From ideas to testable rules
Each guide connects concepts with diagrams, algorithms, failure examples and research sources. Choose a method to move from recognition to evaluating evidence.
68 method guides
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Combine confirmed higher-timeframe pivots with lower-timeframe entries using availability timestamps, causal joins, volume controls and replay tests.
3 sources · Algorithm, diagrams and checklist
Build prior-window Donchian levels without self-reference, distinguish close breakouts from stop entries, and test volume, gaps and expiring extremes.
3 sources · Algorithm, diagrams and checklist
Create reproducible support and resistance zones with bounded cluster width, independent touches, frozen versions, volume features and causal testing.
3 sources · Algorithm, diagrams and checklist
Distinguish prominence from height, width and distance, then build a causal fixed-window peak detector with numerical examples, volume and replay tests.
3 sources · Algorithm, diagrams and checklist
Build a causal window-pivot detector with confirmation timestamps, plateau and outside-bar rules, volume features and reproducible implementation tests.
3 sources · Algorithm, diagrams and checklist
Design an ATR-based directional-change detector with frozen leg thresholds, provisional extremes, confirmation timestamps, volume features and tests.
3 sources · Algorithm, diagrams and checklist
Separate absorption from CVD divergence, build causal detectors from classified trades and price, and test reclaim entries against price-only controls.
3 sources · Algorithm, diagrams and checklist
Define BOS from a prior trend and an unbroken confirmed swing, then test displacement, volume and retest entries without backdating pivots.
3 sources · Algorithm, diagrams and checklist
Create a new breaker event from an invalidated order block, track the first retest and preserve the original loss, timestamps and execution assumptions.
3 sources · Algorithm, diagrams and checklist
Define CHoCH against an established trend, select protected swings before the break and separate displacement-qualified MSS from confirmed reversal.
3 sources · Algorithm, diagrams and checklist
Cluster confirmed highs or lows using a fixed ATR tolerance, separated touches and versioned zones, then test sweep and breakout triggers separately.
3 sources · Algorithm, diagrams and checklist
Separate a multi-bar failed breakout from a single-bar sweep, freeze the reference zone, track outside time and test volume with realistic fills.
3 sources · Algorithm, diagrams and checklist
Define bullish and bearish FVGs after the third candle closes, distinguish touches from invalidation and compare midpoint limits with confirmation entries.
3 sources · Algorithm, diagrams and checklist
Read liquidation side, bankruptcy price and open interest correctly, then test burst–sweep–reclaim events against continuing liquidation cascades.
3 sources · Algorithm, diagrams and checklist
Define an order block with an explicit impulse, anchor-selection window, publication time and retest lifecycle rather than identifying institutional orders.
3 sources · Algorithm, diagrams and checklist
Calculate OBI and OFI with correct quote timing, distinguish contemporaneous price impact from prediction and model latency, spread and queue execution.
3 sources · Algorithm, diagrams and checklist
Build previous-day, session and opening-range levels with causal timestamps, correct exchange calendars and volume comparisons before testing sweeps.
3 sources · Algorithm, diagrams and checklist
Define a sweep and reclaim causally, add volume as a testable feature, model realistic entries and compare reversals with continued breakouts.
3 sources · Algorithm, diagrams and checklist
Define a prior range, spring or upthrust, a confirmed test and a later strength signal while separating volume hypotheses from retrospective labels.
3 sources · Algorithm, diagrams and checklist
Define triple tops and bottoms with confirmed pivots, fixed necklines and volume tests, while preventing repeated labels from becoming duplicate trades.
3 sources · Algorithm, diagrams and checklist
Separate bullish and bearish pennants from ordinary triangles using a strong pole, short duration and causal pivots, with volume, stops and numerical cases.
3 sources · Algorithm, diagrams and checklist
Define bull and bear flags with pole magnitude, path efficiency and a shallow parallel base, then test causal entries, volume filters and execution risk.
3 sources · Algorithm, diagrams and checklist
Build a causal cup-and-handle detector using rim tolerance, curvature, bottom dwell and a confirmed handle, with volume tests and numerical trade examples.
