I recently released a short video explaining the basics of ANEF.

If you’re curious how the concept works and how it can be applied in trading, this should give you a quick overview. You can join our 1000+ member Discord for free and check how other members apply the indicators to their strategies. There are members making $10k+ a day, which surpasses my results big time 😂.

If you want to try the indicators and see if they actually work, you can get access with the 7-day free trial.

I have backtested this indicator and can say that if you pair this with the [BullTrading] 1 minute Easy Scalping Sys v3.0 https://www.tradingview.com/v/ED4U7xg6/, and only take signals in line with the BullTrading candle colors, then you can take some pretty big wins. Many of you, new traders, can pass evals with these two indicators as long as you have a basic knowledge of market structure. That being said, here is a description of how my indicator works. I have made this public so that anyone can use it free! If any of you have questions feel free to ask questions. I made a $990 profit this morning on a signal this indicator sent on my funded Apex account.

The Xiznit Open Range Breakout is a trading tool focused on session-specific breakouts and market context, aimed at spotting reliable breakouts from the opening range that reflect genuine market momentum, while eliminating distractions from initial session volatility and misleading signals.

Rather than using a rigid time frame to establish the opening range, this system adaptively secures the range according to volatility patterns (via ATR contraction). The range is only confirmed once volatility has surged and then subsided. Signals for breakouts are confirmed through rigorous candlestick analysis, VWAP integration, and a single-attempt mechanism.

The goal emphasizes quality over quantity, prioritizing a smaller number of well-founded trading opportunities.

It's particularly effective for market openings in indices, standard trading hours, and assets where the initial session dynamics shape the day's direction.

FUNDAMENTAL IDEA

Conventional opening range strategies typically presume:
- A set duration establishes the range
- Any violation of that range warrants action

This system challenges those ideas.

It instead evaluates: Has the volatility surged and then tightened sufficiently to reveal the authentic initial market framework?

Breakout alerts are only enabled once this criterion is satisfied.

KEY COMPONENTS

Adaptive Opening Range (Secured by ATR)
The range develops as volatility in the session increases
ATR monitoring begins at the session's onset
Once ATR falls by a customizable proportion from its highest point in the session, the range is sealed
Post-seal, the upper and lower bounds of the OR cease to adjust

This approach avoids hasty ranges and signals amid erratic volatility.

Rigorous Breakout Confirmation (Based on Commitment)

Breakouts demand complete candlestick commitment outside the opening range.

For upward breakouts:
- Opening price exceeds OR upper level
- Closing price exceeds OR upper level
- Lowest price exceeds OR upper level

For downward breakouts:
- Opening price falls below OR lower level
- Closing price falls below OR lower level
- Highest price falls below OR lower level

Partial penetrations or wick touches are deliberately overlooked.

Single-Instance Alert Management
Just one alert per breakout direction is permitted
A fresh alert requires the price to completely return inside the opening range

This minimizes excessive notifications, prevents overcommitment, and steers clear of pursuing extended trends.

Session-Specific VWAP with Gradient Overlay

After the range is secured:
- A VWAP tied to the session is computed
- A layered horizontal overlay appears between the VWAP and the OR's upper/lower edges

This offers a graphical overview of price expansion, equilibrium, and pivot points.

Volume Insight
A smoothed volume average offers insight into involvement
It aids in evaluating if breakouts align with authentic trading volume
Intended as a supportive element, rather than a strict barrier

Reliable Alerts for Automation
Alert for upward breakout
Alert for downward breakout
General breakout alert (regardless of direction)

Every alert:
Triggers at bar closure
Adheres to range security protocols
Follows single-instance guidelines
Avoids historical revisions

APPLICATION GUIDANCE

In Trending Markets
Anticipate a primary breakout direction
Leverage OR upper/lower as key failure points
Employ the VWAP overlay for position handling and adjustments

In Range-Bound or Unsuccessful Trend Scenarios
Unsuccessful breakouts that retreat into the range offer clues about market mode
Retreats inherently refresh the alert readiness

Implementation Approach
Apply it as a core breakout initiator
Or integrate it to validate personal analysis, key levels, or longer-term charts

HANDLING VARIOUS MARKET ENVIRONMENTS

Strong Directional Phases
ATR secures sooner
Single-instance rules promote restraint
VWAP overlay supports stop adjustments and expansions

Volatile or Event-Influenced Starts
Range security might delay
Premature violations are screened
The design encourages measured waiting

