Every reading in the archive · 71 · TradersWeek

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2017Hedging a rising book with beta and ATRPortfolio construction 2017First swing box as a measured-move exit rulerEntry and exit rules 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 2017Top-down Elliott wave count alignmentWaves and ratios 2017Constructing market-adjusted stock trend scoresStatistical tests 2017Falling-knife FX longs wait for a four-hour trend turnEntry and exit rules 2017Partial correlation and the market-adjusted stock trendStatistical tests 2018Broker margin-upcharges can force an option-income exitOrder types and routing 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 2018Why-first stories leak the tape test for entry, exit and abstentionDecision process 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 2018Mechanical systems as testable signal proceduresSystem design 2018Constructing option strikes from intrinsic and time premiumOptions and volatility 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 forex onboarding ladder is not a decision processDecision process 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 2018Implied volatility as an option-premium construction gaugeOptions and volatility 2018Replace intuition with a testable decision procedureDecision process 2018Fibonacci pinball and the 2016 election-week scoring drillWaves and ratios 2018A closed procedure for quarterly sector rank slotsEntry and exit rules 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 2018Audit the plan while the tape stays forgivingDecision process 2018Routing equivalent contracts across competing venuesOrder types and routing 2018Pre-trade regret scripts for entry and abstentionDecision process 2018Weekly equal-weight downtrend as a shared gate for VIX premium and put collateralOptions and volatility 2018International relative strength as a double-top case studyChart patterns 2018Read the intermarket weight matrix first, then the predicted moving-average filterIntermarket and spreads 2018Far out-of-the-money cash-secured puts as income and entryOptions and volatility 2018Five-rule entries and exits with Elliott waves and Renko bricksEntry and exit rules 2018Rotating international sleeves on relative-strength cyclesPortfolio construction 2018Assembling a recursive median oscillator as a two-stage adaptive filterIndicators and filters 2018A recursive median as shared state for trend rulesEntry and exit rules 2018Bitcoin futures contract choice, percentage margin and calendar spreadsOptions and volatility 2018Filter pairwise-correlation before reading an intermarket regimeIntermarket and spreads 2018Screen listed futures by liquidity, open interest, and marginLiquidity and costs 2018Objective-first construction of hedges and incomeOptions and volatility 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 2018Forex venue selection by fill speed, margin terms, and price honorOrder types and routing 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 2018Constructing roller-and-strip charts from high-low-close pressureChart patterns 2018RSI, hammer, and moving-average gates for range hypothesesIndicators and filters