Research method
Pullback trading
Pullback trading is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- 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 archive
Where the method has been read
Read in the archive10 readings
1997A two-gate held-out test of hand-labeled pullback nets2004A 50-day average touch as a screening procedure2005Write a moving-average pullback as one procedure2005How to write a short moving-average pullback as one procedure2007Failed-breakout shorts with a half-width exit2008Three-gate pullback entries from exchange tick breadth2010Clear-method noise alerts for swing entries and exits2011Same pullback rules, different market modes2012Pixel-grid pullback and sector color alignment2013Untested pullback entries need quantified exits
This registry entry describes a research method. It is not investment advice and does not make a performance claim.