Gap trading · TradersWeek

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Output: Signal
Input: Rule inputs, market state and execution constraints
Horizon: The system holding period
Best use: Make entry, exit and abstention rules testable as one procedure.

Input: Rule inputs, market state and execution constraints.
Output: signal.
Use boundary: Make entry, exit and abstention rules testable as one procedure.

The graph1

How the method is built, and where it has been read

Depends on

Often reviewed together

Rule-based entry5 readings

Read in the archive24 readings

1988Constructing short-horizon gap and trailing-stop rulesEntry and exit rules 1991The midpoint retest after a missed breakaway gapChart patterns 1991Opening gap fades bounded by excursion and time stopsStops and loss limits 1996Constructing closed rules for spikes, time stops and gap failuresEntry and exit rules 1999Evaluating same-session opening-gap rulesEntry and exit rules 1999Opening-gap same-day fade rulesEntry and exit rules 1999Constructing mechanical gap-fade entry and exit rulesEntry and exit rules 2000Constructing opening-gap continuation entry and exit rulesEntry and exit rules 2000Gap types as trade hypothesesChart patterns 2003One-day fade-the-gap rules remain unfinished across market climatesEntry and exit rules 2003Gap and pivot entry rules with stops written before the fillEntry and exit rules 2007Evaluating same-day gap rules across price, momentum, and weekdaySeasonality and regimes 2007Evaluating gap and lap opens against short-horizon baselinesChart patterns 2011Session gaps as a fade-or-follow drillChart patterns 2015Testing gap continuation breakouts as one procedureEntry and exit rules 2015Exhaustion gap entry, hold, and exit rules as one procedureEntry and exit rules 2015Downside exhaustion gaps as a ten-session fade procedureEntry and exit rules 2016Constructing a first-hour long after a large gap-down openEntry and exit rules 2016Gap-reversal entry and trailing-stop rulesEntry and exit rules 2016Constructing a gap-fill long as one entry and exit checklistEntry and exit rules 2016Constructing late entries from serial uptrend gapsChart patterns 2017Premarket gap permission with cup breakouts and one tight trailEntry and exit rules 2018Inside-range gap breakout entry and stop rulesEntry and exit rules 2020Closing-range breakout after a downside gapEntry and exit rules

This registry entry describes a research method. It is not investment advice and does not make a performance claim.