Position pyramiding · 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 archive

Where the method has been read

Read in the archive24 of 25 readings

1982Six-category classification as a trend and pyramiding case studyTrend and mean reversion 1982Three gates for a futures book: equity risk, expected value, and shrinking pyramidsSizing and leverage 1986Fear signals an untested decision processDecision process 1987Paper lots, stop orders, and pyramids as a Wyckoff apprenticeshipEntry and exit rules 1987Evaluating a black-box pyramiding routine with adverse excursionSystem design 1990Recovery sizing as a series procedureSizing and leverage 1990Reverse-martingale pyramiding after clustered winsSizing and leverage 1992Moving-average add-ons could not be separated by maximum adverse excursionEntry and exit rules 1992A pre-trade checklist for locked stops and trend pyramidingDecision process 1992Stop-first pyramid adds from locked profitSizing and leverage 1993Test Martingale against fixed size before you pyramidSizing and leverage 1993Constructing skew-adjusted volatility stops and pyramid sizeStops and loss limits 1997Long-term trend following and pyramiding as one holding-period procedureTrend and mean reversion 1999Pyramiding after a maximum favorable excursion supportSizing and leverage 1999Confirm early scale-ins, then shrink late unitsSizing and leverage 2004Stacking crossovers, MACD and pyramiding across currency timeframesEntry and exit rules 2008Scale in after launch confirmationSizing and leverage 2008Range-breakout trend entries with early stops and pyramidsTrend and mean reversion 2015Why win-rate chasing fails the decision processDecision process 2016Expectancy through loss cuts, add-ons, and bounded leverageSizing and leverage 2018Wide-range breakout, trailing stops, and pyramidingEntry and exit rules 2019Inverse ETF pair daytrading with pyramiding and a trailing stopIntermarket and spreads 2019One procedure for breakout entry, trailing stops, and pyramid addsEntry and exit rules 2019Confirmation-first pyramiding with price and time stopsEntry and exit rules

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