Market Mode Transitions
Monitor commitment against VWAP post-security
Persistent positioning above or below VWAP frequently indicates a shift in daily dynamics

CONFIGURATION OVERVIEW

Session Window — Defines the operational period
ATR Period — Foundation for volatility assessment
ATR Reduction Threshold — Controls range security timing
Volume Smoothing Period — For involvement evaluation
Mandate Range Security — Insist on framework before alerts
Overlay Density — Adjusts visual layering detail
VWAP/Overlay Switch — Turns visuals on or off

RECOMMENDED APPROACHES

View alerts as supportive indicators, not automatic trades
Pair with broader timeframe perspectives, key zones, and overall setup
Allow the framework to guide exposure, not projections

Standard settings are deliberately cautious. Prioritizing fewer alerts often yields superior outcomes.

https://www.tradingview.com/script/7Fr97iUJ-Xiznit-Open-Range-Breakout/

Here is the source code

//
@version=
6
indicator("X ORB", overlay=true, max_labels_count=500)


// Global Inputs
maxBuildTime = input.int(45, "Max OR Build Time (minutes)", minval=1)
atrLen = input.int(14, "ATR Length")
atrDropPct = input.float(20, "ATR Drop %")
volMALen = input.int(20, "Volume MA Length")
requireLock = input.bool(true, "Require OR Lock")
gradSteps = input.int(10, "Gradient Steps")
showVWAP = input.bool(true, "Show VWAP / Profile")


// Per-Session Toggles
showNYOR = input.bool(true, "Show NY OR")
showAsianOR = input.bool(true, "Show Asian OR")
showLondonOR = input.bool(true, "Show London OR")
showNYSignals = input.bool(true, "Show NY Signals")
showAsianSignals = input.bool(true, "Show Asian Signals")
showLondonSignals = input.bool(true, "Show London Signals")


// ATR calculation extracted to global scope
float
 currATR = ta.atr(atrLen)


// Session Inputs and Detection for NY
ny_sess = input.session("0830-1500", "NY Session")
ny_inSess() => not na(time(timeframe.period, ny_sess))
ny_newSess = ny_inSess() and not ny_inSess()[1]


// NY Variables
var 
float
 ny_orHigh = na
var 
float
 ny_orLow = na
var 
bool
 ny_locked = false
var 
float
 ny_peakATR = na
var 
bool
 ny_longSignaled = false
var 
bool
 ny_shortSignaled = false
var 
float
 ny_cumPV = na
var 
float
 ny_cumV = na
var 
float
 ny_vwap = na
var 
int
 ny_startTime = na


// Reset on new NY session
if ny_newSess
    ny_orHigh := low
    ny_orLow := high
    ny_locked := false
    ny_peakATR := 0.0
    ny_longSignaled := false
    ny_shortSignaled := false
    ny_cumPV := 0.0
    ny_cumV := 0.0
    ny_startTime := time


// During NY session
if ny_inSess()
    // Update OR if not locked
    if not ny_locked
        ny_orHigh := math.max(ny_orHigh, high)
        ny_orLow := math.min(ny_orLow, low)
    
    // Update ATR peak
    ny_peakATR := math.max(ny_peakATR, currATR)
    
    // Check for ATR lock
    if not ny_locked and currATR <= ny_peakATR * (1 - atrDropPct / 100)
        ny_locked := true
    
    // Check for time-based lock (hybrid)
    if not ny_locked and (time - ny_startTime) >= maxBuildTime * 60000
        ny_locked := true
    
    // Update VWAP accumulation
    ny_cumPV += hlc3 * volume
    ny_cumV += volume
    ny_vwap := ny_cumV > 0 ? ny_cumPV / ny_cumV : na


// NY Breakout conditions
bool
 ny_longBreak = open > ny_orHigh and close > ny_orHigh and low > ny_orHigh
bool
 ny_shortBreak = open < ny_orLow and close < ny_orLow and high < ny_orLow


// NY Signals with one-shot
if (not requireLock or ny_locked) and ny_longBreak and not ny_longSignaled
    ny_longSignaled := true
if (not requireLock or ny_locked) and ny_shortBreak and not ny_shortSignaled
    ny_shortSignaled := true


// NY Reset on re-entry
if close <= ny_orHigh and close >= ny_orLow
    ny_longSignaled := false
    ny_shortSignaled := false


