The archive in 2010 · TradersWeek

C01Constructing the vortex indicator from OHLC barsIndicators and filters C01Read a mechanical trading system catalog as a specification checklistSystem design C01Mechanical trend-following system design, stops, and validationTrend and mean reversion C01Stacking commission and currency costs on international fillsLiquidity and costs C01Critiquing event-priced straddles and expiration pin-riskOptions and volatility C01Building a Vortex Indicator from high-low distancesIndicators and filters C01Crude oil as a case study in candlestick session readingChart patterns C01A gold-miner channel plan from value to false breakoutsTrend and channels C01Constructing wave-ratio signals from a quadratic trend filterWaves and ratios C01Mechanical entries still need confirmation gatesSystem design C01Closing auction snapshots, fair value and pivot levelsAuction and volume C01True-range-scaled construction of the vortex indicatorIndicators and filters C01Four-gate veto before trend entriesDecision process C01Rule-based forex entry, stop and trailEntry and exit rules C01A futures brokerage quote is an execution specificationLiquidity and costs C02Stacking a short-horizon oscillator with a moving average and swing hold rulesIndicators and filters C02Cross-pair correlation regimes in uncertain marketsIntermarket and spreads C02How to judge a Kalman filter forecast as a Trend filterIndicators and filters C02Gold weekly candles and the thousand resistance breakoutChart patterns C02Neural-net pairs from a prediction spreadTrend and mean reversion C02Typeahead retrieval of a moving average, on-balance volume, and a stochastic oscillatorIndicators and filters C02Use a five-factor checklist instead of pattern labelsDecision process C02Constructing ADX, RSI, and MACD price filtersIndicators and filters C02Treat the pair-desk day as one testable procedureDecision process C02Name the spread, then construct the legsIntermarket and spreads C02Self-control zones before the pre-trade checklistDecision process C02A pre-trade liquidity screen for futures contractsLiquidity and costs C02Keep rule-based entries clear of news biasDecision process C02Constructing suspect versus confirmed swing trendsTrend and channels C02Building loss limits from the parabolic stop-and-reverse plotStops and loss limits C03How a price-hugging smoother is assembled from ordinary averagesIndicators and filters C03Support and resistance as falsifiable chart hypothesesTrend and channels C03Evaluate Turtle-style bands as one mechanical procedureIndicators and filters C03Construct a bandpass, cycle, and trend mode detectorIndicators and filters C03Inside the spread: why OHLC bars hide the buy-sell shiftOrder types and routing C03Evaluating a 200-day crossover as long, short, and stand-aside rulesTrend and mean reversion C03Relative liquidity ranking for futures contract selectionLiquidity and costs C03ABC completion, wave-two windows, and Gann ratiosWaves and ratios C03Constructing cycle versus trend mode filtersIndicators and filters C03Hourly pattern entries, exits, and abstention as one playbookEntry and exit rules C03Constructing simple, exponential, and adaptive averagesIndicators and filters C03A calendar for walk-forward robustness and Monte Carlo evaluationSystem design C04Candle names as a filter, not a catalogChart patterns C04Modified volume-price trend and log-price scale alignmentIndicators and filters C04Placing an options strangle in the 2010 market regimeOptions and volatility C04Mechanical range trading with a global account stopSystem design C04Futures liquidity filter for equal-dollar size and open interestLiquidity and costs C04Closing half-hour longs after late bear ralliesTrend and mean reversion C04Schaff Trend Cycle as a MACD and Stochastic oscillator combinationIndicators and filters C04A construction test for a modified volume-price trend filterIndicators and filters C04Why cycle indicators fail when parameters shiftCycles and spectral analysis C04Same-side opening auctions and pair use of capitalAuction and volume C04Listed currency futures versus spot forex as a pre-trade venue checklistDecision process C04Constructing the Schaff Trend Cycle from MACD and a dominant-cycle windowIndicators and filters C05Delta hedging as context, not coverOptions and volatility C05Sizing reserves for condors and pair layersOptions and volatility C05Constructing option overlays for beta-adjusted portfoliosOptions