Every reading in the archive · 43 · TradersWeek

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2017Build a futures liquidity filter from open interestLiquidity and costs 2017Low-volatility covered calls need a real premium bufferOptions and volatility 2017How high is high: Elliott wave landmarksWaves and ratios 2017Constructing Calmar ratio and linear regression baselinesStatistical tests 2017Monthly three-black candles as a trailing exitChart patterns 2017Nested weekly and daily MACD from paired EMA spreadsIndicators and filters 2017Weekly and daily MACD as a stacked momentum filterIndicators and filters 2017A three-layer veto for a suspected third-wave highWaves and ratios 2017Evaluating whole-dollar delays on pattern breakoutsChart patterns 2017Point-and-figure construction, reversals, and column-based overlaysTrend and channels 2017Supply and demand zones as bounded swing mapsTrend and channels 2017Weekly and daily MACD on a single daily chartIndicators and filters 2017Evaluate a high-yield correlation break as one locked procedureEntry and exit rules 2017A three-part liquidity screen before a futures idea is executableLiquidity and costs 2018Evaluating a normalized risk index for drawdown and exposure limitsDrawdown and survival 2018Evaluating profit-taking and reentry in trend followingEntry and exit rules 2018Evaluate mechanical trading systems without catalog rankingsSystem design 2018A three-state overlay that colors a trend only after the line clears the barIndicators and filters 2018Four-state slope labels gated by a moving average and a commodity channel indexIndicators and filters 2018Treat CAM as a classification layer before confirmation becomes an entryIndicators and filters 2018Clustered negative troughs in an energy-index pairwise correlationIntermarket and spreads 2018An ADX volatility gate for prior-day breakoutsEntry and exit rules 2018Values-screened ETF sleeves as an allocation case studyPortfolio construction 2018Constructing an ADX filter for intraday breakoutsIndicators and filters 2018A critique of rules-only trading systemsDecision process 2018Three-bar volume-confirmed swing breakoutEntry and exit rules 2018Constructing a weekly and daily percentage price oscillatorIndicators and filters 2018Evaluating futures liquidity for executable contract choiceLiquidity and costs 2018Classifying chart gaps before fill or followChart patterns 2018Seasonality as a holding-regime choice in commodity marketsSeasonality and regimes 2018Weekly and daily PPO scale versus MACD, with bounded RSI and stochastic readingsIndicators and filters 2018Intraday breakout and mean reversion as one rule setTrend and mean reversion 2018International relative strength as a double-top case studyChart patterns 2018Read the intermarket weight matrix first, then the predicted moving-average filterIntermarket and spreads 2018Rotating international sleeves on relative-strength cyclesPortfolio construction 2018Assembling a recursive median oscillator as a two-stage adaptive filterIndicators and filters 2018Filter pairwise-correlation before reading an intermarket regimeIntermarket and spreads 2018Screen listed futures by liquidity, open interest, and marginLiquidity and costs 2018Volume-confirmed pivots versus unregulated spot exposureAuction and volume 2018Walk-forward robustness evaluation for optimized systemsSystem design 2018Contract selection is the first filter on competing bitcoin futuresLiquidity and costs 2018Wave pivots, strength filters, and option premiumEntry and exit rules 2018Point-in-time universes for system evaluationSystem design 2018Two Adaptive moving averages as a confirmation pairIndicators and filters 2018Pair two adaptive averages to filter swing turnsIndicators and filters 2018Range-based volatility as a true-range constructionIndicators and filters 2018Copy an ABC swing as a ruler, then test flags and Fibonacci degreeWaves and ratios 2018Intermarket regime stress and the January 2018 trendline breakIntermarket and spreads 2018Using open interest and volume to rank futures liquidityLiquidity and costs 2018Trend-first FX walls stay a hypothesis until a second touch, RSI recross, or failed breakTrend and channels 2018Retail sleeve construction through channel rotation and daily leveragePortfolio construction 2018Replace futures stops with short-dated long putsOptions and volatility 2018Smoothed volatility and the missing rank-rotation exitSeasonality and regimes 2018Moving-average supports in the March 2018 correlation shockIndicators and filters 2018Reading seasonal regimes with put-call divergence and bandsSeasonality and regimes 2018Credit-spread risk budget beyond supportOptions and volatility 2018Executable futures selection from a 2018 liquidity boardLiquidity and costs 2018Constructing Fibonacci and daily pivot support mapsTrend and channels 2018Half-cycle relative-strength index with a Fisher map for cyclic reversalsIndicators and filters 2018Building a pre-trade checklist with stops and levelsDecision process