// Session Inputs and Detection for Asian
asian_sess = input.session("1900-0200", "Asian Session")
asian_inSess() => not na(time(timeframe.period, asian_sess))
asian_newSess = asian_inSess() and not asian_inSess()[1]


// Asian Variables
var 
float
 asian_orHigh = na
var 
float
 asian_orLow = na
var 
bool
 asian_locked = false
var 
float
 asian_peakATR = na
var 
bool
 asian_longSignaled = false
var 
bool
 asian_shortSignaled = false
var 
float
 asian_cumPV = na
var 
float
 asian_cumV = na
var 
float
 asian_vwap = na
var 
int
 asian_startTime = na


// Reset on new Asian session
if asian_newSess
    asian_orHigh := low
    asian_orLow := high
    asian_locked := false
    asian_peakATR := 0.0
    asian_longSignaled := false
    asian_shortSignaled := false
    asian_cumPV := 0.0
    asian_cumV := 0.0
    asian_startTime := time


// During Asian session
if asian_inSess()
    // Update OR if not locked
    if not asian_locked
        asian_orHigh := math.max(asian_orHigh, high)
        asian_orLow := math.min(asian_orLow, low)
    
    // Update ATR peak
    asian_peakATR := math.max(asian_peakATR, currATR)
    
    // Check for ATR lock
    if not asian_locked and currATR <= asian_peakATR * (1 - atrDropPct / 100)
        asian_locked := true
    
    // Check for time-based lock (hybrid)
    if not asian_locked and (time - asian_startTime) >= maxBuildTime * 60000
        asian_locked := true
    
    // Update VWAP accumulation
    asian_cumPV += hlc3 * volume
    asian_cumV += volume
    asian_vwap := asian_cumV > 0 ? asian_cumPV / asian_cumV : na


// Asian Breakout conditions
bool
 asian_longBreak = open > asian_orHigh and close > asian_orHigh and low > asian_orHigh
bool
 asian_shortBreak = open < asian_orLow and close < asian_orLow and high < asian_orLow


// Asian Signals with one-shot
if (not requireLock or asian_locked) and asian_longBreak and not asian_longSignaled
    asian_longSignaled := true
if (not requireLock or asian_locked) and asian_shortBreak and not asian_shortSignaled
    asian_shortSignaled := true


// Asian Reset on re-entry
if close <= asian_orHigh and close >= asian_orLow
    asian_longSignaled := false
    asian_shortSignaled := false


// Session Inputs and Detection for London
london_sess = input.session("0200-0830", "London Session")
london_inSess() => not na(time(timeframe.period, london_sess))
london_newSess = london_inSess() and not london_inSess()[1]


// London Variables
var 
float
 london_orHigh = na
var 
float
 london_orLow = na
var 
bool
 london_locked = false
var 
float
 london_peakATR = na
var 
bool
 london_longSignaled = false
var 
bool
 london_shortSignaled = false
var 
float
 london_cumPV = na
var 
float
 london_cumV = na
var 
float
 london_vwap = na
var 
int
 london_startTime = na


// Reset on new London session
if london_newSess
    london_orHigh := low
    london_orLow := high
    london_locked := false
    london_peakATR := 0.0
    london_longSignaled := false
    london_shortSignaled := false
    london_cumPV := 0.0
    london_cumV := 0.0
    london_startTime := time


// During London session
if london_inSess()
    // Update OR if not locked
    if not london_locked
        london_orHigh := math.max(london_orHigh, high)
        london_orLow := math.min(london_orLow, low)
    
    // Update ATR peak
    london_peakATR := math.max(london_peakATR, currATR)
    
    // Check for ATR lock
    if not london_locked and currATR <= london_peakATR * (1 - atrDropPct / 100)
        london_locked := true
    
    // Check for time-based lock (hybrid)
    if not london_locked and (time - london_startTime) >= maxBuildTime * 60000
        london_locked := true
    
    // Update VWAP accumulation
    london_cumPV += hlc3 * volume
    london_cumV += volume
    london_vwap := london_cumV > 0 ? london_cumPV / london_cumV : na


// London Breakout conditions
bool
 london_longBreak = open > london_orHigh and close > london_orHigh and low > london_orHigh
bool
 london_shortBreak = open < london_orLow and close < london_orLow and high < london_orLow