and volatility C05Constructing a trend filter as a low-frequency modelIndicators and filters C05Predefined rules before discretion in a mechanical trading systemSystem design C05Iron condor range, volatility and diversificationOptions and volatility C05Equal and unequal strike geometry in a four-leg credit bookOptions and volatility C05Session range share: currency futures versus the mini indexAuction and volume C05Currency futures versus forex on spread, margin, and microsLiquidity and costs C05A multi-timeframe channel from value to an overvalued zoneTrend and channels C05Vertical construction as a bounded-risk procedureOptions and volatility C05Assembling a smoothed percent-b oscillator from Heikin-Ashi and stacked averagesIndicators and filters C05Heikin-Ashi smoothed percent b for divergence timingIndicators and filters C05A liquidity filter for executable futures contract selectionLiquidity and costs C05Index condor overlays and delta repairOptions and volatility C06Rule overload, unfinishable checklists, and tight stopsDecision process C06Screening futures by liquidity, open interest, and equal-dollar sizeLiquidity and costs C06Building volume profile maps for support and resistanceAuction and volume C06Constructing daily volume-profile breakout levelsAuction and volume C06Portfolio construction as a pipeline: a 2010 classroom casePortfolio construction C06Treat the pairs book as one risk budget before adding a layerIntermarket and spreads C06Write the rubber-band long before the fillEntry and exit rules C06A trading-plan that sets entry, stop, trail, and pause togetherDecision process C06Cheap back-month implied volatility is a regime question, not a shopping ruleOptions and volatility C06Fixed-share fade scalping as emotion controlDecision process C06Constructing a Gann, Fibonacci, and decade-scale reversal clusterWaves and ratios C06An unfinished fifth wave blocked a second-wave countWaves and ratios C06Seasonal commodity windows and stop-limit fill riskOrder types and routing C06Combining Relative Strength Index, the stochastic oscillator, and MACD as slope filtersIndicators and filters C06Use the session-range percent stop as a pre-trade filterStops and loss limits C07Constructing Gann angles to square price and timeWaves and ratios C07A weekly contest long treated as one swing procedureTrend and mean reversion C07Asymmetric price channel construction for congested marketsTrend and channels C07Enforced margin as the real futures trade guaranteeSizing and leverage C07Matched straddles on levered versus unlevered index proxiesOptions and volatility C07Dynamic-pivot range grids for trend biasTrend and channels C07Construct a center-line volume oscillator and read it with a stochastic oscillatorIndicators and filters C07Dollar index, cross rates, and commodity context for forex targetsIntermarket and spreads C07Risk of ruin with fractional and reserve bettingDrawdown and survival C07Ranking futures liquidity for executable contract choiceLiquidity and costs C07Constructing liquidity accelerometers from advance-decline averagesMarket breadth C07Revising Elliott wave counts with RSI and stochastic guidesWaves and ratios C07Construct a market-state-first range-breakout system as one procedureEntry and exit rules C07Pre-trade checklist versus automatic stopsDecision process C08A margin call as a net-delta budgeting problemOptions and volatility C08Normalized volatility as a testable regime switchDecision process C08Gann angles as timed tests that still need structure and RSITrend and channels C08Multi-horizon cycle signals, trend filters, and stopsTrend and mean reversion C08Rebate parking fails a private-fund checklistDecision process C08Gold futures after a large setback: cluster risk and hedge timingIntermarket and spreads C08Skipping signals after a losing streak is a new systemDecision process C08A precise pullback entry and an unplanned profit-protection exitEntry and exit rules C08Choose mini or standard futures before the first fillSizing and leverage C08Calendar-spread assignment as a volatility regime shiftOptions and volatility C08Treat psychology as part of the trading procedureDecision process C08Short-term wave and ratio clues without direction callsWaves and ratios C08Filtered gap follow-through entry rulesEntry and exit rules C08Expiration-dated volatility cones as portfolio contextOptions and volatility C08A three-layer gold chart drill from waves to candle