3 sources · Algorithm, diagrams and checklist
Detect rounded bases and tops from completed windows, curvature and dwell time, then define confirmation, volume tests and stops without hindsight.
3 sources · Algorithm, diagrams and checklist
Separate body engulfing from outside bars and gapped stars from continuous-market variants, with causal entries, numerical examples and volume tests.
3 sources · Algorithm, diagrams and checklist
Turn Fibonacci retracement into a testable feature with causal swing anchors, fixed zones, separate triggers, volume controls and non-Fibonacci comparisons.
3 sources · Algorithm, diagrams and checklist
Build a causal double-top and double-bottom detector, test volume filters, calculate neckline risk, and reject valid patterns with poor reward-to-risk.
3 sources · Algorithm, diagrams and checklist
Detect a rectangle with flat boundaries, independent touches and frozen levels; compare breakout and range-bounce strategies with volume and execution tests.
3 sources · Algorithm, diagrams and checklist
Separate inside-bar containment from NR7 range contraction, freeze mother-bar levels and test two-sided breaks, volume, order timing and costs.
3 sources · Algorithm, diagrams and checklist
Detect island reversals using opposing high-low gaps, validated sessions and completed bars, with volume tests, actual gap fills and synthetic failure cases.
3 sources · Algorithm, diagrams and checklist
Fit a causal price channel from confirmed pivots, test parallelism and width, then separate bounce and breakout strategies with frozen targets and volume.
3 sources · Algorithm, diagrams and checklist
Detect diamond tops and bottoms through two causal phases, limit split-point selection, and test right-side breaks, volume, protection and geometric targets.
3 sources · Algorithm, diagrams and checklist
Measure a broadening formation with diverging boundaries, freeze its width before breakout, and distinguish in-range trades from breaks with realistic risk.
3 sources · Algorithm, diagrams and checklist
Define measured-move projections in points or percentages, distinguish them from harmonic rules, and test causal entries after C with realistic remaining reward.
3 sources · Algorithm, diagrams and checklist
Distinguish wedges from channels using normalized slopes and contraction, then define causal breakout timing, volume tests, structural stops and failure cases.
3 sources · Algorithm, diagrams and checklist
Define RSI divergence with matched price pivots, Wilder smoothing, explicit regular and hidden variants, numerical examples and volume ablations.
3 sources · Algorithm, diagrams and checklist
Define pin bars from OHLC ratios and pre-existing zones, then test volume, entry timing, structural stops and failed signals without inventing order flow.
3 sources · Algorithm, diagrams and checklist
Build a symmetrical-triangle detector with confirmed pivots, frozen boundaries and apex timing, then test volume, stops and breakout outcomes without look-ahead.
3 sources · Algorithm, diagrams and checklist
Define ascending and descending triangles with confirmed boundaries, contraction ratios and frozen apex timing, then test breakout direction and volume.
3 sources · Algorithm, diagrams and checklist
Define head-and-shoulders and inverse patterns with confirmed pivots, time-aligned necklines, volume tests, structural stops and numerical failure cases.
3 sources · Algorithm, diagrams and checklist
Define normalized ATR, moving-average slope, ADX and benchmark-relative strength, with causal alignment, worked examples and tests of each filter’s contribution.
3 sources · Algorithm, diagrams and checklist
Calculate CMF with explicit flat-bar rules, examine gap counterexamples and test breakout persistence and confirmed-pivot divergence.
3 sources · Algorithm, diagrams and checklist
Define bid/ask semantics, calculate diagonal footprint imbalances and test continuation or failure with realistic trade-data replay.
3 sources · Algorithm, diagrams and checklist
Implement MFI with explicit zero-flow handling, worked calculations and separate reversal and trend-following tests using confirmed price pivots.
3 sources · Algorithm, diagrams and checklist
Build causal OBV features, pair confirmed price pivots, calculate worked examples and test whether signed volume improves a price-only breakout.
3 sources · Algorithm, diagrams and checklist
Separate OI quantity from USD valuation, align snapshots without look-ahead and test price–OI hypotheses with explicit contract and API semantics.
