Richard Wyckoff – Mean Reversion | Trading Strategy (Time Exits)
I. Trading Strategy Developer: Richard Wyckoff. Concept: Trading strategy based on false breakouts. Research Goal: (1) Strategy performance with time exits; (2) Benchmarking against alternative entry...
View ArticleMultiple Time Frames – Bruce Babcock | Trading Strategy (Entry)
I. Trading Strategy Developer: Bruce Babcock (Conquistador Trading System), Nelson F. Freeburg. Source: Freeburg, N. F. (Dec. 1994). Formula Research, Quantitative Treatment of the Financial Markets....
View ArticleDow Theory – Trend | Trading Strategy (Entry & Exit)
I. Trading Strategy Developer: Charles Dow. Concept: Trend-following strategy based on the Dow Theory: A bull trend is defined as a series of successive higher highs (HH) and higher lows (HL). A bear...
View ArticleDow Theory – Multiple Time Frames | Trading Strategy (Entry)
I. Trading Strategy Developer: Charles Dow. Concept: Trend-following strategy based on multiple time frames. The Dow Theory defines primary trends (Filter) and secondary trends (Entry/Exit). A bull...
View ArticleJ. Welles Wilder, Jr. – Volatility Breakout | Trading Strategy (Entry)
I. Trading Strategy Developer: J. Welles Wilder, Jr. Concept: Trend-following based on volatility breakouts. Source: Wilder, J. W. (1978). New Concepts in Technical Trading Systems. Greensboro: Trend...
View ArticleLinear Regression Slope | Trading Strategy (Filter & Entry)
I. Trading Strategy Concept: Trend-following strategy based on a linear regression slope. Source: Kaufman, P. J. (2005). New Trading Systems and Methods. New Jersey: John Wiley & Sons, Inc....
View ArticleNormalized Linear Regression Slope | Trading Strategy (Entry)
I. Trading Strategy Concept: Trend-following strategy based on a normalized linear regression slope. Source: Linear Regression Model: Kaufman, P. J. (2005). New Trading Systems and Methods. New Jersey:...
View ArticleOpening Range Breakout – Weekly Bars | Trading Strategy (Entry)
I. Trading Strategy Concept: Trend-following strategy based on volatility breakouts. Research Goal: Performance verification of the weekly reversal model (long/short). Specification: Table 1. Results:...
View ArticleHikkake Pattern | Trading Strategy (Filter & Exit)
I. Trading Strategy Developer: Dan Chesler, CTM, CTA. Concept: Trading strategy based on false breakouts. Research Goal: Performance verification of the hikkake pattern. Specification: Table 1....
View ArticleVolatility Squeeze | Trading Strategy (Filter)
I. Trading Strategy Developer: John Bollinger. Concept: Trading strategy based on volatility breakouts. Source: Bolliger, J. (2002). Bollinger on Bollinger Bands. New York: McGraw-Hill. Research Goal:...
View ArticleADX Filter | Trading Strategy (Test 1: Filter Threshold & Entry)
I. Trading Strategy Developer: J. Welles Wilder, Jr.: Average Directional Movement Index, a.k.a. Average Directional Index (ADX), Richard D. Donchian: Entry/Exit. Concept: Trend-following trading...
View ArticleADX Filter | Trading Strategy (Test 2: Filter Threshold & Look Back)
I. Trading Strategy Developer: J. Welles Wilder, Jr.: Average Directional Movement Index, a.k.a. Average Directional Index (ADX), Richard D. Donchian: Entry/Exit. Concept: Trend-following trading...
View ArticleDirectional Movement | Trading Strategy (Filter)
I. Trading Strategy Developer: J. Welles Wilder, Jr.: Directional Movement System. Concept: Trend-following trading strategy based on Average Directional Index Rating (ADXR). Source: Wilder, J. W....
View ArticleShort-Term Trading: Friday Momentum | Trading Strategy (Filter)
I. Trading Strategy Developer: Joe Krutsinger: “One Night Stand” Trading System. Concept: Short-term trading strategy based on a weekday filter and price momentum. Source: Freeburg, N. F. (Sep. 1994)....
View ArticleIntermarket Analysis: The Pathfinder | Trading Strategy (Filter)
I. Trading Strategy Developer: Nelson F. Freeburg. Concept: The currency trading strategy based on the intermarket analysis. Source: Freeburg, N. F. (Dec. 1993). Formula Research, Quantitative...
View ArticlePrice Momentum Model | Trading Strategy (Benchmark)
I. Trading Strategy Concept: Trend-following trading strategy based on a simple price momentum. Source: Kaufman, P. J. (2013). Trading Systems and Methods. New Jersey: John Wiley & Sons, Inc....
View Article3-Bar Momentum Pattern | Trading Strategy (Filter & Exit)
I. Trading Strategy Concept: Short-term momentum patterns with a trend filter. Source: Hill, J. R. (1977). Stock & Commodity Market Trend Trading by Advanced Technical Analysis. Hendersonville,...
View ArticleORBP with Momentum Filter | Trading Strategy (Filter & Exit)
I. Trading Strategy Developer: Toby Crabel (ORBP: Opening Range Breakout Preference). Source: Crabel, T. (1990). Day Trading with Short Term Price Patterns and Opening Range Breakout. Greenville:...
View ArticleORBP with Price Channel Filter | Trading Strategy (Filter & Exit)
I. Trading Strategy Developer: Toby Crabel (ORBP: Opening Range Breakout Preference); Richard D. Donchian (Price Channel Filter). Source: Crabel, T. (1990). Day Trading with Short Term Price Patterns...
View ArticleGap Pattern | Trading Strategy (Filter & Exit)
I. Trading Strategy Concept: Short-term momentum patterns with a trend filter. Source: Dahlquist, J. R., Bauer, R. J. (2012). Technical Analysis of Gaps. New Jersey: Pearson Education, Inc. Research...
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