Rule-based entry · 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 graph8

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

Depends on

Often reviewed together

Walk-forward analysis4 readings

Often reviewed together

Commodity Channel Index4 readings

Often reviewed together

Average Directional Index4 readings

Often reviewed together

Session analysis5 readings

Often reviewed together

Rate of Change5 readings

Often reviewed together

Gap trading5 readings

Often reviewed together

Time stop6 readings

Often reviewed together

Pattern recognition6 readings

Read in the archive24 of 292 readings

1985Evaluating ARIMA envelopes as entry, exit and stop rulesTime series and forecasting 1987What crossover and directional entry rules actually compareEntry and exit rules 1988Visual trend rules need one testable procedureTrend and mean reversion 1988Early entry as the session switch for an opening-range breakoutEntry and exit rules 1988Half-day bars, a midpoint gate, and a bar-based trailEntry and exit rules 1989Evaluating inside-day filters on opening-range breakoutsEntry and exit rules 1989A joint contraction setup as the arming switch for an opening-range breakoutEntry and exit rules 1989Point-and-figure setup and session-average entry windowsEntry and exit rules 1989Next-session opening-range rules after a bear hookEntry and exit rules 1989Same-session exits from multi-day open-close codesEntry and exit rules 1989Packaging two-bar reversals into testable entry and exit rulesEntry and exit rules 1989A close-to-close sequence is a bias label, not a triggerEntry and exit rules 1989Inside-day contraction as a same-session open-to-close ruleEntry and exit rules 1989Even-number first penetration as a construction problemEntry and exit rules 1990Policy-auction spread as a weekly equity regime filterIntermarket and spreads 1990Staged sleeves from one equity forecastPortfolio construction 1990Moving-average direction, range penetration, and a dollar stopEntry and exit rules 1990Evaluating five-day soybean open-to-close rulesEntry and exit rules 1990Slow stochastic construction for index pullback entriesEntry and exit rules 1990Rally and reaction day signals as a mechanical stock systemEntry and exit rules 1990Constructing three-session rally and reaction volume signalsChart patterns 1991Constructing steppable currency games with stop alertsSystem design 1991Write a staged RSI exit book with trailing stopsEntry and exit rules 1991Half-cycle average contact as an amplitude-ratio testCycles and spectral analysis

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