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#advanced の記事を57件表示
#advanced

VaR and CVaR Calculation Methods and Their Limitations
VaR and CVaR calculation methods — historical, parametric, and Monte Carlo — with Python implementation and the specific limitations each method hides.

Three Soldiers and Three Crows: Filtering Rules for Valid Setups
Three White Soldiers and Three Black Crows fail often without filters; body-size, open-location, wick-ratio, and volume rules separate good setups from traps.

Stress Testing and Scenario Analysis Construction Methods
Stress testing and scenario analysis construction covers historical replay, hypothetical shocks, and reverse stress testing with scenarios traders can run.

Kicker and Window (Gap) Candlestick Patterns
Kicker and Window are gap-based patterns: kicker signals sharp sentiment reversal with no overlap; the Japanese Window treats gaps as support and resistance.

Harami vs Engulfing: Reversal Strength Comparison
Harami and engulfing both signal reversal, but engulfing shows immediate control while harami shows only a stall; strength, location, and entry rules differ.

Hammer and Shooting Star Effectiveness in Trend Contexts
Hammer and shooting star effectiveness depends on trend context: a hammer in an uptrend pullback is high-probability continuation; in a downtrend it differs.

Fibonacci Time Zones: Reading Vertical Time Projections
Fibonacci time zones project vertical lines at Fibonacci-number session intervals from a swing, and clustering three or more zones inside a five-session window flags high-probability time reversals.

Fibonacci and Supply Demand Confluence: Stacking the Edge
A Fibonacci level inside a fresh supply or demand zone stacks two independent edges, and a three-step confluence rule lifts the win rate of these stacked setups above 65 percent in backtested data.

Fibonacci Retracement Selection: When to Trade 38.2, 50, or 61.8
Choosing between 38.2, 50, and 61.8 retracements is not preference but context; a four-factor selection model ties each level to trend strength, structure, momentum, and volume.

Fibonacci Misuse: Seven Subjective Drawing Errors to Eliminate
Fibonacci fails most often not because the ratios are wrong but because the trader draws the tool from the wrong swings, the wrong timeframe, or with anchors that shift; seven errors account for nearly all bad draws.

Fibonacci Fans and Arcs: Applying Time-Price Geometry
Fibonacci fans and arcs add a time dimension to retracement analysis by projecting diagonal support and resistance lines and curved zones that flag reversals where price meets time.

Fibonacci Extension Targets: Choosing Between 1.272, 1.618, and 2.618
The 1.272, 1.618, and 2.618 extensions are not three versions of the same target; each fits a specific trend strength, and matching the extension to the move prevents premature exits and greedy holds.
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