Every reading in the archive · 38 · TradersWeek

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2014Quotient transform as an early-onset trend filterIndicators and filters 2014Construct a dual quotient-copy trend filter under a frequency roofIndicators and filters 2014Constructing a dominant-cycle forecast baselineCycles and spectral analysis 2014A ranking workflow that treated sector rotation as an abstention procedurePortfolio construction 2014Seasonal cycles as a regime overlaySeasonality and regimes 2014Square-root lookbacks for combined MACD and RSIIndicators and filters 2014Golden triangle: a 50-day pause that still needs both gatesChart patterns 2014Price-rooted lookbacks for a relative strength index, a moving average, and a trend filterIndicators and filters 2014Rank futures liquidity before selecting the contractLiquidity and costs 2014A three-gate entry for a triangle pullbackEntry and exit rules 2014Constructing volume-scaled candlestick chartsChart patterns 2014Confirming support with trendlines, channels, and retracementsTrend and channels 2014A 2014 research stack as a classroom for volume-flow hypothesesIndicators and filters 2014Constructing session pivot rails from the prior-day rangeTrend and channels 2014Workstation order routing, VWAP, and session filtersOrder types and routing 2014Next-session pivot support and resistance from daily barsTrend and channels 2014Confirming swing breakouts after wide-range cups and gapsEntry and exit rules 2014Constructing daily pivot levels from prior-session OHLCTrend and channels 2014Measured-move and daily pivot price-projection constructionTrend and channels 2014Coffee versus equity as a two-sided debit-spread drillOptions and volatility 2014Constructing Commitment of Traders regime context when commercial hedgers failIntermarket and spreads 2014When Commitment of Traders smart money fails as an intermarket regime filterIntermarket and spreads 2014Intraday flag construction with breakout and stop rulesChart patterns 2014Monthly buy-write construction with traffic-light exitsOptions and volatility 2014Evaluating moving-average, pivot, and support-resistance filtersIndicators and filters 2014The triangle qualifier came after the rating pre-screen and the fifty-day bounceEntry and exit rules 2014Filter futures by equal-dollar liquidity and open interestLiquidity and costs 2014Constructing median-line channels from a pivotTrend and channels 2014When expectancy and drawdown limits disagreeDrawdown and survival 2014A headline equity high is incomplete until the nominal-real spread is readIntermarket and spreads 2014Ingress dates as price bases for relative strength, stochastics, and moving averagesIndicators and filters 2014Long-only RSI pullback, reversal-bar-entry, and staged-trail constructionEntry and exit rules 2014Construct a trough-to-trough cycle map with the Detrended Price OscillatorCycles and spectral analysis 2015Atomize trading decisions: discipline over complexityDecision process 2015A five-name January book from yield and price ranksPortfolio construction 2015Whitened lowpass filters for trend and countertrendIndicators and filters 2015Equal-dollar futures size and open-interest liquiditySizing and leverage 2015Daily implied volatility skew as a portfolio benchmarkOptions and volatility 2015Constructing candlesticks, doji, and hammer from OHLCChart patterns 2015Whitening pink noise to build a near-zero-lag cycle oscillatorCycles and spectral analysis 2015Bandedge trend filter construction with inverse crossover rulesIndicators and filters 2015Evaluating concentrated winners with volatility and option premiumsOptions and volatility 2015Condensed candlestick signaturesIndicators and filters 2015Price the win, stall, and loss before a stock entryDecision process 2015Signal, confirm, and invalidate before the tradeDecision process 2015Lock lookback and chart scale before you mark a flag or pennantChart patterns 2015Implied volatility, straddles, and premium-weighted put-call regime contextOptions and volatility 2015Filter futures contracts by liquidity and open interestLiquidity and costs 2015Seasonal oil window as a defined-risk spread caseSeasonality and regimes 2015Rebuild a volatility-skew template from size and slopeOptions and volatility 2015MACD crossover evaluation by trend rank rotationIndicators and filters 2015Three-gate trend system: filter, trigger, and trailing stopTrend and mean reversion 2015Event-predictability versus position-constrained rulesSystem design 2015Three intermarket checks from the late-2014 crude declineIntermarket and spreads 2015Linearity, commutation, and ratio smoothing in moving averagesIndicators and filters 2015Rule-based ETF rotation as one testable procedureSeasonality and regimes 2015Dual-average regime, trigger candle, and trail as one daily scriptEntry and exit rules 2015Test oscillator events before tuning rulesStatistical tests 2015News-sentiment confirmation for support, channel, and volume testsDecision process 2015Use a futures liquidity rank as a pre-trade checklistLiquidity and costs