdown table. This is created
from the StockTraded table for this account by pressing Build Drawdown. With this table, the
maximum drawdown is calculated by pressing Calculate drawdown. The Drawdown table can
be exported to a csv file for importing into Excel by pressing Export Drawdown.

The final menu item, Invested, will recalculate the the cash invested, i.e., the cash balance for
this account.
8.8 Drawdown
You can calculate the drawdown from your investments.

This is what such a grid looks like. On each day, your account had a high, low, and a close
value.

The program calculates automatically the maximum drawdown. When trading in the market,
not only must we focus on the profits, but also on the maximum drawdown. We can afford

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only a certain drawdown, and once this is reached, we must get out.

Press Build Drawdown to build this table, Calculate Drawdown, to calculate the maximum
drawdown, and Export Drawdown to export it to a csv file which can be imported into an
Excel spreadsheet.
8.9 Accounting and Summaries
Here you can let the magic of SQL let you understand how you have actually performed in the
market. With this tool, you can do things that are not possible with spreadsheets like Excel, or
simple databases like Access.

To open this window, press Tables | Accounting on the main form, or Alt + A. You can also
do this from the Contracts Table, by pressing Contracts | Accounting.

First, you enter trading data. Currently, this is done manually, but it is planned to permit
importing data from other formats.

Enter the stock, number of shares (+ for a buy, - for a sell, 0 if it is a dividend), price per share,
date, commission, dividend. In additon, you may choose an account. You may have a real
account and an IRA account, and your trading strategies are different for these accounts. You
may have simulated accounts. This guy is telling you all kinds of things, with promises to make
money. Well, do what he says, but trade in the simulated account, and you will see what

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actually happens.

When you buy, it automatically updates Shares Remaining to the number of shares bought.
When you sell, it calculates the profit and loss (P&L) by looking at previous trades, and
adjusts the Shares Remaining.

Press Update. It will get the current values of the stocks from the Contracts Table. These
values are either updated by MyTrack, or else you entered new CSI data files, and the table
was updated with the new values. (This is done by Run | Add Volume in the Contracts Table.)
The program will then calculate the Unreal P&L, which is the profit and loss had you sold
everything, and list them along with the Total P&L.

You can press Add to add another trade with the same stock quickly.

When you double click on a stock, the chart comes up. If you wish to disable it, uncheck Chart
in the menu shown above.

If you do not wish to see the grids colored, uncheck Colored Rows.

When entering dates, a pop-up calendar will appear, making it easy to add dates. This is if Use
Date Time Picker is checked, which is the default. You can uncheck it, if you prefer entering
dates as a string, or if you wish to copy and paste dates.

The settings are remembered for future sessions.

8.10 Cash Balances

To check your brokerage statement, find the balance in an account.

To get a table of the daily cash balances if we sold our holdings each day, press Daily Cash.
While building the table, if a stock has a dta record and a san file record, check Use dta data so

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 Accounting and Summaries 115

that the dta record will be chosen if it exists. Uncheck it if you wish to examine san files first.

When viewing the cash balance table, if a certain stock is missing data due to a holiday, while
other stocks have data for this day, Holiday will be checked. You can view the table without
the holidays by checking Holidays.

Where else in the world can one have a program that not only tells him how he is doing, but
gives a historical record of his accounts and how they moved on paper. A list of paper profits.
Then you can say that trading scheme xyz gives great paper profits. See! Use our great trading
system!

Press Invested to update the account with the correct cash balance.

To verify a statement, press Statement Date, and enter the date of the statement.

If you feel there is an error, you can do a further check by looking at Activity.txt (press
Activity from the main menu). You will see a list of transactions this month. This will help you
if you put a transaction in the wrong account. This is a brief list of stocks, dates, and number
of shares.

If you wish not to include Trades Pending Settlement with the calculated balance, check
Reinvest in the StockTrades table. Be sure to uncheck after you verified your statement!

8.11 Filter
You may filter the Trades table in order to see part:

The meanings of the options are these:

All: No filtering
Active. View the records for stocks in which you are long.
Active Default: Active stocks for the default account
Account Name: All records for the default account.

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116 Patterns

Account Type: All records for this type.

Broker : All records for this broker.
Filter. A filter dialog comes up, and you can choose any filter you wish. See below.
Textsearch. Enter a phrase, and it will find records for which this phrase is in the
Comments or Notes field. If one of the other filters are selected, only records satisfying
that filter will be chosen.

