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2013issue C078-9

Swing rules as a portable entry and exit procedure

Readers asked whether a published swing-trading indicator-rule set could be used on commodities and foreign-exchange markets as well as equities, and how to restate those indicators on other platforms. The reply turned on market suitability and on keeping every entry, exit, and stay-out condition together.

  • The author said the technique can be applied to any market or tradable that produces regular moves of sufficient size for swing trading.
  • Implementation code for another platform followed in the next installment as an importable archive, with further adaptations in a companion code-tips section.
  • A reader who recoded the indicators on a retail charting platform reported that they became useful when used together as prescribed.
  • Platform portability means restating the same decision logic so the full rule set can be tested as one procedure.
Entries in this reading2 entries
Current trackSwing trading44 readingsRule-based entry174 readings

What the correspondence asked

A reader asked whether a published swing-trading indicator-rule set could be used on commodities and foreign-exchange markets as well as equities.

The same reader asked how to obtain programmable versions of those indicators for platforms other than the one originally illustrated.

A second reader, who traded options and futures, asked whether any of the systems applied to those instruments.

Market suitability comes first

The author replied that the technique can be applied to any market or tradable that produces regular moves of sufficient size for swing trading.

Swing trading is a holding-period style that looks for regular price moves large enough to justify a defined entry and exit procedure. Market suitability is whether an instrument produces regular moves of sufficient size for that holding period.

Restating the rules on another platform

Platform portability is restating the same decision logic in another trading program so the full rule set can be tested as one procedure.

Implementation code for an additional platform was released with the next installment of the series, packaged as an importable archive. Adaptations for other platforms also appeared in a companion code-tips section of that later installment.

Related indicators from a longer treatment of the method were generally available on the platforms the readers named.

Concerted rules, not isolated signals

A rule-based entry is a predefined condition set that issues an enter, exit, or abstain signal from market state and execution constraints.

A second reader coded as many of the indicators as possible on a retail charting platform and reported that their usefulness became clear when they were used together as prescribed, rather than as isolated variations.

Editorial: that report is the concerted-rules test, running several indicators as one coordinated procedure instead of judging each signal in isolation.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
10 of 35 in the Swing trading track
201359-61 pp.Next on Swing tradingConstructing paired percent-b and stochastic swing oscillatorsA modified percent-b is specified together with a smoothed-stochastic, including a slow %K form.
All readings on this track · 35 readings
  1. 2001Swing trading with trailing stops and fixed loss exits
  2. 2003Linear regression swing alerts and trailing stops
  3. 2005Range-width gates for swing entries at base edges
  4. 2006Beyond setups: a six-factor trading process
  5. 2007Angle of ascent, chart scale, and style-fit
  6. 2010Stacking a short-horizon oscillator with a moving average and swing hold rules
  7. 2010A weekly contest long treated as one swing procedure
  8. 2011Four-color volume-price states for long-only swing actions
  9. 2012Classify momentum, velocity, or volatility before the swing signal
  10. 2013Swing rules as a portable entry and exit procedure
  11. 2013Constructing paired percent-b and stochastic swing oscillators
  12. 2013Give the fast band line and the slow stochastic complementary jobs
  13. 2013Smoothed percent-b divergences for numbered swing-wave rules
  14. 2013Portable swing rules for candle turns and a 1-2-3 wave count
  15. 2013A three-average swing and breakout case study
  16. 2013Constructing swing trades with a fifty-day average and a five-bar exponential average
  17. 2014From aliasing and dilation to a roofed stochastic swing
  18. 2014Channel width and trend-filter lookback as separate swing-trading choices
  19. 2016Constructing volume-confirmed multiday breakout swings
  20. 2017Constructing swing signals from a volume-weighted average cross
  21. 2017Golden-cross swing entry with a trailing-stop exit
  22. 2017One swing procedure: group leadership first, then a volume-price leave
  23. 2017Four-day green-candle breakout entry as one swing procedure
  24. 2017Swing pivots need a 100-period crossover and a breakout candle
  25. 2017Supply and demand zones as bounded swing maps
  26. 2018Three-bar volume-confirmed swing breakout
  27. 2018Tight stops first on swing breakouts with a range filter
  28. 2018Constructing trend and swing rules from horizon to crossover
  29. 2019Decade-level breakouts as one closed swing procedure
  30. 2019Inverse-pair swing trading with a shared buy-stop
  31. 2019Week-range next-day breakout on bitcoin pairs
  32. 2019Ranking strength before confirming a multi-timeframe breakout
  33. 2019Forty-five-degree multi-week swing breakout as a closed procedure
  34. 2020A dual pending-stop pair as one bitcoin swing construction
  35. 2020High-low activator, directional oscillator, and momentum swing agreement
By fieldEntry and exit rules206 readingsBy year201398 readings
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