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 60 matching strategies
The Commodity Channel Index measures how far the typical price — the average of high, low and close — sits from its own moving average, scaled by mean deviation. Unlike RSI it is unbounded: it can read −400, and sometimes does.
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.
Ranges do not narrow at random. A market that has stopped moving is a market where the two sides have run out of disagreement, and that state does not last — the next expansion arrives, usually soon, because volatility clusters.
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.
A tempting idea: measure the volatility regime, and run a trend strategy in one regime and a mean-reversion strategy in the other. Two books of this library, switched by one number.
The most-traded idea in the market, and the one most often traded badly. A trend is running; price pauses against it; you join at the pause rather than at the extreme.
Three consecutive daily closes in one direction is not rare, but three consecutive closes against an established uptrend is, and the fourth day resolves it one way or the other.
Buy a new twenty-day high. Sell a new twenty-day low. There is no filter, no oscillator and no opinion, and versions of this have been traded since the 1960s.
Every page in this book so far takes one position and manages it. This one takes a small position and adds to it as the trend pays, so the largest exposure sits on the trade that has already proven itself.
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.
