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Samurai Suite designed and tuned specially for Rediscover the Classics Trade with Precision

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Page 1: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Samurai Suite designed and tuned specially for

Rediscover the Classics

Trade with Precision

Page 2: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

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What’s Inside

Quad Trading Precision

Behind Technical Analysis

Raw Data Streams

Stable Price Aggregates

Stochastic Price Beam

Quantum Uncertainty of Price

Page 3: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Double to Quad

Trading Precision

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Page 4: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Where Precision Matters

All classical technical indicators

Building blocks of every trading strategy

Precise blocks mean precise signals

Up to quad precision against standard

Sharpen entries and exits: cut slippage

Avoid losses on false alarms

Suitable to improve any strategy

Trusted by institutional traders 4

Page 5: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise versus Standard Chart

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Page 6: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise versus Standard

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Precise Bollinger Bands: Orange

Versus Classical Bollinger Bands: Cyan

Precise Bollinger period 3 equals to

Classical Bollinger period 12 due to

Quad channel price aggregation

Up to quad faster reaction to market

Up to quad grow profits

Up to quad cut losses

Page 8: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

The Mystery of

Stock Prices

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Page 9: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

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Behind Technical Analysis

Samurai Suite for NinjaTrader offer a simple

and powerful collection of improved

technical indicators inherited from classical

oscillators widely used throughout modern

technical analysis. These oscillators take

advantage of full intra-bar information

provided by the NinjaTrader charting

package. They allow for up to four times more

precision against their classical counterparts.

Page 10: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Indicators on Chart

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Standard Error

Indicator

Classical

version (Cyan)

Precise version

(Orange)

Notice narrowed and sharpened price

channel plotted by precise version

against classical version

Page 11: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Stable Price Aggregates

One way to improve precision without

acquiring additional data is to use all

available data from the provider and to

smooth the data. So in the case above, we

take all four data points lumped under one

time stamp and sum up averages over

several bars. Not only will you have four times

the amount of data, but the relative role of

high and low prices in the average will

steadily diminish. 11

Page 12: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Row Data Aggregation

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Page 13: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Take Advantage of the Data

A standard bar on a price chart typically has

four channels: open, high, low and close.

Many technical indicators use only one of

these channels for the statistical inference

(analysis). In the image below, we illustrate

the benefits of using all four channels to

improve trading signal precision on a simple

example of a Bollinger Bands calculation. In

this suite we reconstruct many indicators on

the same improvement principle. 13

Page 14: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Bollinger Bands

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Page 15: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Price Probability Channel

The figure illustrates a simulated intra-bar

probability channel associated with price

components provided on the chart. The blue

price gradient depicts the associated

probability levels extrapolated from the price

sample within each bar. Over this price

distribution we plot Bollinger bands calculated

by the standard method against the

improved bar price resolution method.

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Page 16: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Quantum Uncertainty Principle

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Page 17: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Quantum Uncertainty of Price

Uncertainty affects the measurement of

market conditions similar to what happens

in quantum systems.

Take advantage of all four price channels

to leverage uncertainty.

Read more in our paper:

Unraveling the Mystery of Stock Prices,

Stocks & Commodities, V. 28:3 (10-16)

http://store.traders.com/stcov281unmy.html

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Page 18: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Indicators

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Page 19: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Price Beam Indicator

Price Beam is the fundamental basic indicator

that constitutes the core foundation of all

other indicators in this suite. It visually shows

the stochastic distribution of the underlying

price points in the form of a visual heat map.

Lightly colored regions reveal a higher

concentration of the price probability

function, while darker regions correspond to

less likely price distribution ranges.

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Page 20: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Price Beam Chart

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Page 21: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Stochastic Price Channel

Price points are more concentrated in the

brighter high probability channels and

gradually fade out to less probable dark outer

regions where a trade is highly unlikely to

occur. Due to this feature, the Precision Price

Beam indicator should always appear on a

uniform black background. Black designates

a uniform outer field of zero probability, on

which the channel of positive probabilities is

depicted. 21

Page 22: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Linear Price Beam Chart

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Page 23: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise versus Standard

Next see pairs of indicators:

› Precise indicator chart: Orange

› Classical indicator: Cyan

Notice improved precision

Estimate the accuracy

Observe the smoothness

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Page 24: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Average

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Page 25: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Bollinger Bands

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Page 26: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Exponential MA

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Page 27: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Forecast Oscillator

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Page 28: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Linear Regression

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Page 29: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise MACD

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Page 30: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Percentage Oscillator

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Page 31: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Price Oscillator

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Page 32: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Rate-of-Change

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Page 33: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Standard MA

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Page 34: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Standard Deviation

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Page 35: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Standard Error

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Page 36: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Triple Exponential MA

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Page 37: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Triangular MA

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Page 38: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise TRIX

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Page 39: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Time Series Forecast

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Page 40: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

Precise Weighted MA

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Page 41: Rediscover the Classics Trade with  · PDF fileRediscover the Classics Trade with Precision . 2 What’s Inside Quad Trading Precision ... Quant Trade, LLC

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Pioneers in the fractal exploration

of financial markets

Trading futures and options involves the risk of loss. You should consider carefully whether futures or options are appropriate to your financial situation. You must review the customer account agreement and risk disclosure prior to establishing an account. Only risk capital should be used when trading futures or options. Investors could lose more than their initial investment. Past results are not necessarily indicative of futures results. The risk of loss in trading futures or options can be substantial, carefully consider the inherent risks of such an investment in light of your financial condition. Information contained, viewed, sent or attached is considered a solicitation for business.

Quant Trade, LLC has been a Commodity Futures Trading Commission (CFTC) registered Commodity Trading Advisor (CTA) since September 4, 2007 and a member of the National Futures Association (NFA).

Copyright @ 2012 Quant Trade, LLC. All rights reserved. No part of the materials including graphics or logos, available in this Web site may be copied, reproduced, translated or reduced to any electronic medium or machine-readable form, in whole or in part without written permission.

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