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 41–50 of 63 matching strategies
Instead of asking when the market traded, a volume profile asks where: how much activity happened at each price. The result is usually a fat middle where most business was done and thin tails where price passed through quickly.
A two-period RSI is deliberately jumpy. It is not there to describe a trend — it is there to register, in one number, that the last two bars have been one-sided. Below 5 means almost everything recently has been selling.
Bollinger bands put a number on how unusual the current price is, in units of its own recent volatility. A close outside the lower band means price is further from its twenty-period average than it has been about ninety-five percent of the time.
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.
Williams %R answers one question and nothing else: where did this bar close inside the high-low range of the last N bars? At −100 it closed at the very bottom of it; at 0, at the very top.
An envelope is a moving average with a fixed percentage band around it — not a standard deviation, not an ATR multiple. A half-percent envelope is half a percent whatever volatility is doing.
In an efficient market, the act of trading leaves a trace. Buyers lift the ask and sellers hit the bid, so observed prices alternate between the two sides even when nothing about the instrument has changed. Roll showed this produces negative serial correlation in consecutive price changes — and that the size of it measures the spread itself.
Every scalping strategy has the same denominator: the spread you pay. That spread is not constant through the day — it is narrowest when the most participants are in the market, and the range available to trade is widest at the same time.
Two ways of measuring the same width disagree in a useful way. Bollinger bands are built from standard deviation, which collapses fast when price goes quiet. The Keltner channel is built from average true range, which collapses slowly.
The opposite trade to a contraction breakout. Here the expansion has already happened — one bar has a true range far larger than anything around it — and the question is whether to join it or fade it.
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.
