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 21–29 of 29 matching strategies
Take half off at a modest multiple, move the stop to break even, let the rest run. It is probably the most widely used management rule in retail trading and it is worth being precise about what it does.
Close the position after a fixed number of bars, whatever it is doing. No level, no indicator — just the clock.
Every retail course says always use a stop. The research says something more specific and more useful: whether a stop-loss helps depends on what the price series does.
Risk the same fraction of the account on every trade. The position size is whatever makes that true given the stop distance — so a wide stop means a small position and a tight stop means a large one, automatically.
Two positions of the same size in gold and in EURGBP are not two equal bets. Gold's daily range can be several times the cross's, so the gold position is doing most of the work and carrying most of the risk while looking identical on the platform.
Kelly's 1956 result gives the position size that maximises the long-run growth rate of an account, given the odds. It is a real theorem and the answer is exact.
An account holding long EURUSD, long GBPUSD, long AUDUSD, short USDJPY and short USDCHF believes it has five positions at 1% each. It has one position at something close to 5%, and it will discover this on the day the dollar moves.
A written rule that cuts the risk percentage as the account falls from its high-water mark: down 5%, risk two thirds. Down 10%, risk a third. Down 15%, stop and review.
Two limits, both checked automatically: a maximum loss for the day, and a maximum number of trades for the day. Either one is reached and the platform is closed until tomorrow.
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.
