The archive in 1988 · TradersWeek

C01Three clocks when cumulative volume led priceMarket breadth C01Constructing regime-aware option income from implied volatilityOptions and volatility C01Constructing a value area from TPO, volume, and order flowAuction and volume C01Cumulative volume trend and 200-session polarityMarket breadth C01When action-seeking replaces the decision processDecision process C01Constructing price channels from trendlinesTrend and channels C01Classifying primary futures for regime-aware tradesIntermarket and spreads C02Multi-scale Elliott counts with Gann and Fibonacci confluenceWaves and ratios C02A two-rule classroom book of cheapness and new highsPortfolio construction C02Constructing tick-weighted money flow and price divergencesIndicators and filters C02A directional-line cross needs a trend filter, an extreme-point rule, and a dollar stopIndicators and filters C02Constructing Value Area trends from half-hour auction profilesAuction and volume C02Four sugar-futures turns as a ranked wave-ratio auditWaves and ratios C02Folding night auctions into daily OHLC barsAuction and volume C02Indicator smoothing: lookback, weight, and scaleIndicators and filters C02Building probability-density adaptive weights and a chi-square trend filterStatistical tests C03Volume value area versus time-print filtersAuction and volume C03Relative strength, stochastics, and on-balance volume as a turning-point stackIndicators and filters C03Five reading rules for smoothed indicator chartsIndicators and filters C03Payoff index checkpoints for open interest and divergenceIndicators and filters C03Three-point curved trend channel constructionTrend and channels C03Habitual decision style can override a trading system's rules under stressDecision process C03Constructing moving averages: weights, smoothing and crossoversIndicators and filters C03Name the stop, then decide if the account can payDrawdown and survival C04Walk-forward and neighborhood tests after optimizationSystem design C04Simple systems over optimized complexitySystem design C04Reaction length as a trend integrity testTrend and channels C04Serial correlation is not an independence testStatistical tests C04Treat action-seeking as a veto before any signalDecision process C04Fourier cycle models break in major swingsCycles and spectral analysis C04Building consensus indicators with correlation and the chi-square testStatistical tests C04Counting the 1987 Grand Supercycle peak as three claimsWaves and ratios C04Constructing chi-square tests for two-way price countsStatistical tests C04Case study: weekly on-balance volume with trendlines and a 21-period averageMarket breadth C04Constructing unsigned true range for directional modelsIndicators and filters C04Signing volume by open interest changeMarket breadth C04Constructing a lead-aware correlation coefficientStatistical tests C05Auction control from a price, volume, and time ledgerAuction and volume C05Test edges against chance, not storyStatistical tests C05Triaging Elliott wave counts with weekly stochastic divergencesWaves and ratios C05Constructing trend definitions with filters and linesTrend and channels C05Stacked channel, trendline, and moving-average warnings in 1987Trend and channels C05Constructing true range by offset addressingIndicators and filters C05Relative strength spreads against a commodity indexIntermarket and spreads C05Construct a five-week new-highs total as a breadth chartMarket breadth C05Pessimistic margin ranking for mechanical systemsSystem design C05Crash fear fails the depression regime testSeasonality and regimes C06Diagnosing market bottoms with breadth, divergence and averagesMarket breadth C06Undisclosed rules block system robustness testsSystem design C06Abstention and self-checks complete the procedureDecision process C06Constructing volume-confirmation overlays on OHLC spreadsheet chartsIndicators and filters C06Constructing simple and exponential moving averages as specified filtersIndicators and filters C06Constructing breadth and average trend statesMarket breadth C06Isolate nested formulas before judging signalsSystem design C06Contrary decision process versus lagging bullish consensusDecision process C07Two-sided optimization for volatility-scaled breakout rulesSystem design C07Testing re-optimization calendars against random parameter controlsSystem design C07Gann angles as hand-scaled chart geometryWaves and ratios C07Cycle lead from staggered exponential averagesIndicators