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 63 matching strategies
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.
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.
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.
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.
Gold's reputation as a safe haven is half deserved, and the half that is deserved is very specific. Baur and Lucey's work drew the distinction that matters: a hedge is uncorrelated on average, a safe haven is uncorrelated exactly when equities fall hard. Gold is both, but the safe-haven behaviour lasts days, not months.
A release on its own carries no information. What moves price is the gap between what printed and what was expected — and the size of that gap, measured against how large surprises usually are for that release.
Price adjustment to a release is concentrated in the first minute. Inside that minute, orders are filled at whatever is available rather than at anything considered — which is how a small surprise produces a move the size of a large one.
Every other approach to a release argues about direction. This one argues about time: liquidity provision and the cost of trading return to their pre-announcement levels within roughly five to fifteen minutes of a release.
The standard three-timeframe structure, written out properly. The daily chart decides whether you may trade and in which direction. The four-hour decides where. The fifteen-minute decides when.
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.
