Every reading in the archive · 37 · TradersWeek

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2014From aliasing and dilation to a roofed stochastic swingIndicators and filters 2014Evaluating an annual contrarian sector rank-rotationPortfolio construction 2014Year-horizon covered calls on Dow yield ranksOptions and volatility 2014Constructing a roofed stochastic from highpass and lowpass stagesIndicators and filters 2014Rank-based sector rotation as a portfolio testPortfolio construction 2014Combining a relative-strength index and trend filters for oversold setupsIndicators and filters 2014Constructing a MESA stochastic with roofing and SuperSmoother filtersIndicators and filters 2014A futures liquidity screen from range, open interest and volumeLiquidity and costs 2014Complete the checklist before the tradeDecision process 2014Ideal trader hindsight as a pretrade filterTrend and mean reversion 2014Lookback range, a two-lag smoother, and next-bar fillsIndicators and filters 2014Seasonal oil calls across a tracking fund and an energy equityOptions and volatility 2014Lookalike money flow is not on-balance volumeIndicators and filters 2014Constructing a volume-capacity channel from a sideways baseTrend and channels 2014Industry-group quartile pivots as a Bollinger Bands case studyIndicators and filters 2014Walk-forward complexity in Donchian breakout systemsSystem design 2014Channel width and trend-filter lookback as separate swing-trading choicesTrend and mean reversion 2014Length fit versus later window for a two-length Donchian breakoutSystem design 2014Small-range bars as a timed volume-climax hypothesisChart patterns 2014A defined-risk option case for the mid-February to mid-July energy windowSeasonality and regimes 2014Equal-weight sector ranks as a rotation procedurePortfolio construction 2014Two-leg stochastic stress oscillator as a rebuild drillIndicators and filters 2014Bollinger Bands as adaptive price envelopes: a 2014 classroom caseIndicators and filters 2014Elliott-wave target versus the option bid-askWaves and ratios 2014Headline index levels mix a changing basket with a changing divisorSeasonality and regimes 2014Ichimoku cloud, market breadth, and dominant cycle detection as a case studyIndicators and filters 2014Long put versus vertical debit spread on a Treasury ETFOptions and volatility 2014Constructing defended price lines from volume clustersTrend and channels 2014Bounded leverage before you size a tradeSizing and leverage 2014Volume-backed support and resistance constructionTrend and channels 2014Why commodity futures are trades, not long-horizon holdingsIntermarket and spreads 2014Evaluating futures contract liquidity before executionLiquidity and costs 2014Hidden three-channel regression signals for stock and call option entriesIndicators and filters 2014Book futures data fees as implementation costLiquidity and costs 2014Protective put versus seasonal debit spreadOptions and volatility 2014Is a two-period relative strength index, a channel breakout, and a trailing exit one long-only procedure?Entry and exit rules 2014Evaluate mechanical stock systems with stops and walk-forwardSystem design 2014Filter futures by equal-dollar size, open interest, and volumeLiquidity and costs 2014Running-percentile close divergences and trend filtersIndicators and filters 2014Quantitative-easing overlays as fragile belief regimesIntermarket and spreads 2014Constructing a multi-window slope divergence entryEntry and exit rules 2014Walk-forward evaluation for fading-memory velocity systemsSystem design 2014Shared-filter combinations of the stochastic oscillator, MACD, and RSIIndicators and filters 2014A two-gate liquidity filter for listed futuresLiquidity and costs 2014A shared daily-chart-level framework for session trades and swing holdsChart patterns 2014Coded rules should face one test, not a kinder sampleSystem design 2014Walk-forward velocity filters on noisy intraday trendsIndicators and filters 2014Dual RSI, a moving average, and CCI as a confirmation stackIndicators and filters 2014ARIMA earnings forecasts versus the announcement-window price reactionTime series and forecasting 2014RSI, CCI, and moving-average trend-filter constructionIndicators and filters 2014Dual detrended oscillators and dual Bollinger Band channelsIndicators and filters 2014Evaluating trendline swing size per marketTrend and channels 2014One bearish energy thesis, three strike geometriesOptions and volatility 2014Bounding losses with stops, leverage and break-even exitsStops and loss limits 2014Expected value and bet size are separate controlsSizing and leverage 2014The dual-K highpass roofing filter is unfinished until three choices are written togetherIndicators and filters 2014A three-layer classroom on one daily futures chartWaves and ratios 2014Stop distance, size, and trailing swing invalidationStops and loss limits 2014Covered-call premium as a cost-basis cushionOptions and volatility 2014Equal-dollar staging versus lump-sum and residual scalingSizing and leverage