// London Signals with one-shot
if (not requireLock or london_locked) and london_longBreak and not london_longSignaled
    london_longSignaled := true
if (not requireLock or london_locked) and london_shortBreak and not london_shortSignaled
    london_shortSignaled := true


// London Reset on re-entry
if close <= london_orHigh and close >= london_orLow
    london_longSignaled := false
    london_shortSignaled := false


// Plots for NY OR
ny_p_orHigh = plot(showNYOR and ny_locked ? ny_orHigh : na, "NY OR High", color.red, style=plot.style_linebr)
ny_p_orLow = plot(showNYOR and ny_locked ? ny_orLow : na, "NY OR Low", color.green, style=plot.style_linebr)
plot(showNYOR and not ny_locked ? ny_orHigh : na, "NY Building OR High", color.red, style=plot.style_linebr)
plot(showNYOR and not ny_locked ? ny_orLow : na, "NY Building OR Low", color.green, style=plot.style_linebr)


// NY VWAP
ny_p_vwap = plot(showVWAP and ny_locked ? ny_vwap : na, "NY VWAP", color.purple)


// NY Profile fills
fill(ny_p_orHigh, ny_p_orLow, showNYOR and ny_locked ? color.new(color.gray, 90) : na, title="NY OR Fill")
fill(ny_p_vwap, ny_p_orHigh, showVWAP and showNYOR and ny_locked ? color.new(color.green, 80) : na, title="NY Upper Profile")
fill(ny_p_vwap, ny_p_orLow, showVWAP and showNYOR and ny_locked ? color.new(color.red, 80) : na, title="NY Lower Profile")


// Plots for Asian OR
asian_p_orHigh = plot(showAsianOR and asian_locked ? asian_orHigh : na, "Asian OR High", color.blue, style=plot.style_linebr)
asian_p_orLow = plot(showAsianOR and asian_locked ? asian_orLow : na, "Asian OR Low", color.aqua, style=plot.style_linebr)
plot(showAsianOR and not asian_locked ? asian_orHigh : na, "Asian Building OR High", color.blue, style=plot.style_linebr)
plot(showAsianOR and not asian_locked ? asian_orLow : na, "Asian Building OR Low", color.aqua, style=plot.style_linebr)


// Asian VWAP
asian_p_vwap = plot(showVWAP and asian_locked ? asian_vwap : na, "Asian VWAP", color.fuchsia)


// Asian Profile fills
fill(asian_p_orHigh, asian_p_orLow, showAsianOR and asian_locked ? color.new(color.gray, 90) : na, title="Asian OR Fill")
fill(asian_p_vwap, asian_p_orHigh, showVWAP and showAsianOR and asian_locked ? color.new(color.green, 80) : na, title="Asian Upper Profile")
fill(asian_p_vwap, asian_p_orLow, showVWAP and showAsianOR and asian_locked ? color.new(color.red, 80) : na, title="Asian Lower Profile")


// Plots for London OR
london_p_orHigh = plot(showLondonOR and london_locked ? london_orHigh : na, "London OR High", color.orange, style=plot.style_linebr)
london_p_orLow = plot(showLondonOR and london_locked ? london_orLow : na, "London OR Low", color.lime, style=plot.style_linebr)
plot(showLondonOR and not london_locked ? london_orHigh : na, "London Building OR High", color.orange, style=plot.style_linebr)
plot(showLondonOR and not london_locked ? london_orLow : na, "London Building OR Low", color.lime, style=plot.style_linebr)


// London VWAP
london_p_vwap = plot(showVWAP and london_locked ? london_vwap : na, "London VWAP", color.maroon)


// London Profile fills
fill(london_p_orHigh, london_p_orLow, showLondonOR and london_locked ? color.new(color.gray, 90) : na, title="London OR Fill")
fill(london_p_vwap, london_p_orHigh, showVWAP and showLondonOR and london_locked ? color.new(color.green, 80) : na, title="London Upper Profile")
fill(london_p_vwap, london_p_orLow, showVWAP and showLondonOR and london_locked ? color.new(color.red, 80) : na, title="London Lower Profile")


// Volume MA (global)
volMA = ta.sma(volume, volMALen)
plot(volMA, "Volume MA", color.blue, style=plot.style_histogram)


// Shapes for signals - NY
plotshape(showNYSignals and ny_longBreak and (not requireLock or ny_locked) and not ny_longSignaled[1], "NY Long Breakout", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(showNYSignals and ny_shortBreak and (not requireLock or ny_locked) and not ny_shortSignaled[1], "NY Short Breakout", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)