The three options, Account Name, Account Type, and Broker are remembered when you
close the program and reopen.

The account name is the account for which you are registered with your broker. You receive
statements with this name. Filtering on account permits you to examine your statements.

You may have an IRA account, a Roth account, or whatever. This is Account Type. You may
want to see how well your Roth account is doing, comparing it with an ordinary account. You
may have several Roth accounts.

You may wish to examine each broker, to see how they do.

You may have a large number of trades, and want to see only some of them. Press Filter, and
you can choose whatever you want. In the above example, the word "fooled" appeared in the
notes. Use the filter to find this record!

We selected the word "fooled" in the Notes, and set Partial Match Anywhere. Press OK, and
the filtered record comes up. To cancel the filtering, press Cancel.

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8.12 Query
Here is where the power of the SQL comes into play. Here is where you can enter queries, and
see how your money has been working for you investing.

· You may want to look at your various stocks, to see how much money you made or lost
each month.
· You may want to look at your various accounts.
· You may want to examine the types of accounts (Regular, Roth, etc.), as the trading
strategies are different for each.
· You may want to examine brokers, as the trading strategies may differ for each broker.
· You may want to see how much real money you have made, as opposed to simulated
trading.

Queries are powerful features of databases, very easy to use. With spreadsheets, queries are
very difficult to set up and to use.

Choose to see the results grouped by Hour, Year, etc.

Check Stock, and the results are grouped by stocks.

Check Account, Account Type or Broker, and the results are grouped either by Account
(name) or by Type (of account), or Broker.

The last three items: All Accounts, etc., limit the results. This account will limit the results to

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the default account. E.g., select Simulated for the account type, and select This type. You will
see only simulated results.

The final item, Real, is checked if you want to query only on real accounts. If you wish to
include simulated accounts, uncheck this.

The query can be exported to a csv file, which is either comma or tab delimited, depending if
Comma delimited csv is checked or not.

Run the query (Alt+R) or press Run Query, and we get

The bottom of the screen gives the total profit, and the execution time of the query.

This gives the sum, average, etc., of the profits, and the dividends.

The P&L items are ordered by date and stock name.

You can select Account and Year, and see in an instant how much you made taxable income!
In a fraction of a second, the computer calculates how much you earned in a year from stocks!

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Note that the fonts are Courier New, rather than the standard MS San Serif. This is because
these numbers represent money, and it is very important that the money be made as clear as
possible.

St Dev is the standard deviation of the profits. If this number is large, it means some profits
were large, some small. A small St Dev means that most of the profits were near the Average.

8.13 Fonts
The default font is Courier New. This way the numbers are clear. With money, it is important
not to get confused with the numbers. If you wish to change the font, press Font:

Choose whatever font you wish. This will be the font for all grids in the Accounting form until
you change it.

9 Images
This is a display of various screen shots. It is best for you to maximize the screen. You will
then see the screen shots the best.
9.1 Contracts Table
This is a display of the contracts table. It is a list of stocks and the relevant details.

Name is the stock symbol. If you press the X on the left of Name, you will see all the details
about this stock.

Min is the time frame.

-1 is for csi data, which is not updated in real time.
0 is for daily data, which can be updated in real time
1 is for minute data
-2 and more negative: for reading csv files

Look at BORL stock (Borland Software Corp). The first is the daily Borland at all exchanges.

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The second is the intraday by minute.

LastClose gives the latest value of the stock. LastCloseDate gives the date and time the value
was registered. For mutual funds, like OSPCX, the only value is the date (no time). Column C
is checked when you double click on a stock to view the chart. Q is checked for Quote (or
MyTrack) stock, and unchecked or csi stock.

The other numbers are filters (See Filters 56 .)

9.2 Chart for IBM minute

This is a chart of minute data for IBM.

Each line is a one minute bar, and shows the open, high, low, and close of the bar. Move the
cursor to any bar to see the volume, and other optional things like moving average.

The lines were drawn automatically by the program. This is the #ML line, where #ML is the
name of the .sig file. The solid line is the ML line, and the dashed lines are the warning lines.
The lines are drawn through pivots. A pivot is a local high or low, and is displayed as a circle.
The program calculates the pivots.

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9.3 Chart for IBM daily

This is a chart for the IBM daily.

The cursor is at a z pivot, which is a low major. This pivot is marked with a M.

