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Whiskers & Fences: A Boxplot Approach to Adaptive Volatility Stop-Loss
- May 26, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
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Learn how to apply boxplot hinges, whiskers and fences to Dr. Glen Brown’s Seven Laws to detect regime shifts and dynamically adjust stop-loss buffers using ATR(200) exposures.
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Keltner Reinvented: Embedding k = 15 into Your Trend Envelope
- May 25, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Learn how to implement an adaptive Keltner Channel with EMA(200) midline and ±15×ATR(200) bands, including Pine/MT4 code, trend-tube rules, and automated trailing.
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Static vs. Distribution-Free: Chebyshev and the Empirical Rule
- May 25, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Compare the Empirical Rule for normal distributions with Chebyshev’s inequality for any distribution. Learn how k=√P exposures maps to guaranteed volatility coverage within Dr. Glen Brown’s Seven-Law framework.
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Tail-Risk Laws: Skewness & Kurtosis in Your Stop-Loss Rules
- May 25, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Learn how to measure ATR(200) skewness and kurtosis, apply skew-tilt & kurtosis-scaling to Dr. Glen Brown’s Seven Laws, and view live chart overlays for dynamic stop adjustments.
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Law 7: GNASD—Managing Cross-Asset Noise Budgets
- May 25, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Explore Law 7 of Dr. Glen Brown’s Seven Laws—GNASD for portfolio-level stops. Learn how to compute population σ, normalize by N, and apply global breakeven triggers with hybrid caps and cost floors.
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Law 6: Tiered Risk Stages—Sizing to Match Your Buffer
- May 25, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Learn Law 6 of Dr. Glen Brown’s Seven Laws: position sizing via (Equity×Risk %) ÷ DAATS, explore Stage 1/2/3 risk tiers, and see case studies on dollar-at-risk levels.
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Laws 4–5: Lock in Zero-Risk & Let Winners Run
- May 25, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Master Laws 4–5 of Dr. Glen Brown’s framework—adaptive breakeven triggers and trailing stops using quartile/IQR and skewness—to lock in zero risk and let winners run.
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Law 3: DAATS—Your Full-Zone Initial Stop
- May 24, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Discover Law 3 of Dr. Glen Brown’s Seven Laws: DAATS = √P×ATR(P). Learn the formula, Chebyshev’s worst-case guarantee, and see an example trade with DAATS plotted.
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Law 1–2: Anchor Your Stops to ATR(200) & √Time Exposures
- May 24, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Learn why ATR(200) is the ultimate volatility unit and how √time scaling (√200≈15 exposures) underpins adaptive stop-loss management, with step-by-step chart implementation.
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Beyond ATR: Introducing Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss
- May 24, 2025
- Posted by: DrGlenBrown2
- Category: Trading Methodology
Discover why static ATR-based stops fail and explore Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss—anchored by √time scaling, DAATS and GNASD—for a truly adaptive risk framework.
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