and filters C07Least-squares construction of channel trendlinesTrend and channels C07Modified-martingale progression lists and ruin boundsSizing and leverage C07Cycle rule inputs until the parameter search stopsSystem design C07Wave-count consensus and open-interest confirmationWaves and ratios C07Why a fitted dominant cycle is not a forecastCycles and spectral analysis C07Visual trend rules need one testable procedureTrend and mean reversion C07When volatility, not direction, selects the option spreadOptions and volatility C08Constructing action-reaction lines from two pivotsTrend and channels C08Constructing contrarian signals from polled consensusTrend and mean reversion C08Empirical price-change counts versus borrowed statisticsStatistical tests C08Three-zone price channel from quadratic smoothingIndicators and filters C08Constructing a mechanical trend system with independent trailing exitsSystem design C08Constructing directional movement from bar rangeIndicators and filters C08Audit trend and breakout rules sold without testsTrend and mean reversion C08Opening-range brackets, a two-bar trend filter, and bounded stopsStatistical tests C08Weekly MACD as a two-clock momentum confirmation stackIndicators and filters C08Entry, exit, and abstention as one practiced procedureDecision process C08Treat a suspected bend as a construction testTrend and channels C09Constructing intraday trade-facilitation percentile tablesAuction and volume C09Constructing short-horizon gap and trailing-stop rulesEntry and exit rules C09Average directional index construction: recursive smoothing and lookback offsetIndicators and filters C09Constructing intradaily point-and-figure boxes and pivot laddersTrend and channels C09Serial dependence, trade excursions, and belief revisionStatistical tests C09Opening range breakout, stretch preference, and timed stopsEntry and exit rules C09Process goals, journals, and pre-trade stress checksDecision process C09Combining weekly and daily MACD divergences with on-balance volumeIndicators and filters C09Evaluating stationarity, randomness, and dependence in an index seriesStatistical tests C09Constructing moving average filters from price Fast Fourier TransformsCycles and spectral analysis C09Event-triggered chi-square tests for jittered serial linksStatistical tests C09Constructing an advance-decline divergence oscillatorMarket breadth C10Critiquing Black-Scholes early exercise on futures optionsOptions and volatility C10Diagnosing index tops with breadth divergencesMarket breadth C10Early entry as the session switch for an opening-range breakoutEntry and exit rules C10Staged Average Directional Index construction with Relative Strength Index confirmation and stop alertsIndicators and filters C10Limited-risk labels versus exposure and ruinDrawdown and survival C10Auditing the forty-month stock-price cycleCycles and spectral analysis C10Restoring the original tests for market breadth, on-balance volume, and trendlinesMarket breadth C10Making inner conflict a testable trading ruleDecision process C10Constructing auction structure with volume as a clockAuction and volume C11Constructing session decisions from auction age and volumeAuction and volume C11Record highs versus seven-day breadth and divergenceMarket breadth C11Negotiate conflicting parts before the signalDecision process C11Constructing option premiums against a Black-Scholes baselineOptions and volatility C11Average Directional Index construction with frozen true range and directional rulesIndicators and filters C11The chart is only half the trading procedureDecision process C11Fourier cycles versus calendar seasonal regimesCycles and spectral analysis C11When packaged systems replace a testable decision processDecision process C11Half-day bars, a midpoint gate, and a bar-based trailEntry and exit rules C11Constructing industry-group breadth and rotation measuresMarket breadth C11Rebuild MACD-Mo and MACD-H before treating them as signalsIndicators and filters C12Two-sided cheap premium, volatility, and protective putsOptions and volatility C12Path-aware volatility for option-replication costOptions and volatility C12Credit verticals for modest index movesOptions and volatility C12Reverse the rule before you trust the systemDecision process C12Why instant basket routing overwhelms specialist liquidityLiquidity and costs C12Remaining life on a percent-filtered swing chartTrend and channels C12Runs test as a critique of price-series memoryStatistical tests