Latest Trading Research & Articles
Latest research and articles on trading and day trading related matters. Research mainly focuses on Emini and Forex markets. You will find in-depth research on trading techniques, market biases and trading signals that you will never read from anywhere else. You can always find something useful to improve your trading here.
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To read members only articles and/or to post comments, sign up for FREE.
Guest postings are welcome. Contact Lawrence with your submission / questions.
To view specific category of articles like Emini only articles, Forex only research or trading system design related posts, use the menu to the left to select the specific topic you are interested in.
alphabetical order | posting date
Three Pushes
Part of Art of Chart Reading Summary Three Pushes is one of the more reliable chart patterns that work very well across almost all financial instruments. The pattern is easily recognizable and many of its formations can be computerized, making it ...
Part of Art of Chart Reading Summary Three Pushes is one of the more reliable chart patterns that work very well across almost all financial instruments. The pattern is easily recognizable and many of its formations can be computerized, making it ...
Emini S&P Day Close to Range Distribution
To answer a question from our member, here is the distribution plot of Emini S&P close of the day relative to the range of the day. By representing the price as a percentage of the RTH range, centered at the midpoint, we get a distribution gra ...
To answer a question from our member, here is the distribution plot of Emini S&P close of the day relative to the range of the day. By representing the price as a percentage of the RTH range, centered at the midpoint, we get a distribution gra ...
Weekly Homework
Not sure if you guys do this, but I learned from my mentors early in my trading career that weekly review of the charts is an important routine for discretionary traders. First, it is not a review of the charts that we use for our daytrading mic ...
Not sure if you guys do this, but I learned from my mentors early in my trading career that weekly review of the charts is an important routine for discretionary traders. First, it is not a review of the charts that we use for our daytrading mic ...
Compound Effect from Multiple Filters
Answering a question from our reader - Would using multiple criteria like combining the condition of close greater than or equal to pivot (PP) and the condition of close greater than or equal to volume weighted average price (VWAP) produce stronger b ...
Answering a question from our reader - Would using multiple criteria like combining the condition of close greater than or equal to pivot (PP) and the condition of close greater than or equal to volume weighted average price (VWAP) produce stronger b ...
Essence of Trading: Only Man-made Roads are Straight and Smooth
Ever observe a tree in detail? From afar, a tree may look tall and sturdy. That is just our impression of the tree. By looking at a tree carefully, you would notice that it is not quite accurate. Its branches are never grown in straight lines. The ...
Ever observe a tree in detail? From afar, a tree may look tall and sturdy. That is just our impression of the tree. By looking at a tree carefully, you would notice that it is not quite accurate. Its branches are never grown in straight lines. The ...
SPY Range Expansion Behaviour
This is a study on the probability of SPY expanding its range as a multiple of the average range over 10 days period. The study was originally done by our member smilingsynic. I am just reproducing the results here using data from 1993 up to last Fr ...
This is a study on the probability of SPY expanding its range as a multiple of the average range over 10 days period. The study was originally done by our member smilingsynic. I am just reproducing the results here using data from 1993 up to last Fr ...
What to Expect After 2 Down Days?
One of my favorite daily level Time Map patterns is that Emini S&P dropped for 2 days significantly. It provides something so consistent to work with over the years you have to wonder why no one talks about it at all.
...Trading with Tick Index: Tick1K and its Divergence Signals
Someone asked what I mean by “custom tick divergence” in my real-time commentaries. Here are 5 charts (one day each) for the past week with Emini S&P, $Tick index and my DNO_Tick1K index. (You can expand them to full size for better viewing.) ...
Someone asked what I mean by “custom tick divergence” in my real-time commentaries. Here are 5 charts (one day each) for the past week with Emini S&P, $Tick index and my DNO_Tick1K index. (You can expand them to full size for better viewing.) ...
Black Swan 2 - A Simple End of Day ETF Strategy That Works
Some time ago I wrote an article titled The Black Swan that explains the fundamental problem with buy-and-hold strategy when applied onto stock market. This time we are going to take a look at the first of several strategies that can beat buy-and-hold strategy hands down in terms of better risk control and capital deployment.
...Where There's a Rule, There's a Way
The article in Wired magazine is a great reminder to all traders of what modern trading is all about. The article is not about trading, by the way. It is a story of a geological statistician, Mohan Srivastava, who cracked the code of a scratch-n-win ...
The article in Wired magazine is a great reminder to all traders of what modern trading is all about. The article is not about trading, by the way. It is a story of a geological statistician, Mohan Srivastava, who cracked the code of a scratch-n-win ...