Every reading in the archive · 4 · TradersWeek

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1988Triaging Elliott wave counts with weekly stochastic divergencesWaves and ratios 1988Constructing trend definitions with filters and linesTrend and channels 1988Stacked channel, trendline, and moving-average warnings in 1987Trend and channels 1988Constructing true range by offset addressingIndicators and filters 1988Relative strength spreads against a commodity indexIntermarket and spreads 1988Construct a five-week new-highs total as a breadth chartMarket breadth 1988Pessimistic margin ranking for mechanical systemsSystem design 1988Crash fear fails the depression regime testSeasonality and regimes 1988Diagnosing market bottoms with breadth, divergence and averagesMarket breadth 1988Undisclosed rules block system robustness testsSystem design 1988Abstention and self-checks complete the procedureDecision process 1988Constructing volume-confirmation overlays on OHLC spreadsheet chartsIndicators and filters 1988Constructing simple and exponential moving averages as specified filtersIndicators and filters 1988Constructing breadth and average trend statesMarket breadth 1988Isolate nested formulas before judging signalsSystem design 1988Contrary decision process versus lagging bullish consensusDecision process 1988Two-sided optimization for volatility-scaled breakout rulesSystem design 1988Testing re-optimization calendars against random parameter controlsSystem design 1988Gann angles as hand-scaled chart geometryWaves and ratios 1988Cycle lead from staggered exponential averagesIndicators and filters 1988Least-squares construction of channel trendlinesTrend and channels 1988Modified-martingale progression lists and ruin boundsSizing and leverage 1988Cycle rule inputs until the parameter search stopsSystem design 1988Wave-count consensus and open-interest confirmationWaves and ratios 1988Why a fitted dominant cycle is not a forecastCycles and spectral analysis 1988Visual trend rules need one testable procedureTrend and mean reversion 1988When volatility, not direction, selects the option spreadOptions and volatility 1988Constructing action-reaction lines from two pivotsTrend and channels 1988Constructing contrarian signals from polled consensusTrend and mean reversion 1988Empirical price-change counts versus borrowed statisticsStatistical tests 1988Three-zone price channel from quadratic smoothingIndicators and filters 1988Constructing a mechanical trend system with independent trailing exitsSystem design 1988Constructing directional movement from bar rangeIndicators and filters 1988Audit trend and breakout rules sold without testsTrend and mean reversion 1988Opening-range brackets, a two-bar trend filter, and bounded stopsStatistical tests 1988Weekly MACD as a two-clock momentum confirmation stackIndicators and filters 1988Entry, exit, and abstention as one practiced procedureDecision process 1988Treat a suspected bend as a construction testTrend and channels 1988Constructing intraday trade-facilitation percentile tablesAuction and volume 1988Constructing short-horizon gap and trailing-stop rulesEntry and exit rules 1988Average directional index construction: recursive smoothing and lookback offsetIndicators and filters 1988Constructing intradaily point-and-figure boxes and pivot laddersTrend and channels 1988Serial dependence, trade excursions, and belief revisionStatistical tests 1988Opening range breakout, stretch preference, and timed stopsEntry and exit rules 1988Process goals, journals, and pre-trade stress checksDecision process 1988Combining weekly and daily MACD divergences with on-balance volumeIndicators and filters 1988Evaluating stationarity, randomness, and dependence in an index seriesStatistical tests 1988Constructing moving average filters from price Fast Fourier TransformsCycles and spectral analysis 1988Event-triggered chi-square tests for jittered serial linksStatistical tests 1988Constructing an advance-decline divergence oscillatorMarket breadth 1988Critiquing Black-Scholes early exercise on futures optionsOptions and volatility 1988Diagnosing index tops with breadth divergencesMarket breadth 1988Early entry as the session switch for an opening-range breakoutEntry and exit rules 1988Staged Average Directional Index construction with Relative Strength Index confirmation and stop alertsIndicators and filters 1988Limited-risk labels versus exposure and ruinDrawdown and survival 1988Auditing the forty-month stock-price cycleCycles and spectral analysis 1988Restoring the original tests for market breadth, on-balance volume, and trendlinesMarket breadth 1988Making inner conflict a testable trading ruleDecision process 1988Constructing auction structure with volume as a clockAuction and volume 1988Constructing session decisions from auction age and volumeAuction and volume