The archive in 1999 · TradersWeek

C01Constructing support, resistance, trendlines, and price channelsTrend and channels C01Shock, abstention, and the decision handoffDecision process C01Rounded bottom landmarks, invalidation, and breakout rulesChart patterns C01Constructing seasonal factors from centered moving averagesTime series and forecasting C01Multiple time-frame swing-channel trade setupsWaves and ratios C01Crowd life cycle as a market regime mapSeasonality and regimes C01Drawing the Triangle pattern before Breakout confirmation and the Stop-loss orderChart patterns C01A surviving weekly gap still needs a confirmation-breakoutChart patterns C02Laddered beta exposure with leveraged index fundsSizing and leverage C02Log-spiral wave construction from seed pivotsWaves and ratios C02Centered moving averages for trend constructionIndicators and filters C02Building the average directional index from range extension and true rangeIndicators and filters C02The gold-bond inverse is a regime, not a causeIntermarket and spreads C02The profit target as a trading discipline lensDecision process C02Constructing a lagged rate of change cycle systemCycles and spectral analysis C03Confirming an equity idea with rate, commodity, and index spreadsIntermarket and spreads C03Constructing stochastic timed exits and band-RSI reversalsEntry and exit rules C03Managed-futures construction from trend, leverage, and diversificationPortfolio construction C03Combination filters with Bollinger Bands and the relative strength indexIndicators and filters C03Primary-cycle windows, then stochastic confirmationCycles and spectral analysis C03When mechanical rules replace judgment in the trade processDecision process C03Pyramiding after a maximum favorable excursion supportSizing and leverage C04Trading discipline as one testable procedureDecision process C04Fast Fourier Transform reconstruction is not a walk-forward decision toolCycles and spectral analysis C04Compound pivots and market symmetryWaves and ratios C04Keep a channel-breakout to two lookbacks and test neighbor stabilitySystem design C04Pre-trade size filters for expectancy and ruinSizing and leverage C05Direct access routing and the visible bookOrder types and routing C05A nested lag test of gold leading bond yieldsIntermarket and spreads C05Match futures starting capital to system riskSizing and leverage C05Personal system design under crowd psychologySystem design C05Constant investment size in stock system evaluationSystem design C05Walk-forward endpoint Fourier construction as a same-day mechanical procedureCycles and spectral analysis C05On-balance volume confirmation, price-indicator divergence, and bounded exitsIndicators and filters C06Nested Euro cycle timing as one checkable procedureCycles and spectral analysis C06Loss response versus a precommitted trading processDecision process C06Regime-gated allocation with bounded index leveragePortfolio construction C06How a five-bar sine-weighted average is assembledIndicators and filters C06Same-maturity quality sleeves from a credit tunnelIntermarket and spreads C06Fixed-lag construction of moving-average smoothersIndicators and filters C06Size-matched buy-and-hold evaluation for stock systemsSystem design C07Testing trend following with cash-price controlsPortfolio construction C07Reauthorize ruin and drawdown filters after a winning stretchDrawdown and survival C07Evaluating Relative Strength Index momentum with zero-line and threshold rulesIndicators and filters C07Constructing common-number support and resistanceTrend and channels C07Rank-based sector-fund rotation with cashPortfolio construction C07Constructing isolated synthetic waveforms to watch indicator settlingIndicators and filters C07Constructing spreads from stock and intermarket correlationIntermarket and spreads C07How order routing changes market and limit fillsOrder types and routing C07Daily pre-open map as one procedureDecision process C08Rewrite trading nightmares before they become rulesDecision process C08Monte Carlo checks beyond a single historical pathStatistical tests C08Walk-forward evaluation of a polynomial price forecastTime series and forecasting C08Mechanical timing as an error budget, not an alpha storyDecision process C08Treat RSI and momentum as three mechanical proceduresIndicators and filters C08Finish the entry from one value-at-risk bandSizing and leverage C08Construction first: extra shoulders, the neckline, and the diamond testChart patterns C08Search system inputs together with Optimal f sizingSizing and leverage C08Sinusoidal pseudo-securities for indicator evaluationIndicators and filters C09Constructing regular and slow stochastic oscillatorsIndicators and filters C09Define the stop before the wave or the divergenceStops and loss limits C09Stochastic rules versus buy and holdIndicators and filters C09Confirm early scale-ins, then shrink late unitsSizing and leverage C09Dead-cat bounce, rollover, and failed reversalsChart patterns C09Regime-aware stock exposure when rates and market condition agreeSeasonality and regimes C09Index-fund positions as a majority-vote committeeSystem design C09Anxiety as a trading-system construction checkpointDecision process C10Covered-call income when implied volatility is cheapOptions and volatility C10Separate two-bar swing direction from peak-valley trendTrend and channels C10A trend filter that switches tactics and scales ATR targetsIndicators and filters C10Constructing MACD from exponential-average spreads for crossover and divergenceIndicators and filters C10Second-stage MACD on relative-strength inputsIndicators and filters C10Evaluating a long-only breakout system with a volatility stopEntry and exit rules C11Take the rectangular-base breakout from money-flow confirmation, not from a late strength averageIndicators and filters C11Evaluating same-session opening-gap rulesEntry and exit rules C11Lagged trend filters for neural-network inputsIndicators and filters C11Coding candlesticks into numeric indicatorsIndicators and filters C11Opening-gap same-day fade rulesEntry and exit rules C11Hand-plotted point-and-figure trendlines and Wyckoff countsTrend and channels C11Solving the close that triggers a moving-average crossoverIndicators and filters C11Relocating expiration break-even with a bull debit spreadOptions and volatility C12When revenge replaces the abstention ruleDecision process C12Constructing mechanical gap-fade entry and exit rulesEntry and exit rules C12A floor-to-screen case for the trading decisionDecision process C12Evaluating Bollinger Bands against fixed-width and range-based envelopesIndicators and filters C12Assembling the daily auction from time-price opportunitiesAuction and volume C12Evaluating time gaps in bond reversal patternsChart patterns C12Squaring charts for Gann anglesTrend and channels C12When markets burst, not trendTrend and mean reversion