Every reading in the archive · 60 · TradersWeek

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2013Rescaling stochastic, percent-B, and wave-count parametersIndicators and filters 2013A forex veto checklist: trend, pair economy, and crowd biasDecision process 2013Iron condors, butterflies, and stops as one risk budgetOptions and volatility 2013Soybean seasonal highs in a five-year carryover regimeSeasonality and regimes 2013Lunar phase as a seasonal overlay on implied volatilitySeasonality and regimes 2013A PHM breakaway gap stacked with Elliott labels and mapped supportChart patterns 2013Kelly fraction versus risk of ruinSizing and leverage 2013Restore volume balance before adding another price-time indicatorIndicators and filters 2014Order routing, pass-through rebates, and liquidity choiceOrder types and routing 2014From aliasing and dilation to a roofed stochastic swingIndicators and filters 2014Evaluate mechanical trading systems as one procedureSystem design 2014Evaluating an annual contrarian sector rank-rotationPortfolio construction 2014Year-horizon covered calls on Dow yield ranksOptions and volatility 2014Constructing Elliott correction counts with Renko and zigzagWaves and ratios 2014Waiting fails when the pre-trade checklist is too wideDecision process 2014Constructing a roofed stochastic from highpass and lowpass stagesIndicators and filters 2014Rank-based sector rotation as a portfolio testPortfolio construction 2014Combining a relative-strength index and trend filters for oversold setupsIndicators and filters 2014Friday expiry as a weekly butterfly and iron-condor laboratoryOptions and volatility 2014Constructing a MESA stochastic with roofing and SuperSmoother filtersIndicators and filters 2014A futures liquidity screen from range, open interest and volumeLiquidity and costs 2014Complete the checklist before the tradeDecision process 2014Ideal trader hindsight as a pretrade filterTrend and mean reversion 2014Community feeds versus testable decision rulesDecision process 2014Lookback range, a two-lag smoother, and next-bar fillsIndicators and filters 2014Long-strangle premium hurdle and event volatilityOptions and volatility 2014Weekly option income adjustments with iron condors and butterfliesOptions and volatility 2014A static iron condor is a market-regime overlay, not an expected-value filterOptions and volatility 2014Seasonal oil calls across a tracking fund and an energy equityOptions and volatility 2014Lookalike money flow is not on-balance volumeIndicators and filters 2014Constructing a volume-capacity channel from a sideways baseTrend and channels 2014Industry-group quartile pivots as a Bollinger Bands case studyIndicators and filters 2014Walk-forward complexity in Donchian breakout systemsSystem design 2014Constructing short strangles as range income in futures optionsOptions and volatility 2014Channel width and trend-filter lookback as separate swing-trading choicesTrend and mean reversion 2014Outcome control versus testable execution rulesDecision process 2014Length fit versus later window for a two-length Donchian breakoutSystem design 2014Small-range bars as a timed volume-climax hypothesisChart patterns 2014A defined-risk option case for the mid-February to mid-July energy windowSeasonality and regimes 2014Ticket charges, margin carry, and bank liquidity limitsLiquidity and costs 2014Equal-weight sector ranks as a rotation procedurePortfolio construction 2014Comparing exchange venues before routing the orderOrder types and routing 2014Constructing true-range contraction filters before expansionIndicators and filters 2014Scheduled prints as sector pair filtersIntermarket and spreads 2014Two-leg stochastic stress oscillator as a rebuild drillIndicators and filters 2014Bollinger Bands as adaptive price envelopes: a 2014 classroom caseIndicators and filters 2014Elliott-wave target versus the option bid-askWaves and ratios 2014Paired stop futures strangles fail on false breakoutsOptions and volatility 2014Evaluating stop and target bounds before fading large movesStops and loss limits 2014Long-only relative value with an index hedge and a crisis stopTrend and mean reversion 2014Equity and SPY stress pairs with a scaled index hedgeIntermarket and spreads 2014Headline index levels mix a changing basket with a changing divisorSeasonality and regimes 2014Weekly covered-call income and the expiration hold testOptions and volatility 2014Ichimoku cloud, market breadth, and dominant cycle detection as a case studyIndicators and filters 2014Long-only ETF sleeves for trend-switch constructionTrend and mean reversion 2014Constructing defended price lines from volume spikesTrend and channels 2014Long put versus vertical debit spread on a Treasury ETFOptions and volatility 2014Inverted iron-condor payoffs and misplaced reversal candlesOptions and volatility 2014Written size and exit scripts for scaling and riskDecision process 2014Constructing defended price lines from volume clustersTrend and channels