Before this, there are pivots v,w,x,y,z. Between the x and y there is a pair: H, L.

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9.4 Chart move

If you press ScreenMove1in the chart, the chart will move to the right, displaying the list of
stocks, so that you can select another stock.

In this image, we had IBM daily charted, and decided to view the chart of IBM 1. We can
double click on IBM 1 to pull up the chart.

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 Images 123

9.5 Trend Lines

Trend lines are shown in various colors.

The ML line is red, the trend line blue, and the signal ML line black.

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© 2006 Analysis & Knowledge

 Index 125

Currency 32

Index Curves 51

-D-
-A- Daily 50
Account 31, 32 Daily Data 61
Accounting 107, 113 Data 7
Accounting grid 110 Data Collection 26, 61
Accounts 109 Day at a time 48
Action 32 default order 32
Add 113 Delta 44
Add a stock 30 DeltaNeutralAuxPrice 44
Adding stocks 54 DeltaNeutralOrderType 44
After Hours 83, 93 DesignatedLocation 32
After Hours Trading 67 DiscretAmount 32
AllOrNone 32 DisplaySize 32
AmiQuote setup 13 drawdown 112
AuctionStrategy 32, 44
Author 5
AuxPrice 32
-E-
e-mail 6
-B- Errors 7
ETradeOnly 32
balance 110 Exchange 32
balances 114 Exchange Hours 67, 84
Bars Back 24 Exchanges 86
BlockOrder 32 Executions 32
Box 44 ExecutionsCount 32
brokers 108 Expiry 32
Extended hours 26
ExtendedHours 32
-C-
cash 114
Changed 32
-F-
Chart 47, 48, 50, 51 FAdvGroup 32
Charts 45 FAdvMethod 32
ClientId 26, 32 FAdvPercentage 32
Color 51 FAdvProfile 32
combination orders 41 Files 5
ComboLegs 32 Filled 32
ComboLegsCount 32 FillPrice 32
commission 110 Filter 58, 115
Completed 32 Filters 56
ContinuousUpdate 44 Financial advisor 26
Contracts Table 53 Firewall 10
csv 58 FirmQuoteOnly 32

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Future Symbols 95
Futures 67, 71
futures legs 41 -O-
Futures Options 82
OBV 51
OCAgroup 32
-G- OCAMethod 32
OpenClose 32
GoodAfterTime 32 Options 41, 67, 68, 71
GoodTillDate 32 OrderOrigin 32
OrderRef 32

-H- Orders 90
OrderType 32
Hidden 32 OverridePercentageConstraints 32
Historical Data 30, 32
holidays 114 -P-
-I- Parameters 7
ParentId 32
Pdf files 48
Images 119
PercentOffset 32
Install 5
PermId 32
investment 110
Price 32
Price Improvement Auction 44
-L- PrimaryExchange 32
Program 4
LatestFillPrice 32
LatestFillQty 32
License 3 -Q-
Limit 91
Quantity 32
LocalSymbol 32
Quarterly 50
login 8
queries 108, 117
Quote Bars 24
-M-
MinQuantity 32 -R-
Monthly 50
Real Time 61
Moving 47
Record View 53
Multiplier 32
ReferencePrice 32, 44
mutual funds 109
Registration 6
MyTrack app 5
RegTradingHoursOnly 32
MyTrack Technology 106
Remaining 32
Right 32
-N- Rule80A 32
Run Test 64
NBBOPriceCap 32
Note 5

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Volatility 44, 51

-S- VolatilityPeriod 44
volume 51, 58
San Files 60
Sectors 61
SecurityType 32
-W-
SettlingFirm 32 Warning LInes 45
Setup 7 Weekly 50
ShareAllocation 32 Welcome 1
ShortSaleSlot 32
Signals 17, 22
Spreads 23, 55
StartingPrice 32, 44
stock 41
Stock trades 115
StockRangeLower 44
StockRangeUpper 44
StockRefPrice 44
Stocks 67
Stocks - Nasdaq 70
StockUpdater 62
Stop 91
Strike 32
Summaries 113
SweepToFill 32
Symbol 32
Symbols 67

-T-
Tables 66
taxes 117
TempId 32
Thick lines 51
TimeInForce 32
trades 110
Trades Pending Settlement 110, 114
Trading 87, 93
Transmit 32
Trends 48
TriggerMethod 32
TWS 8, 25, 32

-V-
verify statements 114
VOL orders 44

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Back Cover