Narrow Range N-Day Pattern | Trading Strategy (Setup)
I. Trading Strategy Developer: Toby Crabel (Narrow Range N-Day Pattern). Concept: Volatility expansion with different look back periods. Research Goal: Performance of Narrow Range N-Day patterns....
View ArticleTD Sequential | Trading Strategy (Setup & Countdown)
I. Trading Strategy Developer: Thomas DeMark. Concept: Trend reversal using exhaustion points. Source: (i) DeMark, T. R. (1994). The New Science of Technical Analysis. New Jersey: John Wiley &...
View ArticleTD Sequential | Trading Indicator (Countdown & Exit)
I. Trading Indicator Developer: Thomas DeMark. Concept: Trend reversal using exhaustion points. Source: (i) DeMark, T. R. (1994). The New Science of Technical Analysis. New Jersey: John Wiley &...
View ArticleTD Setup – Trend | Trading Indicator (Setup & Exit)
I. Trading Indicator Developer: Thomas DeMark (TD Setup™ and TD Sequential™; Trademarks of Market Studies, LLC). Concept: Momentum strategy based on TD Setup patterns. Source: (i) DeMark, T. R. (1994)....
View ArticleBollinger Bands – 3-Phase Model | Trading Strategy (Setup)
I. Trading Strategy Developer: John Bollinger (Bollinger Bands®). Concept: Trend-following based on Bollinger Bands. Research Goal: Performance of the 3-phase model (long/short/neutral). Specification:...
View ArticleKeltner Channels – 2-Phase Model | Trading Strategy (Setup)
I. Trading Strategy Developer: Chester W. Keltner. Concept: Trend-following based on Keltner Channels. Research Goal: Performance of the 2-phase model (long/short). Specification: Table 1. Results:...
View ArticleKeltner Channels – 3-Phase Model | Trading Strategy (Setup)
I. Trading Strategy Developer: Chester W. Keltner. Concept: Trend-following based on Keltner Channels. Research Goal: Performance of the 3-phase model (long/short/neutral). Specification: Table 1....
View ArticleRichard Wyckoff – Mean Reversion | Trading Strategy (Entry)
I. Trading Strategy Developer: Richard Wyckoff. Concept: Trading strategy based on false breakouts. Research Goal: Sensitivity of Wyckoff patterns. Specification: Table 1. Results: Figure 1, Figure 3....
View ArticleRichard Wyckoff – Mean Reversion | Trading Strategy (Risk-Reward)
I. Trading Strategy Developer: Richard Wyckoff. Concept: Trading strategy based on false breakouts. Research Goal: Risk-reward sensitivity of Wyckoff patterns. Specification: Table 1. Results: Figure...
View ArticleRichard 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). Concept: Trend-following strategy based on multiple time frames. Research Goal: (1) Strategy performance with time exits...
View ArticleAdjusted TD Sequential | Trading Indicator (Countdown & Exit)
I. Trading Indicator Developer: Thomas DeMark. Concept: Trend reversal using exhaustion points. Source: (i) Perl, J. (2008). DeMark Indicators. New York: Bloomberg Press; (ii) Kaufman, P. J. (2005)....
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 of the weekly reversal model (long/short). Specification: Table 1. Results: Figure 1-2....
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 of the hikkake pattern. Specification: Table 1. Results: Figure 1-2....
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:...
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