Every reading in the archive · 31 · TradersWeek

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2008Rebuild a short-period stochastic as a premier stochastic oscillatorIndicators and filters 2008Construct a launch-point VWAP as support and resistance filtersIndicators and filters 2008Building MIDAS curves from an anchored volume-weighted averageIndicators and filters 2008Sequencing RSI, MACD, and average crossoversIndicators and filters 2008A holding-matched market lens from averages and directional-line crossesIndicators and filters 2008Observe markets before following pattern or system rulesDecision process 2008Swing highs, bar-count pace, and the cost-price stopEntry and exit rules 2008Range-breakout trend entries with early stops and pyramidsTrend and mean reversion 2008A three-market regime map for equity bounces and dollar cyclesSeasonality and regimes 2008Asymmetrical RSI lookbacks for divergence and candle confirmationIndicators and filters 2008A nine-cell directional scoreboard for multi-horizon entriesIndicators and filters 2008Constructing stacked moving-average filtersIndicators and filters 2008Breakout rules that wait for volume and liquidityEntry and exit rules 2008Count the run, then confirm the pivot at a channel edgeTrend and channels 2008Flipped support and resistance as target zonesTrend and channels 2008Weekly exponential-average crossover as a mechanical trend case studyTrend and mean reversion 2008Completed chart patterns as reward-to-risk arithmeticChart patterns 2008Country and sector weights in an Africa regional-sleevePortfolio construction 2008Constructing equal-volume and open-interest auction zonesAuction and volume 2008Construct Special K so short-horizon signals stay inside the primary trendIndicators and filters 2008Cross-market regime context for a single tradeIntermarket and spreads 2008A permission checklist for the end of a trendDecision process 2009Optimism bias, breakout adds, and predefined loss limitsEntry and exit rules 2009One testable SPY procedure for a price channel, a trend rule, and a seasonal overlayTrend and mean reversion 2009Constructing rounded and double-top short setupsChart patterns 2009Crowd consensus and failed targets as regime contextIntermarket and spreads 2009Option trade adjustment as one testable procedureTrend and mean reversion 2010Building a Vortex Indicator from high-low distancesIndicators and filters 2010Crude oil as a case study in candlestick session readingChart patterns 2010A gold-miner channel plan from value to false breakoutsTrend and channels 2010Constructing wave-ratio signals from a quadratic trend filterWaves and ratios 2010Mechanical entries still need confirmation gatesSystem design 2010Rule-based forex entry, stop and trailEntry and exit rules 2010Stacking a short-horizon oscillator with a moving average and swing hold rulesIndicators and filters 2010Cross-pair correlation regimes in uncertain marketsIntermarket and spreads 2010How to judge a Kalman filter forecast as a Trend filterIndicators and filters 2010Gold weekly candles and the thousand resistance breakoutChart patterns 2010Constructing ADX, RSI, and MACD price filtersIndicators and filters 2010A pre-trade liquidity screen for futures contractsLiquidity and costs 2010Constructing suspect versus confirmed swing trendsTrend and channels 2010Building loss limits from the parabolic stop-and-reverse plotStops and loss limits 2010How a price-hugging smoother is assembled from ordinary averagesIndicators and filters 2010Support and resistance as falsifiable chart hypothesesTrend and channels 2010Evaluating a 200-day crossover as long, short, and stand-aside rulesTrend and mean reversion 2010Relative liquidity ranking for futures contract selectionLiquidity and costs 2010Constructing cycle versus trend mode filtersIndicators and filters 2010Hourly pattern entries, exits, and abstention as one playbookEntry and exit rules 2010Constructing simple, exponential, and adaptive averagesIndicators and filters 2010Futures liquidity filter for equal-dollar size and open interestLiquidity and costs 2010Closing half-hour longs after late bear ralliesTrend and mean reversion 2010Schaff Trend Cycle as a MACD and Stochastic oscillator combinationIndicators and filters 2010A construction test for a modified volume-price trend filterIndicators and filters 2010Constructing the Schaff Trend Cycle from MACD and a dominant-cycle windowIndicators and filters 2010Constructing a trend filter as a low-frequency modelIndicators and filters 2010Iron condor range, volatility and diversificationOptions and volatility 2010A multi-timeframe channel from value to an overvalued zoneTrend and channels 2010Vertical construction as a bounded-risk procedureOptions and volatility 2010Assembling a smoothed percent-b oscillator from Heikin-Ashi and stacked averagesIndicators and filters 2010A liquidity filter for executable futures contract selectionLiquidity and costs 2010Screening futures by liquidity, open interest, and equal-dollar sizeLiquidity and costs