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 1–7 of 7 matching strategies
A structure break is supposed to confirm continuation, which is exactly what makes a failed one informative. Price takes out the last swing high, everyone treats it as confirmation, and then it closes back below.
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.
On a scheduled macro release the exchange rate jumps immediately. That jump is not your trade — the adjustment after it is.
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.
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.
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.
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.
