Every reading in the archive · 54 · TradersWeek

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2011Mid-life butterfly and collar adjustments across range and correctionOptions and volatility 2011A three-peaks-and-a-domed-house chart is not a complete timing modelChart patterns 2011Evaluate generated systems on holdouts, then add stopsSystem design 2011Grading candlestick signals by frequency, trend, and breakoutChart patterns 2011Unify locate status, written rules, and self-talk on one checklistDecision process 2011Building a put-call ratio indicator stackIndicators and filters 2011ATR bands around support and resistance for stops and targetsStops and loss limits 2011Constructing a put-call ratio cycle indicatorIndicators and filters 2011The handoff test for self-coached trading plansDecision process 2011A luxury-auction stock as a cross-market bubble warningIntermarket and spreads 2011Official floors, sidelines, and scale-in after a telegraphed FX interventionIntermarket and spreads 2011When to raise participation without blocking the tapeLiquidity and costs 2011A futures liquidity filter for equal-dollar executionLiquidity and costs 2011Prove the X7 turn before measuring the reversalWaves and ratios 2011Iron butterfly as packaged straddle and strangleOptions and volatility 2011Evaluating the head-and-shoulders as a falsifiable reversalChart patterns 2011Pairing same-horizon oscillators with a walk filterIndicators and filters 2011Same pullback rules, different market modesTrend and mean reversion 2011The inverse-Fisher stochastic is a forecast layer until the book rules can be disabledIndicators and filters 2011Volume-confirmed head and shoulders on AIG and Citigroup in 2007Chart patterns 2011A pre-trade checklist before Fibonacci entriesDecision process 2011Put-call ratio regime context with oscillator and band confirmationOptions and volatility 2011Sideline patience versus crowd noiseDecision process 2011Constructing an inverse Fisher stochastic with bands and averagesIndicators and filters 2011How an adjustable-bands z-test resizes the no-trade zoneIndicators and filters 2011Constructing a cycle-free trend filter against an ATR-scaled random walkIndicators and filters 2011Constructing weekly participant positioning ledgersIntermarket and spreads 2011Rank rotation as a testable ETF construction procedurePortfolio construction 2011Constructing trend labels from increment correlation atomsIndicators and filters 2011Construct a harmonic impulse from measured three-wave limbsWaves and ratios 2011Constructing candlestick, Elliott-wave, and Heikin-Ashi hypothesesChart patterns 2011Treat labeled Impulse wave and Corrective wave counts as a live hypothesisWaves and ratios 2011A candlestick checklist before commodity entriesDecision process 2011The wave count as a falsifiable trade hypothesisWaves and ratios 2012Treat a packaged mechanical system as one inspectable procedureSystem design 2012Commitment of Traders as crowded-book context, not a copy signalIntermarket and spreads 2012Walk-forward evaluation as operator rehearsalSystem design 2012Post-loss self-talk as an intraday rule-inputDecision process 2012Construct a trading plan as one written procedureDecision process 2012Forex arbitrage is usually correlation, not riskless profitIntermarket and spreads 2012Gold as a regime-dependent hedge in the euro-area crisisIntermarket and spreads 2012Close system construction with a review checklistDecision process 2012Ranking futures markets by executable liquidityLiquidity and costs 2012A pocket card and a setup-chart as the session-planDecision process 2012Walk-forward analysis and out-of-sample tests for a mechanical trading systemSystem design 2012A transaction levy makes one-tick market making unexecutableLiquidity and costs 2012Out-of-the-money versus in-the-money option sensitivity to implied volatilityIndicators and filters 2012Futures commission versus one tick of costLiquidity and costs 2012Constructing oblique trendlines and median-line channelsTrend and channels 2012Overnight versus daytime return evaluationStatistical tests 2012Filter futures contracts by liquidity and implementation costLiquidity and costs 2012Price first, headline later: unfinished decision rulesDecision process 2012Evaluating long-put moneyness when implied volatility shiftsOptions and volatility 2012MACD window tuning as hold-time controlIndicators and filters 2012Personality-first trading system designDecision process 2012Accumulation risk: protective puts, cash-secured puts, and spreadsOptions and volatility 2012Confirming breakouts and retracements with CCI, ADX, and averagesIndicators and filters 2012Build a weekly analog as a dated forecast objectTime series and forecasting 2012Far-spot option-elasticity and percent-theta limitsOptions and volatility 2012Inactivity as a feature: a small-cap earnings overlay with a monthly average and weekly MACDSystem design