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Obviously traders can improve their system s rate of return simply by increasing the worst peak-to-valley drawdown levels allowable For example, let us assume $100,000 under management and that our trading system executes single contract positions on a given portfolio Based on this criterion, we discover that our system endured a worst peak-to-valley drawdown of $20,000 or 20 percent for our portfolio Consequently, as long as we are willing to weather a 40 percent worst peak-to-valley drawdown in equity, we could double our average annualized rate of return simply by trading two contacts instead of one Although this may sound tempting, it is important to remember that the higher the peak-to-valley drawdown we experience, the lower our system s likelihood of profitability The probability of our returning to profitability decreases exponentially as the percentage of peak-to-valley drawdowns in equity increase.

The early years were lled with descriptive articles, with.

1 1 1 1 1 1 1

(eg. my bank)

to gravitate to key horizontal support or resistance levels. As the trend matures, capitulation of those seeking reversal adds to the system s profitability (see Figure 2.16).

Pennings, E C M, M K Smit A A M Staring, and G-D Khoe Integrated-Optics versus Micro-Optics A comparison Integrated Photonics Research IPR 96 Boston MA Tech Dig. vol 6 Apr 29 May 2 1996 pp 460 463 Ralston, A, H S Wilf, Mathematical Methods for Numerical Analysis, J Wiley, New York, 1962 Rooy, D L Van, Digital Ultrasonic Wavefront Reconstruction in the Near Field, IBM Technical Report, No 3202402, IBM Scienti c Center, Houston, Texas, May 1971 Shannon, R, in Optical Instruments and Techniques, edited by J Dickson, pp 331 345, Oriel Press, England, 1970 Shen, F, A Wang Fast Fourier Transform Based Numerical Integration Method for the Rayleigh-Sommerfeld Diffraction Formula, Applied Optics, Vol 45, No 6, pp 1102 1110, 20 February 2006 Shewell, J R, Inverse Diffraction and a New Reciprocity Theorem, J Optical Society of America, Vol 58, No.

is differentiable at the point t = tm , and differentiating in (5.25) yields f (tm ) Qm (tm ; f ) = 1 (tm t1 )2 (tm tm 1 )2 (2m 1)! f (2m 1) ( (t1 , t2 , . . . , tm , tm )). Set m = (t1 , t2 , . . . , tm , tm ), m = (t1 , t2 , . . . , tm , tm ). Since Pm (t; f ) is a linear functional of f (t1 ), . . . , f (tm ), f (t1 ), . . . , f (tm ) (5.26)

12, pp 1596 1603, December 1968 Smith, H M Principles of Holography (Wiley, New York, 1975) Smit, M K, Now focusing and dispersive planar component based on an optical phased array Electron Lett, Vol 24, No 7, pp 385 386, March 1988 Soumekh, Mehrdad, Synthetic Aperture Radar Signal Processing with Matlab Algorithms, J Wiley, New York, 1999 Southwell, W H, Validity of the Fresnel Approximation in the Near Field, J Optical Society of America, Vol 71, No 1, pp 7 14, 1981 Stark, H, Applications of Optical Fourier Transform, Academic Press, Orlando, 1982 Stark, H, editor, Image Recovery: Theory and Application, Academic Press, 1987 Steane, M, H N Rutt, Diffraction Calculations in the Near Field and the Validity of the Fresnel Approximation, Journal of the Optical Society of America A, 6, 12, 1809 1814, 1989 Stroke, G W.

= E Gk (t) Gk (t )

, An Introduction to Coherent Optics and Holography, Academic Press, New York, 1975 Ta ove, A, S C Hagness, Computational Electrodynamics: the Finite Difference Time Domain Method, 3rd Edition, Artech House, Norwood, MA, 2005 Takahashi, H, S Suzuki, K Kaco, and I Nishi, Arrayed-Waveguide Grating for Wavelengt Division MuIt/Demultiplexer with Nanometer Resolution, Electron Lett, 26, 2, 87 88, January 1990 FT Ulaby, R K Moore and A K Fung, Microwave Remote Sensing Volume I, AddisonWesley, Reading, MA, 1981 Van Rooy, D L, Digital Ultrasonic Wavefront Reconstruction in the Near Field, IBM Publication No 3202402, May 19, 1971 Weyl, H, Ausbreitung Elektromagnetischer Wellen uber Einem Ebenen Leiter, Ann Phys Lpz 60, 481 500, 1919 Wikipedia, website http://enwikipediaorg/wiki/Diffraction Wilson, T, editor, Confocal Microscopy, Academic Press, London, 1990 Ziemer, R E, W H Trantor, Principles of Communications, 5th edition, J.

a H tsdb D N, N0 , N00 , N000 -tetrasalicylidene-3,30 -diamino4 benzidine; H4 tsts D N, N0 , N00 , N000 -tetrasalicylidene-3,30 , 4,40 -tetraaminodiphenylsulfone; H4 tstm D N, N0 , N00 , N000 tetrasalicylidene-3,30 ,4,40 -tetraaminodiphenylmethane; cf. Figure 2.12 for ligand structures and synthesis of cerium derivatives. Conductivity measurements at 298 K. Iodine doping in closed container.