ORBP 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…
R&D Blog
3-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…
Price 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…
Intermarket 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,…
Short-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: …
Directional Movement | Trading Strategy (Filter)
I. Trading Strategy Developer: J. Welles Wilder, Jr.: Directional Movement System. Concept: Trend-following trading strategy based on the Average Directional Index Rating (ADXR)….
ADX 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…
ADX 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…
Hikkake 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…
Opening 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)….