3 sources · Algorithm, diagrams and checklist
Calculate bar, cumulative and market-relative RVOL with matching session times, causal algorithms, numerical examples and volume-filter validation.
3 sources · Algorithm, diagrams and checklist
Build fixed-bin volume profiles, compare value-area conventions and define causal acceptance and rejection setups with numerical examples.
3 sources · Algorithm, diagrams and checklist
Distinguish trade VWAP from HLC3 estimates, select anchors without look-ahead, verify numerical examples and test pullbacks around AVWAP.
3 sources · Algorithm, diagrams and checklist
Calculate causal BandWidth percentiles, freeze squeeze candidates and test breakout direction, head fakes, volume, execution costs and alternatives.
3 sources · Algorithm, diagrams and checklist
Build a breakout–retest strategy with same-time RVOL, a locked first retest, causal confirmation and realistic orders, including missed opportunities.
3 sources · Algorithm, diagrams and checklist
Research O'Neil's flat-base rules, breakout volume and CAN SLIM context, with a causal detector, numerical examples and point-in-time data safeguards.
3 sources · Algorithm, diagrams and checklist
Separate Qullamaggie’s public EP rules from a testable OR15 variant with timestamped catalysts, opening volume, realistic stops, and scheduled trailing exits.
3 sources · Algorithm, diagrams and checklist
Study abnormal dollar-volume ranks, matched long-short portfolios, limit-order execution and the difference between reported return premiums and net account gains.
3 sources · Algorithm, diagrams and checklist
Build a past-only log-regression channel with frozen coefficients, residual diagnostics, causal reclaim entries, structural stops and regime tests.
3 sources · Algorithm, diagrams and checklist
Build a causal momentum-turnover research portfolio, distinguish early and late momentum, handle overlapping cohorts, and interpret published returns correctly.
3 sources · Algorithm, diagrams and checklist
Research the five-minute ORB with relative volume, including stock selection, causal order timing, portfolio sizing, published results and execution tests.
3 sources · Algorithm, diagrams and checklist
Translate the public parabolic-short idea into a testable first-crack and VWAP-failure variant, with historical borrow, gap fills, and squeeze-loss examples.
4 sources · Algorithm, diagrams and checklist
Separate second-day continuation from a fresh-news opening drive, with causal volume windows, hold and pullback rules, executable entries, and numerical cases.
4 sources · Algorithm, diagrams and checklist
Understand SPY intraday noise bands, VWAP confirmation, volatility sizing and the exact scope of published returns, with causal rules and execution examples.
3 sources · Algorithm, diagrams and checklist
Build a causal Stage Analysis proxy using completed weeks, a 30-week average, trend memory and breakout volume, with numerical examples and testable exits.
3 sources · Algorithm, diagrams and checklist
Research VCP with causal swing detection, shrinking corrections, volume dry-up, breakout confirmation and realistic exits; separate account returns from setup evidence.
4 sources · Algorithm, diagrams and checklist
Model stopping volume as a sequence of decline, event, range, breakout and low-volume test, with causal timing, numerical examples and explicit invalidation.
3 sources · Algorithm, diagrams and checklist
Translate No Demand into causal rules: distinguish up bars from green candles, define weakness, place sell-stops and model gaps without inventing perfect fills.
3 sources · Algorithm, diagrams and checklist
Build a causal VWAP band and CVD reversal test: define the range regime, freeze the target, wait for pivot confirmation, and model executable fills.
3 sources · Algorithm, diagrams and checklist
Combine a rising VWAP, relative volume and a defined pullback, with fixed anchors, causal confirmation and execution-aware comparisons to price-only entries.
3 sources · Algorithm, diagrams and checklist
Examine a minute-by-minute VWAP reversal strategy for QQQ and TQQQ, its published backtest, low win rate, leverage mechanics and execution sensitivity.
3 sources · Algorithm, diagrams and checklist
A rigorous workflow for testing price action and volume strategies: point-in-time data, causal signals, realistic fills, risk sizing, walk-forward tests and evidence.
6 sources · Algorithm, diagrams and checklistTest each method with suitable data and realistic costs. A conceptual explanation, a backtest and a profitable account are different kinds of evidence.
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