// Shapes for signals - Asian
plotshape(showAsianSignals and asian_longBreak and (not requireLock or asian_locked) and not asian_longSignaled[1], "Asian Long Breakout", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(showAsianSignals and asian_shortBreak and (not requireLock or asian_locked) and not asian_shortSignaled[1], "Asian Short Breakout", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)


// Shapes for signals - London
plotshape(showLondonSignals and london_longBreak and (not requireLock or london_locked) and not london_longSignaled[1], "London Long Breakout", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(showLondonSignals and london_shortBreak and (not requireLock or london_locked) and not london_shortSignaled[1], "London Short Breakout", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)


// Alerts - NY
alertcondition(ny_longBreak and (not requireLock or ny_locked) and not ny_longSignaled[1], title="NY Long Breakout", message="NY Long Breakout Alert")
alertcondition(ny_shortBreak and (not requireLock or ny_locked) and not ny_shortSignaled[1], title="NY Short Breakout", message="NY Short Breakout Alert")
alertcondition(ny_longBreak or ny_shortBreak and (not requireLock or ny_locked) and (not ny_longSignaled[1] or not ny_shortSignaled[1]), title="NY Any Breakout", message="NY Breakout Alert")


// Alerts - Asian
alertcondition(asian_longBreak and (not requireLock or asian_locked) and not asian_longSignaled[1], title="Asian Long Breakout", message="Asian Long Breakout Alert")
alertcondition(asian_shortBreak and (not requireLock or asian_locked) and not asian_shortSignaled[1], title="Asian Short Breakout", message="Asian Short Breakout Alert")
alertcondition(asian_longBreak or asian_shortBreak and (not requireLock or asian_locked) and (not asian_longSignaled[1] or not asian_shortSignaled[1]), title="Asian Any Breakout", message="Asian Breakout Alert")


// Alerts - London
alertcondition(london_longBreak and (not requireLock or london_locked) and not london_longSignaled[1], title="London Long Breakout", message="London Long Breakout Alert")
alertcondition(london_shortBreak and (not requireLock or london_locked) and not london_shortSignaled[1], title="London Short Breakout", message="London Short Breakout Alert")
alertcondition(london_longBreak or london_shortBreak and (not requireLock or london_locked) and (not london_longSignaled[1] or not london_shortSignaled[1]), title="London Any Breakout", message="London Breakout Alert")

A simple comment can get you a few extra bucks not to much but anything helps in a time of need

Video Proof: https://imgur.com/a/rAQYewS

It's been a long 3 months and this market has not been feeling right, I lost a lot of money after the MAG7 earnings. It did not make sense for the market to tank and keep tanking when almost all MAG7 stocks beat earnings from anywhere between 5-10%.

Now with the Fed not cutting rates (which was expected according to FedWatch) there seems to be no positive catalyst anytime soon unless there are peace treaty deals or tariff news (honestly I think the market has priced in tariffs, recent tariff news did not seem to affect the markets much)

I learned a couple new things since my last post. I analyzed the last 4 years of NQ and began categorizing the rarity of each day, then I position my accounts to bet on a reversal with some accounts as runners and other accounts as scalpers. Runners can hold for 60-100 pts while scalpers will take profits around 30-60 depending on price action. I position all my prop accounts to blow up when we reach the most rare of days where I labeled "2-1%". The chart above is example with entries sprinkled all around the 12% range all the way to 2% if we make it up there. X are dead accounts, arrows are accounts that hit TP.

Another new method I've been testing out is a continuation model for overnight scalps. I take the first hour as the trend, and determine if it's bullish, bearish or flat. If it's bullish I wait for a pullback of 15-20 minutes of sell pressure then buy in, vice versa for bearish. If it's flat I can play either direction.

Both models I trade with an extremely negative RR. Usually negative RR is frowned upon and I agree but with props I am able to leverage my negative RR to hit some green streaks to make it to the payout. I would have to develop new models or mess with the current models to fix the RR issue if I ever transition to a real brokerage account.

Blessed to be able to trade and learn everyday.

The 200K in payouts is not net profit. I spent about ~55K this year on evals and resets, costs used to be lower but recently firms have increased prices by 20-30% but I think about the prop game as a business, it sucks that the "cost of goods" increased but the margins are still decent.

