Every reading in the archive · 18 · TradersWeek

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1999Confirm early scale-ins, then shrink late unitsSizing and leverage 1999Dead-cat bounce, rollover, and failed reversalsChart patterns 1999Regime-aware stock exposure when rates and market condition agreeSeasonality and regimes 1999Index-fund positions as a majority-vote committeeSystem design 1999Covered-call income when implied volatility is cheapOptions and volatility 1999Separate two-bar swing direction from peak-valley trendTrend and channels 1999A trend filter that switches tactics and scales ATR targetsIndicators and filters 1999Constructing MACD from exponential-average spreads for crossover and divergenceIndicators and filters 1999Second-stage MACD on relative-strength inputsIndicators and filters 1999Evaluating a long-only breakout system with a volatility stopEntry and exit rules 1999Take the rectangular-base breakout from money-flow confirmation, not from a late strength averageIndicators and filters 1999Lagged trend filters for neural-network inputsIndicators and filters 1999Coding candlesticks into numeric indicatorsIndicators and filters 1999Solving the close that triggers a moving-average crossoverIndicators and filters 1999Evaluating Bollinger Bands against fixed-width and range-based envelopesIndicators and filters 1999Assembling the daily auction from time-price opportunitiesAuction and volume 1999Evaluating time gaps in bond reversal patternsChart patterns 1999Squaring charts for Gann anglesTrend and channels 1999When markets burst, not trendTrend and mean reversion 2000Evaluating three-bar reversal reliabilityChart patterns 2000Constructing a slope-corrected moving averageIndicators and filters 2000Covered-call income and assignment flexibilityOptions and volatility 2000Who accepted price first in the auctionAuction and volume 2000Second-order moving-average lag correctionIndicators and filters 2000Continuation triangles as a three-lock experimentChart patterns 2000Four-phase market cycle triangle breakoutsChart patterns 2000Forcing optimization maps mechanical system failure boundariesSystem design 2000Pivot levels as a daily trade hypothesisTrend and channels 2000Lookback length as a construction check for the modified moving averageIndicators and filters 2000Constructing a Hilbert dominant cycle and a maximum-entropy refinementCycles and spectral analysis 2000Constructing trendlines, breaks, and role reversalTrend and channels 2000Option premiums, implied volatility, and multi-leg payoffsOptions and volatility 2000Prior-day candles, open confirmation, and same-session stopsEntry and exit rules 2000Tick, tiki and TRIN as a three-layer session confirmation stackMarket breadth 2000Robust parameter selection with surface chartsSystem design 2000Kagi yang and yin control versus crossover noiseChart patterns 2000Repeatable volume-price silhouettes as falsifiable hypothesesChart patterns 2000Cotton weekly point-and-figure: late-stage decline, named weekly closeChart patterns 2000Pair historical volatility with return-to-loss filtersOptions and volatility 2000Switch trend and cycle indicators after a half-cycle dwell testIndicators and filters 2000Constructing peak-trough swing reversalsTrend and channels 2000Constructing speed resistance lines from trend extremesTrend and channels 2000Evaluating ADX, RSI, and moving averages in a multi-stock warehouseIndicators and filters 2000Constructing simple moving average crossover filtersIndicators and filters 2000Crowd balance points before a range-breakoutTrend and channels 2000Constructing a Bollinger Band target as a forward priceIndicators and filters 2000A triple delay line then a one-bar elliptic oscillatorIndicators and filters 2000Building a vertical-horizontal filter to gate trend signalsIndicators and filters 2000Fixed-horizon walk-forward tests of first-print breakoutsEntry and exit rules 2000A two-layer put-call construction for intermediate market conditionsOptions and volatility 2000Constructing rectangles for breakout hypothesesChart patterns 2000Nasdaq tech cycle stages with a 15-day average and trendlinesTrend and channels 2000Constructing a Chaikin oscillator from the accumulation-distribution lineIndicators and filters 2000Stochastic pop as a filtered continuation setupEntry and exit rules 2000Test chart patterns with confirmation, not namesChart patterns 2000Constructing a dominant-cycle squelch trend filterCycles and spectral analysis 2000Treat volume-price imbalance as a hypothesis and let Parabolic SAR hold the exitIndicators and filters 2000Onset and exit from one average directional indexIndicators and filters 2000Two-average crossover as a check on trend followingTrend and mean reversion 2000Choosing a scale for moving-average oscillatorsIndicators and filters