Every reading in the archive · 19 · TradersWeek

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2000Thrust strength figure from moving-average swingsIndicators and filters 2000Breakout rules fail without tested exitsDecision process 2000Rank rotation, a stop-loss order, and Relative Strength Index in fund switchingPortfolio construction 2000Constructing Ichimoku clouds from midpoints and time shiftsIndicators and filters 2000Constructing Ichimoku spans, scaled oscillators, and volume breakout filtersIndicators and filters 2000Constructing head and shoulders and double reversal patternsChart patterns 2000Intraday candlestick volume confirmation for daytradingChart patterns 2000Two-bar reversal constructionChart patterns 2000Constructing an advance-decline oscillator from one listed tapeMarket breadth 2000When charting code breaks the adaptive trendlineIndicators and filters 2000Evaluating headline versus food-and-energy-excluded CPI as bond-yield contextIntermarket and spreads 2000Cycle-scaled lookbacks for a channel-breakout ruleIndicators and filters 2000Phasor displays for dominant-cycle constructionCycles and spectral analysis 2000Walk-forward optimization of regression-slope-angle rulesSystem design 2000Seasonal window, then weekly breadthSeasonality and regimes 2000Constructing point-and-figure charts for support, resistance, and breakoutsChart patterns 2000Volume-weighted average price as a baseline for indicator constructionIndicators and filters 2000Treat a single name as a node on a correlation treePortfolio construction 2000Nested median-line channels as falsifiable swing testsTrend and channels 2001Constructing confirmation filters for RSI overbought and oversold extremesIndicators and filters 2001Expire-worthless folklore and option-income riskOptions and volatility 2001Shared lookback as the identity of a log range indexIndicators and filters 2001A lookback range index for market variabilityIndicators and filters 2001Constructing a Gartley from wave retracementsWaves and ratios 2001Construct a winter seasonal window as one procedureSeasonality and regimes 2001Constructing volume breadth with a negative volume index and up/down ratiosMarket breadth 2001Inspectable rules when system write-ups dry upSystem design 2001Second-low confirmation with a percentage oscillator and money-flow filterIndicators and filters 2001Swiss franc: seasonal permission and a weekly point-and-figure breakoutSeasonality and regimes 2001Turning one candle into a ranked numeric objectIndicators and filters 2001Numeric candlestick encoding with local size bandsIndicators and filters 2001The opening range as a measuring stick for a ladder breakoutTrend and mean reversion 2001Constructing pair spreads with z-score triggersIntermarket and spreads 2001Audit high-turnover operating conditions as one procedureDecision process 2001Confirming rate of change divergences with priceIndicators and filters 2001Nonlinear Ehlers filter construction from momentum and distance weightsIndicators and filters 2001Constructing point-and-figure boxes and reversalsChart patterns 2001Momentum trendline breaks need price confirmationIndicators and filters 2001Constructing butterfly-spreads from a weekly impulse to daily DWaves and ratios 2001Credit-spread construction that can fail before any order is sentOptions and volatility 2001Constructing VWAP support and resistance from cumulative volumeAuction and volume 2001Rebased relative performance charts for sector rotationIntermarket and spreads 2001Reader tests for unfinished lookback oscillatorsIndicators and filters 2001Evaluating an opening reaction as one timed stop procedureEntry and exit rules 2001Earnback period ranking for growth-adjusted screensPortfolio construction 2001Equal-weight pictures, rank rotation, and regime-aware allocationPortfolio construction 2001Soybean crop regimes, triangles, and channel breaksSeasonality and regimes 2001Constructing an elastic volume-weighted average and volatility bandsIndicators and filters 2001How a fixed smoother becomes a living parameter surfaceIndicators and filters 2001Folding rule: stacking three trendlines on an accelerating swingChart patterns 2001Constructing broadening and complex bottomsChart patterns 2001An elastic volume-weighted moving average from a share-count lookbackIndicators and filters 2001Constructing vertical debit spreads with a preset risk-reward filterOptions and volatility 2001Market breadth, On-balance volume, and Rate of Change as a combined timing frameworkMarket breadth 2001Construct a same-session polarity card around the daily pivotTrend and channels 2001Constructing a variable-interval average from a difference-oscillator or volatility forecastIndicators and filters 2001Construct a variable-interval simple moving average from stacked extremesIndicators and filters 2001Constructing relative-strength ratios for spreads and rotationIntermarket and spreads 2001Constructing double tops from failed resistance retestsChart patterns 2001Constructing a non-range-bound balance of market power scoreIndicators and filters