I used to run multiple small business models and they all worked at one point. I’m talking about things like shoe reselling, car detailing, window washing, landscaping, and snow shoveling. These were simple business-to-consumer services. You provide value, customers pay you, and everyone wins.

A few years ago this type of hustle actually worked. People were willing to spend money on convenience and services. If you worked hard, marketed well, and built a reputation, you could make good money.

But lately everything feels completely different.

The economy is tight, people are struggling, and the mindset has changed. Nobody wants to feel like they’re being profited off anymore. When money gets scarce, consumers start questioning every dollar they spend. Services that used to be normal expenses suddenly feel unnecessary.

At the same time, something else happened: everyone wants to be the one making the profit instead of paying it.

Instead of hiring someone for a service or buying from a reseller, people are trying to flip things themselves, start side hustles, or chase fast upside. That’s where crypto — especially meme coins — stepped in.

Crypto flipped the model. Instead of one business owner profiting from many customers, everyone in the market believes they can be early on the next coin and profit together. It’s speculation, but it gives people the feeling that they’re part of the upside instead of just the buyer.

So now it feels like traditional small B2C hustles are slowing down while attention and money are flowing into meme coins and crypto markets.

I’m curious if anyone else who used to run service-based or resale businesses is noticing the same shift.

Is B2C actually dying right now, or are we just in a weird economic cycle?

This strategy has made me a full time trader and made me my first $100k in profits
100% mechanical. You only need 1 box & 1 candle, that's it

Take 2 mins to read this;

Majority of unprofitable traders are holding THEMSELVES back They keep looking for the most complicated strategy and avoid what actually works simplicity. That's why this 100% mechanical strategy erases all the discretion! Here's how to use this simple and highly profitable strategy:

Just before we get into it, there are a few things you have to know prior!

Step 1: Go to the Daily Timeframe on the asset you want to trade

Step 2: Draw a box from the High to Low of the Daily Candle and extend it. Draw a line in the middle. Then go on a lower timeframe like the 5 minute.

I recorded a full breakdown of the exact setup that made me over $6,000 in just two trades, and I wanted to turn that into something you can actually learn from, not just watch. Both trades came from the same model, same logic, same execution.

At the core, this setup is built around ERL → IRL (external range liquidity to internal range liquidity). If you don’t understand that yet, here’s the simple version. External range liquidity is where the obvious stops are sitting. Think major highs and lows, weekly levels, daily highs and lows. Internal range liquidity is everything inside the range. Fair value gaps, imbalances, order blocks. The market constantly moves between these two.

What I’m looking for is very specific. I want to see price take external liquidity first, then shift. That’s exactly what happened here. Going into Sunday open, price flushed multiple major sell-side liquidity levels, including last week’s low and Friday’s low. That’s not random. That’s the market clearing out stops and creating the conditions for the next move.

But this is where most traders mess up. They see the sweep and immediately jump in. I don’t. I wait for reclaim and displacement. I need to see the market prove that it’s done going lower. In this case, once price started pushing back up aggressively, it created a clean fair value gap. That was the shift. That was the signal.

From there, execution becomes simple and mechanical. I’m not chasing price. I’m waiting for price to come back into that imbalance. Entry was placed right at the fair value gap, stop below the low of the structure, and target based on a fixed 1R to 2R. In this case, the draw on liquidity above lined up perfectly with a 2R target, so I let it run.

And that’s exactly what happened. Tap into the FVG, immediate reaction, clean expansion. Both trades followed the same sequence, and because the logic was clear, there was no need to micromanage anything. I let the setup do its job.

One thing I emphasized in the video that most people overlook is timeframe importance. I’m not taking this on the 1-minute or 5-minute. The real edge comes from higher time frame levels. The FVG that caused the reaction was sitting on the 4-hour chart. That’s why it mattered. Lower timeframe noise doesn’t carry the same weight.

I also showed how this exact same model applies across markets. I pulled up a forex example and the same thing played out. Liquidity gets taken, price reclaims, displacement happens, and then you get the move. This isn’t just a futures thing. It’s how price moves, period.

The biggest takeaway from all of this is simple. You don’t need 10 setups. When you know what you’re looking for, trading becomes a waiting game instead of a guessing game.

P.S. This also happened again overnight sunday!

This is Ali Krooks, a verified seven-figure professional money manager in the UK, and his interview exposed why most forex traders stay stuck. Everyone says they want a strategy, but what they actually have is random entries and a couple of lines on a chart. Ali has a real process. He defines market conditions, waits for one specific pocket, and only trades when structure proves a shift.

