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 51–60 of 127 strategies
A market spends a long time in a narrow range, sweeps one side of it without following through, and then leaves in the other direction. The sweep is read as the last of the sellers being absorbed before the move.
On the last business day of the month, large asset managers rebalance their currency hedges, and that rebalancing executes at the 16:00 London fix.
Cumulative delta is aggressive buy volume minus aggressive sell volume, kept as a running total. It tells you who is behind a move.
Stops rest above a level. When price takes it with a wick and closes back inside, that is a sweep.
On a scheduled macro release the exchange rate jumps immediately. That jump is not your trade — the adjustment after it is.
The initial balance is the high-low range of a session's first hour — that session's first two-sided auction.
On a stock, volume is the number of shares that changed hands, reported by the exchange, and every participant sees the same number. On a spot currency pair none of that is true. Trading is spread across dozens of venues with no obligation to report, so there is no total.
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.
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 sharp move ends on one enormous bar with far more activity than anything around it, and the reading offered is that the last holders capitulated into buyers who were waiting.
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.
