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 1–10 of 13 matching strategies
The first thirty minutes of a session is the day's only genuine two-sided auction — overnight orders, the open, and everyone who waited for it, all in one window. The high and low of that window are the two levels every intraday trader can see.
The return of a session's first thirty minutes — measured from the previous session's close — predicts the return of its last thirty minutes.
The simplest possible measurement: price now divided by price N bars ago. If it is above a threshold, the instrument is in an uptrend; below, a downtrend. No smoothing, no crossings, no lag beyond the lookback itself.
A different way of measuring the same effect. Instead of ranking by return, rank by how close price is to its own twelve-month high. The two rankings often disagree, and the difference is informative.
Price breaks a level, everyone who was waiting for the break is in, and then it closes back inside. Those positions are now wrong, their stops sit just beyond the level, and the move away from it is fed by them being taken out.
Price approaches a level and, instead of bouncing away, each pullback from it becomes shallower. The lows step up, the level holds flat, and the space between them runs out.
The last down candle before a strong move up is marked as a zone, and a return to it is treated as a place to buy. The reasoning offered is that institutional orders were placed there and that some of them remain unfilled.
Three consecutive candles where the first bar's high sits below the third bar's low leave a band of prices that barely traded. Price moved through it too quickly for an auction to happen.
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.
VWAP is not just another average. It is the benchmark large orders are graded on — a desk that fills above VWAP on a buy has done a bad job — which gives the level a real reason to attract orders rather than merely describe them.
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.