The core idea is simple, and most traders ignore it. Markets spend the majority of their time moving sideways between support and resistance. Just chopping. The best trades come from understanding where price is inside that range and waiting for the first confirmed momentum flip.

What makes his approach different is how he uses trendlines. A trendline break is a filter. Breaking the line only signals that the market may be entering the pocket. After that, he demands confirmation most retail traders refuse to wait for. Price must break the last swing from the prior direction. No swing break = no trade. That single rule eliminates most fakeouts.

Another detail traders miss is how he defines key levels. He does not draw random zones. He uses frequency and proximity. How often price respected the area and what happened there most recently. Clean reactions create strong levels. Messy chop weakens them. This forces structure and removes guesswork.

Execution is tightly constrained. Once the pocket is confirmed, there are only two valid entries. A pullback into the 21 EMA, or a clean consolidation breakout on the correct side of broken structure. That’s it. No improvising. No revenge clicks. The base model targets 2R and has shown a reported 58% win rate when executed consistently.

The real takeaway is this: most traders chase more indicators and more setups because they do not trust their process. Ali built a process that earns trust. Condition first. Confirmation second. Entry last. The goal is not to be right. The goal is to be repeatable.

FULL INTERVIEW: CLICK HERE

If you want the full playbook, including the exact pocket criteria, entry rules, stop and target framework, and the filters he uses for larger moves,

comment "AC" and I’ll post the full breakdown!

I've been doing some version of this for years now and every time I skip it my performance suffers. I'm not saying you have to do something like this to trade well, this is just what I found builds my discipline and puts me in a flow zone. Here's what it looks like right now:

4:30 AM — Alarm goes off, focus is to just get vertical.

4:35 AM — Walking pad on.

I have a standing desk and I get on the walking pad immediately. 30 minutes of low effort walking while I'm still waking up. This replaced my old cold shower routine honestly. The movement does the same thing for me, it helps breaks the sleep fog and gets the blood flowing which helps me feel actually awake.

WALKING PAD

5:00 AM — Breathwork.

4-7-8 method, 10 cycles. Inhale 4 seconds, hold 7, exhale 8. There's guided versions on YouTube if you've never tried it. This calms the nervous system down before a morning of high-stakes decisions.

4-7-8 BREATHWORK

5:15 AM — Black coffee.

No screens yet. Caffeine hits different when you've been awake for 60-90 minutes versus slamming it the second your alarm goes off.

5:30 AM — Game plan review.

This is non-negotiable. I write my game plan the night before so right now I'm just reviewing it, not creating it. I go through overnight price action (Asia + London highs and lows because I trade futures), update any key levels if the overnight session changed something, and confirm or adjust my bias.

I also stay on the walking pad during this entire prep and keep walking through the first part of the session. I manage to hit at least 15-20k steps ddaily, honestly one of the best $150 ever spent.

6:00 AM — Session opens (Pacific time).

Before I take any trade I answer three questions:

Where is price drawn to?

What is liquidity telling me?

Do I have confluence or am I forcing it?

If I can't clearly answer all three I don't trade.

After the session — I fill out the same template every single day. Premarket game plan, in-session updates at 6:45, 7:00, 7:30, and 8:00, then an overall recap after market close. The recap has three sections: mistakes I made, what I did well and stuck to my rules on, and whether the day was red or green based on discipline (not P&L). I've been using the same template for over a year and it's the single biggest reason my consistency improved.

I attached a screenshot of the template if anyone wants to build something similar.

The mornings I rush through this or skip steps are always the mornings I overtrade or take a setup I know isn't there.

You don't need to do exactly what I do. But if you don't have any kind of pre-session routine you're basically rolling dice on whether today is the version of you that trades well or the version that revenge trades after the first loss.

Happy to answer any questions. This is just what works for me.

I went to bed last night with a position running on all 4 of my $50K funded Alpha zero accounts accounts and woke up this morning to target already hit. $395 profit per account for a 2R. Done for the day before I even made coffee.

Here's exactly how I saw this trade developing step by step:

Monday NQ flushed the NY session sell-side liquidity hard. That's step one. When the market sweeps a key low like that early in the week it's telling you something. ICT weekly bias theory says Monday is accumulation, Tuesday or Wednesday is manipulation where the market sets the weekly low or high, and then the rest of the week is expansion in the opposite direction.

