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heading up at the same time, that is a divergent indicator as to where the price is going to move next. A person using the MACD in this way would acquire the stock, trusting the MACD to be providing a buy signal prior to the stock following suit and moving higher. As with any other crossover signal, the MACD is prone to providing multiple signals. The more volatile a security, the more frequent (and less reliable) these signals will be. If you are a very active trader, you can use multiple signals as an opportunity to trade the stock more frequently and in both directions (that is, both the long side as well as the short side). The symbol OIH (Figure 5.20) provides an illustration of this, since there were three signals given in a relatively short time period: rst a buy, then a sell, then another buy. The most powerful MACD signals are preceded by relatively quiet price activity. If a stock is moving along in a relatively tight channel and then gives a clear MACD signal, it is often an indicator of an important price change. AG Edwards (symbol AGE) was trading for months in a tight range of just a few dollars (Figure 5.21). In mid-March, even though the prices did not seem to be doing anything particularly unusual, a MACD signal was generated to buy the stock. Although it took a couple of weeks before any breakout occurred, the subsequent movement was signi cant, and the MACD gave warning far in advance of the actual price move.

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Note: Fields are sorted in ascending order by default. Click the Ascending button to toggle to descending order.

(13.15)

The atomic volume of liquid He 4 is v = 46.2 N, which implies an average interatomic distance of 4.44 A. Since this is somewhat larger than the effective hard-sphere radius of 1.28 A, we may calculate f( u) by making a virial expansion as discussed in Problem 7.6. The result is

f( v)

(13.16)

e-[1+(4 T13)(a Iv))

= 0.08

(13.17)

Thus the modulus of the superfluid order parameter at absolute zero is I( 1/J >I =' /0.08. One has to be careful to distinguish this number from the "superfluid" fraction Ps/p in Tisza's phenomenological model. The latter is by definition 1 at absolute zero. The difference is made clearer in the next section.

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Indicators can sometimes take on an almost clairvoyant quality about them. The reason is that indicators provide a different insight and representation of the underlying price movement that is not visible by simply looking at the price chart. In Figure 5.22, the stock of the Chicago Mercantile Exchange (symbol CME) had been steady in July and August, drifting downward late in August. In spite of this anemic behavior, the MACD provided a crossover to the upside. This crossover preceded not just a very large up movement, but it speci cally preceded a single-day movement of 20 points. There is another way you can view MACD information, and that is by the use of a histogram. The MACD histogram is computed in the same way, but instead of providing two lines, it illustrates the difference between the two lines with positive bars (above the 0.00 line) or negative bars (below the 0.00 line). Figure 5.23 shows an example of a MACD histogram. Because the bars are different and the transition from positive to negative (or vice versa) is so obvious, this representation of MACD movement makes it much easier to spot crossovers. Figure 5.24 shows the analysis of a stock with a MACD histogram and a 2-line MACD stacked on top of one another. This makes it easier to understand how these two studies correlate. In the 2-line study, when the black line is beneath the dashed trigger line, there are negative bars

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We now describe a modernized version of Landau's theory.* We assume that there are no other excitations near the ground state except the elementary excitations whose spectrum is illustrated in Fig. 13.4. Thus the quantum states immediately above the ground state can be described as a gas of noninteracting elementary excitations, with energy

13 14

(13.18)

where h W k is the energy of an elementary excitation of wave number k and {n k} is a set of occupation numbers. It is assumed that the elementary excitations are bosons, so that nk = 0,1,2, .... Clearly, there is some restriction on the occupation numbers, just as in the Debye theory of the crystal lattice. This restriction is unknown; but it cannot be important for the low-temperature properties of the liquid, because only a few excitations would be present. Therefore we may take each n k to be an independent number. The thermodynamic average of nk is then given by

Wk -

(13.20)

where V is the volume occupied by the liquid. The specific heat at constant volume is 1 1 au -c v = - (13.21) Nk Nk

where N is the number of He atoms in the liquid. For low temperatures, only the phonon part and the roton part contribute significantly to the integral in (13.20). The specific heat can therefore be written approximately as a sum of two terms, the phonon contribution and the roton contribution.

FIGURE 5.22 This MACD not only preceded a big move up by the stock CME but also was a day in advance of the 20-point move made in a single day.

(13.22)

where u = VIN and m is the mass of a He 4 atom. The roton part may be calculated by treating kTI ~ as a small quantity. We obtain

Croton::::;

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