confirmationWaves and ratios C09Read a 10-and-40 trend on two neighboring time framesTrend and channels C09Seasons, the Wall cycle, and Fibonacci time on a 1949 long waveCycles and spectral analysis C09A margin call is a late exam in position sizeSizing and leverage C09Liquidity and open interest screens for futures selectionLiquidity and costs C09Treat risk of ruin, drawdown limits, and Kelly sizing as consistent pre-trade filtersDrawdown and survival C09Swing projection targets and support-backed put salesWaves and ratios C09Constructing directional out-of-the-money butterfly spreadsOptions and volatility C09A two-state swing machine from four running extremesEntry and exit rules C09Cloudbank overhead resistance and breakout recoveryChart patterns C09A consensus filter for objective RSI and smoothing constructionIndicators and filters C09Constructing triangle, broadening, and head and shoulders patternsChart patterns C09Constructing swing charts from clear bar rangesTrend and channels C09Reverse-entry exits for pairs, pivots and supportEntry and exit rules C09Gold and silver forex session candles as metals-regime contextIntermarket and spreads C10A Dollar Index bounce as a failed-support, Fibonacci and volume testTrend and channels C10Gann angles heritage is not a signalWaves and ratios C10Screen futures for tradeable liquidity before sizingLiquidity and costs C10Building a bounded oscillator from a rainbow smoother, relative strength, and inverse FisherIndicators and filters C10Clear-method noise alerts for swing entries and exitsEntry and exit rules C10Softs stocks-to-use and semiannual event windowsIntermarket and spreads C10Qualified trend, volume breaks, and a staged scale-outTrend and channels C10A gold corrective-phase case after the 1265 highIntermarket and spreads C10Specialist pair books sized for dividends and tapeIntermarket and spreads C10A dollar-pivot intermarket regime for currency pairsIntermarket and spreads C10Modified butterfly and calendar spreads in high-priced namesOptions and volatility C10Fixed-fractional forex position sizingSizing and leverage C10Sharpened RSI turns with rainbow averages and a slow stochasticIndicators and filters C11Bound trend risk before the trade is placedStops and loss limits C11Rebuilding an exponential average as a bounded error-correcting filterIndicators and filters C11Gann-fan time windows confirmed by Elliott-wave positionWaves and ratios C11Clear-method swing-chart constructionTrend and channels C11Grain price regimes start with the crop cycle, the dollar, and leftover inventoriesSeasonality and regimes C11True diversification as portfolio constructionPortfolio construction C11Zero-cash repair of an underwater longOptions and volatility C11Evaluating euro-gold intraday lead-lag rulesSystem design C11Implied volatility as a May 2010 market-regime lab for the S&P 500Options and volatility C11Building price force maps from two-bar swingsTrend and channels C11Corn and wheat staggered calendars as dollar-neutral seasonal spreadsSeasonality and regimes C11Constructing currency pairs from basket relative strengthIntermarket and spreads C12Constructing a Hull smoother and a Hull-based oscillator gateIndicators and filters C12Treat a market as a transfer device before completing a price pathTime series and forecasting C12Energy futures, the dollar, inventory, and scenario riskIntermarket and spreads C12Gann angles as a repeatable chart hypothesisWaves and ratios C12Ranking futures by open interest and equal-dollar liquidityLiquidity and costs C12Filtering MACD false signals with trendline breaksIndicators and filters C12How a JM internal band becomes long and short entry and exit rulesEntry and exit rules C12Stand aside until the relationship breaksDecision process C12Uncapped collar overlays and earnings-week short calendarsOptions and volatility C12Iron condor income in a sideways regimeOptions and volatility C12Evaluating mechanical index timing under drawdown limitsSystem design C12Head and shoulders as a playback-tested setupChart patterns C12Constructing corrective-wave hypotheses with Fibonacci retracementsWaves and ratios C13Short strangle construction from range, volatility and premiumOptions and volatility C13Fibonacci clusters as a tight support or resistance decisionWaves and ratios C13Currency congestion counts and range constructionTrend and channels C13A software catalog fails the checklist without one testable procedureDecision process