The archive in 1993 · TradersWeek

C01Constructing the true strength index with double exponential smoothingIndicators and filters C01Inverse-scale overlays as a gold-equity regime filterIntermarket and spreads C01Evaluating downside shortfall versus variance and betaDrawdown and survival C01Specifying the stock-bond yield gap as a hold-or-abstain regimeIntermarket and spreads C01Constructing double-smoothed range and momentum oscillatorsIndicators and filters C01When momentum structure and breadth break togetherIndicators and filters C01Commercial volume caps outside the value areaAuction and volume C01Evaluating windowed spectral forecasts of index turning pointsCycles and spectral analysis C01Constructing a volume oscillator from average ratios and smoothed rate of changeIndicators and filters C01Double-smoothed stochastics momentum index constructionIndicators and filters C02A three-sleeve regime map for equities, rates, and futuresPortfolio construction C02Constructing combined stochastics and point-and-figure relative strengthIndicators and filters C02Thursday's last S&P 500 print is not the Friday settlementOptions and volatility C02Building a bounded momentum oscillator with RSI smoothingIndicators and filters C02Force on-balance volume to agree with itself at slower horizonsIndicators and filters C02Five-rung money flow from signed print volumeIndicators and filters C02Congestion boxes, edge candles, and the opening hourChart patterns C02Constructing a two-parameter relative momentum indexIndicators and filters C03Constructing zero-net-lag price channelsIndicators and filters C03One job per lookback in a breadth-based option-income procedureMarket breadth C03Lead-lag smoothing for weekly trend-channel constructionTrend and channels C03A case study in refusing an isolated entrySeasonality and regimes C03Three stochastic warnings still need price-channel confirmationIndicators and filters C03Constructing a put-volume average regime filterOptions and volatility C03Constructing a lead-lag filter and price channel as one stackIndicators and filters C03Paired bond and currency proxies with weekly crossover confirmationIntermarket and spreads C03Heat first, then contract count on a weekly close-only breakoutSizing and leverage C03Portfolio heat, optimal f, and drawdown limitsSizing and leverage C03Write the soybean intercrop calendar as one procedureIntermarket and spreads C03Lag-compensated exponential trend channel constructionIndicators and filters C03Evaluating a weighted dual rate-of-change momentum filterIndicators and filters C04Confirming n-bar breakouts with ADX and DX filtersEntry and exit rules C04Constructing the average directional index from directional movement and true rangeIndicators and filters C04Constructing a market-volume-impact rating from nested averagesIndicators and filters C04Intraday candlestick confirmation with oscillatorsChart patterns C04Two-speed oscillators with divergence and trendline gatesIndicators and filters C04Volume-weighted change smoothing and trend rankingIndicators and filters C04Switch trend following and mean reversion with an equity-curve filterSystem design C04Walk-forward evaluation of monthly yield and real-rate forecastsTime series and forecasting C04Constructing layered stops from equity and structureStops and loss limits C05Constructing stochastic, RSI and CCI inputs for forecastsTime series and forecasting C05Score one swing with volume, bands, and price divergenceMarket breadth C05Unspoken beliefs that veto system rulesDecision process C05Antithetic twins to cancel origin-linked forecast biasTime series and forecasting C06Implied volatility zones for straddle overlaysOptions and volatility C06Replacing beliefs that override a testable trading procedureDecision process C06Nested centered channels with a commodity channel index confirmation gateIndicators and filters C06Cost-aware walk-forward evaluation of pattern-detector signalsTime series and forecasting C06Filter crossovers with moving-average slopeEntry and exit rules C06A volatility-direction filter for dual moving-average crossoversIndicators and filters C07Constructing breadth momentum from advance-decline smoothingMarket breadth C07Hourly participant volume as a live filter for day tradesAuction and volume C07Relative strength index events depend on the chosen input combinationIndicators and filters C07Disposable chart ratings from confirmed level testsTrend and channels C07Mining-bullion relative strength as a gold-sleeve regimeIntermarket and spreads C07Fear as a named constraint in entry and exit rulesDecision process C07When advance-decline confirmation counts the wrong universeMarket breadth C08Four-subsystem trading system constructionSystem design C08Auditing an index price-earnings multiple with short-rate regressionTime series and forecasting C08RSI price pattern templates and open interestIndicators and filters C08Body state on the trading checklistDecision process C08Confirm an intradate candlestick only after a longer cycle reprints itChart patterns C08Why a mechanical system beats betting harder when the story looks cheaperDecision process C09A twelve-month moving-average filter for inflation directionIndicators and filters C09Constructing walk-forward forecasts with linear and moving-average baselinesTime series and forecasting C09Constructing a signed ten-point trend filterIndicators and filters C09Premarket setup selection and opening-range rulesDecision process C09A usable process over a perfect trader standardDecision process C09Test Martingale against fixed size before you pyramidSizing and leverage C09Listed-option timing as three separable clocksOptions and volatility C09Overseas fund translation after the European currency breakIntermarket and spreads C10Constructing two-endpoint JSA moving averagesIndicators and filters C10Building a restoring-pull indicator from cycle frequency and volumeIndicators and filters C10Precommit stop bounds from equity and structureStops and loss limits C10Remold the decision-map after a traumatic tradeDecision process C10Constructing forecast inputs with moving averages, Fourier transforms and intermarket spreadsTime series and forecasting C10Constructing smoothed stochastics and an up/down volume oscillatorIndicators and filters C10Neural-net inputs and rule trees for mechanical systemsSystem design C10Constructing skew-adjusted volatility stops and pyramid sizeStops and loss limits C10Constructing a relative momentum index from the relative strength indexIndicators and filters C10Randomized price paths for stock system parametersSystem design C10When trend channels define fair value after dislocationsTrend and channels C10Physics analogies for building cycle and money flow indicatorsIndicators and filters C10Constructing equal, linear and exponential moving averagesIndicators and filters C10Restating relative-strength-index parameters after a smoothing changeIndicators and filters C11Concurrent highest-low filter with a largest-low-fall triggerIndicators and filters C11Candlestick hypotheses from a 1993 reading listChart patterns C11Walk-forward halt rules for forecast modelsTime series and forecasting C11A shared harness for trend-filter constructionIndicators and filters C11Constructing parabolic time-price trailing stopsEntry and exit rules C11Relative momentum construction by stretching the relative strength lookbackIndicators and filters C11Equivalent option strategies as a capital and execution checklistOptions and volatility C11Comfort before capital: walk the tape before you sizeDecision process C11Evaluating filter-trigger trailing exits after breakoutsEntry and exit rules C11A random-walk index that uses true range as its scaleIndicators and filters C12When Dow Theory signals fail after the decision-makers changeTrend and channels C12Constructing a cumulative market-thrust lineMarket breadth C12Leading indices at bull-market peaksIntermarket and spreads C12Valid trendline anchors for three-part reversalsTrend and channels C12Constructing an exponent-weighted average of put-call ratiosIndicators and filters C12Calibrating the weighted-moving-average exponentIndicators and filters C12Three transforms of market thrust from breadth and volumeMarket breadth C12Walk-forward hybrid rules for intermarket forecast stacksTime series and forecasting C12Keep a futures loss bounded when stops failOptions and volatility C12Constructing a general weighted moving average from one exponentIndicators and filters C12Constructing price-change Markov transition matricesStatistical tests