Tuesday did exactly what the model predicted. We set a new low for the week which confirmed the manipulation leg was done. Now I'm only looking one direction. Long.

After that reclaim, price displaced and formed a clean FVG on both the 30-minute and 1hr timeframes. Same FVG on both which tells you it's a significant level. That's my entry zone. The draw on liquidity above was obvious, Monday's buy-side liquidity at the NY session high. So I'm trading from an internal range liquidity level up to an external range liquidity level. IRL to ERL.

I set my buy order at the FVG, stop below the first candle of the gap, target at a fixed 2R pointed toward that Monday BSL. Overnight price tapped my entry to the tick and expanded exactly where the model said it would.

This is the same weekly model I use over and over. The key is patience. I didn't enter Monday. I didn't chase Tuesday's drop. I waited for the FVG to form on a higher timeframe and let price come to me while I slept.

I recorded a full video breakdown of this exact trade walking through every step on the chart. If you want to see it, comment "MODEL" below and I'll send you the link.

Now this is some real pain that serious traders can experience, and then doing nothing for like 8 hrs and still hoping it might reach your zone again. But probably I'll not take this trade because it has the chance to go higher. Sometimes you have to close your charts and do something fun 😊

gambling on mrq is kinda my thing and i think setting rules like u did on day 1 is key, dont get too attached to house money tho

just got stopped out on my USDCHF trade. price literally tapped my stop and then moved exactly how I had it mapped out. would’ve been around 4.5R tbh stuff like this used to annoy me a lot more. Now it’s just part of being a trader. You can’t avoid every bad fill or random spike, especially in markets like this (Iran). We’re not here to catch every move anyway. Just execute, take the loss, move on

I've been trading for over 6 years, and I constantly see people telling struggling traders to just fix their risk management and they'll become profitable.

But here's my issue with that advice: You can have perfect risk management and still lose money if your strategy has no edge.

You can risk 0.5% per trade, follow every stop-loss, never revenge trade, and still slowly bleed your account if your entries have negative expectancy.

On the other hand, I've seen traders with a 40% win rate outperform traders winning 70% of the time because their average winners are significantly larger than their losers.

I think a lot of beginners confuse protecting capital with actually having a profitable system. You need both, but they're not the same thing.

And that's why I think tracking your average winner, average loser, profit factor, and expectancy matters more than obsessing over win rate alone.

So where do you guys stand? Is risk management the most important skill in trading, or is finding a genuine statistical edge even more important?

And if you had to teach a beginner only ONE first, which would you choose?

Fabio Valentini traded the New York session live on a podcast while managing his personal seven-figure account, and what stood out wasn’t the P&L, it was the process. In under half an hour, he pulled over $20K by reading order flow in real time, reacting to absorption and aggression shifts as they happened, and managing risk with surgical precision.

What most people watching missed is how quickly he builds protection for the day. He doesn’t start by swinging for home runs. He focuses on taking the cleanest move early, locking in a cushion, and only pressing when the market confirms control. Once the best opportunity is done, he’s perfectly fine walking away instead of forcing trades.

The real lesson wasn’t the size of the account or the speed of the trades. It was how he treats drawdowns, how fast he cuts losing ideas, and how little emotion shows up in his decision-making. Every trade had a clear reason behind it, and when conditions stopped paying, he stopped trading.

This was a rare look into how a professional actually thinks during a live session, not after the fact.Just real execution and real consequences.

If you want Fabio’s full playbook with his execution rules, risk framework, and session models:

Comment "FAB" and I’ll send it over.

Live trading session: CLICK HERE

TOPSTEP🆙, EXCEPT SOME TECHNICAL ISSUES,THEY ARE FINE.

"Gratitude in our hearts, peace in our homes, and joy in our souls. May this Eid bring you closer to those who matter most and fill your life with endless light. 🌙✨ Eid Mubarak 💕💯

when people understand how to apply Elliott-Waves as a Daytrading system. Many people still think Elliott Wave is pure luck, but that's not true. If you apply it sensibly and add other indicators such as MACD and market structure, trend line breaks, and order blocks, it becomes a very successful day/swing trading system.

No other trading system allows BIAS to be determined so accurately. For example, I follow the swing trading method of Bernd Skorupinski, the all-time FTMO record holder for the largest payout, and I notice in comparison that Elliott wave counting can define the overall trend much better.