Every reading in the archive · 41 · TradersWeek

Skip to main content

2016Walk-forward metric filters and chance-level checks for selected inputsSystem design 2016MACD without a signal line, confirmed by moving-average trend filtersIndicators and filters 2016Isolating swings with percentage trend thresholdsTrend and channels 2016A permission stack for Bollinger, RSI, and the 50-period averageIndicators and filters 2016Waves, bases, and the campaign log on a price chartChart patterns 2016Credit spreads as an equity cash regime filterIntermarket and spreads 2016Filter futures by liquidity, open interest, and margin costLiquidity and costs 2016Constructing ATR-filtered breakout entriesEntry and exit rules 2016Stacking volume, open interest, and trader books around expirationAuction and volume 2016An unconfirmed stock double bottom next to a confirmed indexChart patterns 2016A futures liquidity ranking as a screen for executable ordersLiquidity and costs 2016Nested correction-size bands and a derived support priceWaves and ratios 2016Price action reversals at support and resistanceChart patterns 2016Comparing dollar-index futures execution costs and liquidityLiquidity and costs 2016Stacking a MACD zero-line cross with Aroon and moving-average filtersIndicators and filters 2016Confirmed double-bottom, later pennant, and throwback as separate checkpointsChart patterns 2016Nested wave rhythms and double-bottom supportWaves and ratios 2016Entropy-diff as a regime switch between trend following and a price channelTrend and mean reversion 2016Measurement-first critique of indicator defaultsIndicators and filters 2016The summer lull is a context errorIntermarket and spreads 2016Same-dollar liquidity-filter for listed futuresLiquidity and costs 2016Combining RSI, moving averages, and money flowIndicators and filters 2016Ranking systems with a geometric reward-to-risk averageSystem design 2016Stage a Trailing stop toward a planned targetEntry and exit rules 2016Gann circle eighths, Fibonacci neighbors, and time-price squaresWaves and ratios 2016Expected value versus leverage, drawdown, and Kelly sizingSizing and leverage 2016Fibonacci retracement as a pre-commitment stop mapStops and loss limits 2016Constructing a range-midpoint moving averageIndicators and filters 2016Weekly inflation-ratio crossover for commodity regimesIndicators and filters 2016Smoothed RSI and full-cut pivots for option-income exitsIndicators and filters 2016MACD line versus histogram is a display problem firstIndicators and filters 2016Liquidity filter for executable futures ordersLiquidity and costs 2016Liquidity filters, weighting rules, and index proxies in a same-category sleevePortfolio construction 2016A 9/36 inflation state for a commodity and dollar basketIntermarket and spreads 2016Constructing spectral heatmaps for dominant market cyclesCycles and spectral analysis 2016Constructing volume-confirmed multiday breakout swingsEntry and exit rules 2016Constructing wave labels and retracement zones from chart structureWaves and ratios 2016Score RSI and stochastic crossings only when ADX confirms the trendIndicators and filters 2016Constructing wave cycles, Fibonacci spans, and time-price squaresWaves and ratios 2017An appointment-trade around a scheduled political closeEntry and exit rules 2017Competing rulers on a pound chart after BrexitTrend and channels 2017Evaluating futures liquidity for executable contract selectionLiquidity and costs 2017Ichimoku cloud price alignment as bullish confirmationIndicators and filters 2017Classroom rotation across a short factor-ETF menuPortfolio construction 2017Build an Ichimoku cloud from five plotsIndicators and filters 2017A testable half-swing pullback for trend continuationTrend and mean reversion 2017Correlation regime versus moving-average crossover for S&P 500 exposureIntermarket and spreads 2017Seasonal energy window with a defined-risk callOptions and volatility 2017Screen listed futures for execution liquidity firstLiquidity and costs 2017Shoulder-season crude, the gasoline rebuild, and a put-income overlaySeasonality and regimes 2017Constructing a volume-weighted crossover and breakout as one swing rule setEntry and exit rules 2017Constructing swing signals from a volume-weighted average crossEntry and exit rules 2017Golden-cross swing entry with a trailing-stop exitTrend and mean reversion 2017Golden-cross breakout rules for a swing entryTrend and mean reversion 2017Option book construction from implied volatility, historical volatility and premiumOptions and volatility 2017Stochastic divergence as a capped-payout options caseOptions and volatility 2017Constructing dual-average cross and channel-index filtersIndicators and filters 2017Real estate as a ranked industry sleevePortfolio construction 2017Filter a futures board by liquidity, open interest, and implementation costLiquidity and costs 2017Constructing a volume-weighted moving-average crossoverEntry and exit rules