Every reading in the archive · 5 · TradersWeek

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1988Record highs versus seven-day breadth and divergenceMarket breadth 1988Negotiate conflicting parts before the signalDecision process 1988Constructing option premiums against a Black-Scholes baselineOptions and volatility 1988Average Directional Index construction with frozen true range and directional rulesIndicators and filters 1988The chart is only half the trading procedureDecision process 1988Fourier cycles versus calendar seasonal regimesCycles and spectral analysis 1988When packaged systems replace a testable decision processDecision process 1988Half-day bars, a midpoint gate, and a bar-based trailEntry and exit rules 1988Constructing industry-group breadth and rotation measuresMarket breadth 1988Rebuild MACD-Mo and MACD-H before treating them as signalsIndicators and filters 1988Two-sided cheap premium, volatility, and protective putsOptions and volatility 1988Path-aware volatility for option-replication costOptions and volatility 1988Credit verticals for modest index movesOptions and volatility 1988Reverse the rule before you trust the systemDecision process 1988Why instant basket routing overwhelms specialist liquidityLiquidity and costs 1988Remaining life on a percent-filtered swing chartTrend and channels 1988Runs test as a critique of price-series memoryStatistical tests 1989Constructing a percentage-scaled internals compositeMarket breadth 1989Binary search limits on multi-peak average gridsSystem design 1989Constructing percentage-box point-and-figure chartsTrend and channels 1989Finishing a market order in a first index-pit sessionOrder types and routing 1989Limit fills around option fair valueOptions and volatility 1989Rank rotation opens the names; pairing keeps the hedgePortfolio construction 1989Constructing a ten-input breadth diffusion scoreMarket breadth 1989Auditing fifth-wave counts with equality, Fibonacci, and trendlinesWaves and ratios 1989Building entry and exit rules from pivots, channels, and abc-correctionsEntry and exit rules 1989Known-bias price streams for system evaluationSystem design 1989Weekly then daily MACD confirmation on individual stocksIndicators and filters 1989Evaluating inside-day filters on opening-range breakoutsEntry and exit rules 1989Odd-lot short interest as a constructed breadth seriesMarket breadth 1989Four-span MACD lookbacks as perishable parametersIndicators and filters 1989Building the stochastic oscillator from close locationIndicators and filters 1989Constructing the money-flow index as a volume-weighted relative-strength oscillatorIndicators and filters 1989Score an indicator before anyone writes a buy or sell ruleStatistical tests 1989Evaluate an always-in ATR breakout as one procedureTrend and mean reversion 1989Smoothing filters, cutoff, poles, and sample delayIndicators and filters 1989Reversal count as the clock on point-and-figure chartsTrend and channels 1989A variable-sensitivity stochastic built on three-sigma boundsIndicators and filters 1989Path quantiles versus net return for index velocity regimesSeasonality and regimes 1989Scale-in-on-loss on a tempered-martingale-series with a fixed unit-factorSizing and leverage 1989Alpha-beta lag parameters versus moving-average windowsIndicators and filters 1989Range extension after the opening auctionAuction and volume 1989Evaluating commodity cycle personalities with spectral histogramsCycles and spectral analysis 1989Point-and-figure fulcrum, count, and flag as three jobsChart patterns 1989Opening-range breakout after a narrow-range-four sessionEntry and exit rules 1989Constructing an open-interest-scaled put-call ratioOptions and volatility 1989Constructing analog cycle signatures from price lowsCycles and spectral analysis 1989Equal-weight zero-cross from smoothed spreadsIndicators and filters 1989Constructing alpha-beta price channels and trend filtersIndicators and filters 1989A written plan before impulse takes commandDecision process 1989Volume-scaled member versus public short sales as a two-class classroom testMarket breadth 1989A time, price, and pattern filter on one platinum sequenceWaves and ratios 1989Commodity advance-decline from delivery monthsMarket breadth 1989A joint contraction setup as the arming switch for an opening-range breakoutEntry and exit rules 1989Testing dollar-cost and scale-in averaging as position-sizing proceduresPortfolio construction 1989Volume-confirmed reversal patterns, stops, and measured objectivesChart patterns 1989Evaluating public versus member short-sale breadthMarket breadth 1989Evaluating next-session cycle forecasts with stopsCycles and spectral analysis 1989Constructing a weekly block-tick breadth z-scoreMarket breadth 1989Treasury auction-rollover as yield-to-price series constructionAuction and volume