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 67 matching strategies
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 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.
Intraday volatility in FX is not flat and it is not random across the day. It follows a shape driven by which financial centres are awake, and that shape is one of the most stable patterns in the whole market — stable enough that high-frequency researchers have to remove it before they can model anything else.
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.
A daily level breaks. Most traders are in on the break. This one is not — it waits for price to come back to the level it just broke and hold it.
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.
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.
