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)….
R&D BLOG
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)….
Normalized 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…
Linear 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….
J. 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…
Dow 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…
Dow 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…