Every reading in the archive · 11 · TradersWeek

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1993Precommit stop bounds from equity and structureStops and loss limits 1993Constructing forecast inputs with moving averages, Fourier transforms and intermarket spreadsTime series and forecasting 1993Constructing smoothed stochastics and an up/down volume oscillatorIndicators and filters 1993Neural-net inputs and rule trees for mechanical systemsSystem design 1993Constructing skew-adjusted volatility stops and pyramid sizeStops and loss limits 1993Constructing a relative momentum index from the relative strength indexIndicators and filters 1993When trend channels define fair value after dislocationsTrend and channels 1993Physics analogies for building cycle and money flow indicatorsIndicators and filters 1993Constructing equal, linear and exponential moving averagesIndicators and filters 1993Concurrent highest-low filter with a largest-low-fall triggerIndicators and filters 1993Candlestick hypotheses from a 1993 reading listChart patterns 1993Walk-forward halt rules for forecast modelsTime series and forecasting 1993A shared harness for trend-filter constructionIndicators and filters 1993Constructing parabolic time-price trailing stopsEntry and exit rules 1993Equivalent option strategies as a capital and execution checklistOptions and volatility 1993Evaluating filter-trigger trailing exits after breakoutsEntry and exit rules 1993A random-walk index that uses true range as its scaleIndicators and filters 1993When Dow Theory signals fail after the decision-makers changeTrend and channels 1993Constructing a cumulative market-thrust lineMarket breadth 1993Leading indices at bull-market peaksIntermarket and spreads 1993Valid trendline anchors for three-part reversalsTrend and channels 1993Constructing an exponent-weighted average of put-call ratiosIndicators and filters 1993Calibrating the weighted-moving-average exponentIndicators and filters 1993Walk-forward hybrid rules for intermarket forecast stacksTime series and forecasting 1993Keep a futures loss bounded when stops failOptions and volatility 1993Constructing a general weighted moving average from one exponentIndicators and filters 1993Constructing price-change Markov transition matricesStatistical tests 1994Constructing lag-reduced double exponential averages for MACDIndicators and filters 1994Three-horizon construction of the Haurlan indexMarket breadth 1994Constructing polarized fractal efficiency as a path filterIndicators and filters 1994Constructing Chaikin money flow and a double-exponential smootherIndicators and filters 1994Constructing the double exponential average from lag cancellationIndicators and filters 1994Constructing the Chaikin oscillator from close-in-range volumeIndicators and filters 1994Regression-seeded nested exponential price filterIndicators and filters 1994Pairing stochastic divergence with trendline invalidationIndicators and filters 1994TEMA1 from nested exponential averages, then a two-horizon MACDIndicators and filters 1994Constructing hourly index futures lattices from live volatilityOptions and volatility 1994Seeding TEMA and DEMA with time-trend regressionIndicators and filters 1994Constructing MACD from lag-reduced exponential averagesIndicators and filters 1994Inflation-deflation regimes inside the stock cycleSeasonality and regimes 1994Seeding DEMA2 filters to build a MACD signalIndicators and filters 1994License candlestick signals with oscillators and weekly vetoesIndicators and filters 1994MACD crossovers then short-horizon rank rotationIndicators and filters 1994Constructing daily advance-decline breadth toolsMarket breadth 1994Building a composite regime score from monetary climate and weekly trendSeasonality and regimes 1994Label the tape before you read stochastic or Williams %RIndicators and filters 1994Building dominant-cycle spectra with FFT preprocessingCycles and spectral analysis 1994Building average directional index, the stochastic pair, and Williams percent R from highs, lows, and closesIndicators and filters 1994Constructing a spreadsheet FFT power spectrum from daily pricesCycles and spectral analysis 1994When standing puts fail the drawdown testDrawdown and survival 1994Starting capital from worst-case portfolio walk-forwardsSizing and leverage 1994Cycle-tuned momentum with spectral peaksIndicators and filters 1994Preprocessing prices so Fourier peaks set moving-average lengthsCycles and spectral analysis 1994Unit-invariant trend filters and the c-testIndicators and filters 1994Implied volatility as a band-defined regime filter for index optionsOptions and volatility 1994Read one advance-decline pair through three windowsMarket breadth 1994Checklist-gated session entry in 1993 index futuresDecision process 1994Market life expectancy as a risk filterStops and loss limits 1994Even-money call spread after a stop-limit gapOptions and volatility 1994Confirming Elliott wave turns with channels and the commodity channel indexWaves and ratios