Every strategy carries its exact rules, an annotated chart of the setup, the research behind why it should work at all — and the conditions under which you should not take it.
Showing 21–30 of 51 matching strategies
A dealing range runs from a clear swing low to a clear swing high. Its midpoint is equilibrium: the upper half is premium, the lower half is discount.
The last down candle before a strong move up is marked as a zone, and a return to it is treated as a place to buy. The reasoning offered is that institutional orders were placed there and that some of them remain unfilled.
Three consecutive candles where the first bar's high sits below the third bar's low leave a band of prices that barely traded. Price moved through it too quickly for an auction to happen.
Stops rest above a level. When price takes it with a wick and closes back inside, that is a sweep.
Not a strategy — a gate. Compute each bar's activity relative to the same bar's own recent average, and refuse every entry that arrives while activity is below average.
VWAP is not just another average. It is the benchmark large orders are graded on — a desk that fills above VWAP on a buy has done a bad job — which gives the level a real reason to attract orders rather than merely describe them.
A Keltner channel measures the same distance as a Bollinger band but with a different ruler: average true range instead of standard deviation. Range reacts to gaps and spikes differently from deviation, so the two bands disagree exactly when it matters most.
Two days of news arrive into a market that cannot trade, and on Monday it all prints at once. The opening gap is a single, forced repricing with no liquidity behind it — which is the textbook condition for an overreaction.
A Donchian channel is the highest high and the lowest low of the last N bars. There is no averaging, no deviation, no smoothing — it is the most mechanical measure in this book, and the hardest to argue with about what it says.
A pair has an average daily range, and most days it does not travel much further than that. When price has already covered its whole average range by mid-session, the rest of the day is more likely to be spent going sideways or giving some back than extending.
The mechanism has peer-reviewed, FX-specific research behind it.
The mechanism is sound, but at least one step of it is untested.
Practitioner literature only — no published research supports the mechanism.
It rates the mechanism — whether there is published research explaining why the market should behave this way. It does not rate profit. Strong does not mean the trade will work. None of these have been run on our own account, and no page here shows a backtest figure.
One instrument, one timeframe, every rule visible on the chart.
Several conditions have to line up, and execution starts to matter.
Needs an outside data feed, a basket, real order flow, or an unusual tolerance for lumpy losses.
The level describes what it takes to run the strategy, not how well it works. Several Beginner pages are better evidenced than several Professional ones — a basket carry trade is Professional because it needs eight currencies and a swap table, not because it is cleverer than buying a pullback.
Reading the library is free. A plan is what lets you turn one into a robot.
Trading carries risk and most retail accounts lose money. Nothing in this library is financial advice or a recommendation to trade. The charts are illustrations of the rules on constructed candles — they are not records of trades and not backtests.
