Every reading in the archive · 66 · TradersWeek

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2016Trend-channel entry rules from stacked moving averagesEntry and exit rules 2016Mechanical systems as a gated factorySystem design 2016Evaluate futures liquidity before contract selectionLiquidity and costs 2016When a tested system must be retiredSystem design 2016Median-line far parallel as a precommitted exitTrend and channels 2016Ugly double bottom after a yearly lowChart patterns 2016Evaluating mechanical trading systems as testable proceduresSystem design 2016Building Nyquist-safe lowpass trend filtersIndicators and filters 2016Isolating implied volatility with a delta-neutral option-income bookOptions and volatility 2016Cap futures leverage before margin turns into debtSizing and leverage 2016Score oil-complex tightness before divergence or regressionIntermarket and spreads 2016Payroll windows and settlement regimesSeasonality and regimes 2016Trade within your league as one decision processDecision process 2016Construct HHLLS crossover and breakout entry rulesEntry and exit rules 2016Slow thinking over gut feel in complex marketsDecision process 2016Three-layer confirmation: adaptive average, stochastic relative strength index, and stop-and-reverseIndicators and filters 2016Filter exchange venues before routing ordersOrder types and routing 2016Route orders across competing exchange venuesOrder types and routing 2016Constructing higher-high and lower-low stochastic pairsIndicators and filters 2016A monthly seasonal heatmap as a three-gate regime filterSeasonality and regimes 2016Futures liquidity filter with equal-dollar size and effective marginLiquidity and costs 2016Prepaid option spreads that bound range-day risk and rewardOptions and volatility 2016Continuous index hedges fail the annual cost testOptions and volatility 2016A three-layer sector map around a policy-meeting weekWaves and ratios 2016How an Average Directional Index filter and a breakout entry form one procedureTrend and mean reversion 2016Evaluating an annual valuation rank rotationPortfolio construction 2016Expectancy through loss cuts, add-ons, and bounded leverageSizing and leverage 2016A double top stays unfinished until candles show controlChart patterns 2016Ranking futures liquidity before you pick the contractLiquidity and costs 2016Risk-adjusted earnings yield as a portfolio overlayPortfolio construction 2016Trend-aligned option entries and trailing exitsEntry and exit rules 2016Construct expectancy by bounding losses and winner sizeSizing and leverage 2016From nonconfirmation to a bearish primary trend changeTrend and channels 2016When trading psychology becomes a testable processDecision process 2016Expectancy as an execution skill rather than a backtest scoreDecision process 2016Rebuild the book when correlations and commentary flipPortfolio construction 2016Treat the end of a trend as a handoff, not a broken systemTrend and mean reversion 2016Constructing a first-hour long after a large gap-down openEntry and exit rules 2016Evaluating breakouts by share-price bandChart patterns 2016Wyckoff's early clerkship as a campaign-reading case studyChart patterns 2016Financed protective puts, upside caps, and hedge timingOptions and volatility 2016Gap-reversal entry and trailing-stop rulesEntry and exit rules 2016A three-gate checklist for longs after a sharp dropEntry and exit rules 2016A parabolic trailing stop is not a complete systemEntry and exit rules 2016Ranking futures by executable liquidity and open interestLiquidity and costs 2016Walk-forward evaluation of a five-parameter parabolic stop-and-reversalSystem design 2016Place a yuan devaluation inside peg, contract, and funding contextIntermarket and spreads 2016A three-gate classroom on hourly sterlingWaves and ratios 2016When a market-structure story rewrites a checklist yesDecision process 2016Constructing a gap-fill long as one entry and exit checklistEntry and exit rules 2016Trend process versus end-goal tradingDecision process 2016A VIX overlay as three stacked constraintsOptions and volatility 2016A VIX calendar-spread case after the 2015 volatility spikeOptions and volatility 2016Exchange quote fees as execution costs and liquidity filtersLiquidity and costs 2016Walk-forward optimization without curve fittingSystem design 2016Process-first swing trading and the break-even stopDecision process 2016MACD as a zero-line filter with dual moving averagesIndicators and filters 2016Broad index allocation, a cash reserve, and staged entriesPortfolio construction 2016Use RSI, MACD, and a moving average as a market-health consensusIndicators and filters 2016MACD as a zero-line state map with average and Aroon filtersIndicators and filters