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 77 matching strategies
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.
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.
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.
The stochastic asks the same question as Williams %R — where in the recent range did this bar close — and then smooths the answer twice. %K is the raw reading; %D is %K averaged again.
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.
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.
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.
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.
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.
