- Data for testing
- Point A
- Failed Point A
- Point C
- Pivot range
- W-pivot range -new
- Points A and C through the pivot
- Closing method -new
- Dynamics of Points A and C
- Significant time frames
- Entry and exit

Appendix

Testing, research and upgrade of Mark Fisher's ACD system, trading programs

- Data for testing
- Point A
- Failed Point A
- Point C
- Pivot range
- W-pivot range -new
- Points A and C through the pivot
- Closing method -new
- Dynamics of Points A and C
- Significant time frames
- Entry and exit

Appendix

Testing of the ACD system is conducted for the most liquid 7 stocks and 6 futures traded on the Moscow exchange, the characteristics of which are presented in Table A.1 in the Appendix. The table contains a description of each stock and futures, their liquidity and volatility. Liquidity is calculated according to historical data as the average daily turnover in US dollars. For securities denominated in rubles, the turnover is translated into US dollars using the daily exchange rate. Volatility is also calculated on historical data as the ratio of price changes to the average price per day, which is averaged over the entire history. The change in price is determined by two methods - as the difference between the high and low for the day and as the average true range. For more information and formulas, see the comments on Table A.1.