Every reading in the archive · 33 · TradersWeek

Skip to main content

2011A volume zone oscillator conditioned by an Average Directional Index filterIndicators and filters 2011Three-filter confirmation for short-swing futuresIndicators and filters 2011Constructing a volume zone oscillator with a moving-average and Average Directional Index regime filterIndicators and filters 2011Turning a head-and-shoulders outline into a breakout hypothesisChart patterns 2011Filter executable futures with liquidity and open interestLiquidity and costs 2011Trend permission, priced entries, and sector rotationTrend and mean reversion 2011Treat a squared-chart swing forecast as a same-day hypothesisTrend and channels 2011Breakout side versus catalog labels on finished candle recipesChart patterns 2011When expected chart setups fail, trade the popDecision process 2011Candlestick signals are not automatic tradesChart patterns 2011Price-zone oscillator trend-regime rulesChart patterns 2011Walk-forward reoptimization as a system design gateSystem design 2011Four-color volume-price states for long-only swing actionsEntry and exit rules 2011Linear regression overlays on volume-flow primariesIndicators and filters 2011Sample variance as a context check for range and straddle ideasOptions and volatility 2011Filtering futures by liquidity, open interest and equal-dollar sizeLiquidity and costs 2011A 5% trail cannot say whether the impulse-correction count is still aliveWaves and ratios 2011How a Lucas time series is built onto an Elliott wave mapWaves and ratios 2011Separate buying power from posted risk capitalSizing and leverage 2011Construct a daily initiator filter from lead-contract price, open interest, and volumeAuction and volume 2011Currency option venues, spreads, clearing, and premium costOptions and volatility 2011Constructing a Nasdaq hi-lo index from highs, lows, and issues tradedMarket breadth 2011Treat a numeric pattern rank as a shortlistChart patterns 2011Put-call ratio cycle phases for index contextOptions and volatility 2011Liquidity and open interest as a screen for futures selectionLiquidity and costs 2011A three-peaks-and-a-domed-house chart is not a complete timing modelChart patterns 2011Evaluate generated systems on holdouts, then add stopsSystem design 2011Grading candlestick signals by frequency, trend, and breakoutChart patterns 2011Building a put-call ratio indicator stackIndicators and filters 2011Constructing a put-call ratio cycle indicatorIndicators and filters 2011A luxury-auction stock as a cross-market bubble warningIntermarket and spreads 2011A futures liquidity filter for equal-dollar executionLiquidity and costs 2011Evaluating the head-and-shoulders as a falsifiable reversalChart patterns 2011Pairing same-horizon oscillators with a walk filterIndicators and filters 2011Same pullback rules, different market modesTrend and mean reversion 2011The inverse-Fisher stochastic is a forecast layer until the book rules can be disabledIndicators and filters 2011Volume-confirmed head and shoulders on AIG and Citigroup in 2007Chart patterns 2011Put-call ratio regime context with oscillator and band confirmationOptions and volatility 2011Constructing an inverse Fisher stochastic with bands and averagesIndicators and filters 2011How an adjustable-bands z-test resizes the no-trade zoneIndicators and filters 2011Constructing weekly participant positioning ledgersIntermarket and spreads 2011Rank rotation as a testable ETF construction procedurePortfolio construction 2011Construct a harmonic impulse from measured three-wave limbsWaves and ratios 2011A candlestick checklist before commodity entriesDecision process 2012Commitment of Traders as crowded-book context, not a copy signalIntermarket and spreads 2012Walk-forward evaluation as operator rehearsalSystem design 2012Gold as a regime-dependent hedge in the euro-area crisisIntermarket and spreads 2012Ranking futures markets by executable liquidityLiquidity and costs 2012Walk-forward analysis and out-of-sample tests for a mechanical trading systemSystem design 2012Out-of-the-money versus in-the-money option sensitivity to implied volatilityIndicators and filters 2012Futures commission versus one tick of costLiquidity and costs 2012Constructing oblique trendlines and median-line channelsTrend and channels 2012Filter futures contracts by liquidity and implementation costLiquidity and costs 2012Evaluating long-put moneyness when implied volatility shiftsOptions and volatility 2012MACD window tuning as hold-time controlIndicators and filters 2012Personality-first trading system designDecision process 2012Confirming breakouts and retracements with CCI, ADX, and averagesIndicators and filters 2012Build a weekly analog as a dated forecast objectTime series and forecasting 2012Inactivity as a feature: a small-cap earnings overlay with a monthly average and weekly MACDSystem design 2012Stacking oscillator lookbacks into a heatmap mosaicIndicators and filters