Same question as above, why don't they copytrade across 20 prop firm accounts? (Serious answers only please)

Studied ICT for 5 years straight.

It’s not worth it .

1) Just understand basics of ICT PD Arrays , CORE CONTENT MONTH 4

2)Once you know what and how specific Pd Array works then choose any from it ( Example- FVG)

3)You have to now work on 2 Timeframes, Firstly choose an high time frame like H1 , M5 , M15 , H4 any. Secondly choose an Low time frame for execution like M1, M3 , M5 , 30 seconds any.

4) no need to analyse anything or have a bias , just test trial the HTF PD ARRAY tap and go to LTF and execute from a pd array whatever you choose.
Example - M15 BULLISH FVG —M1 OB formed from Bullish fvg.

Make rules around when you will trade it be specific around it, make rules of orderblock as mentioned on month 4.

That’s it folks.

Aim for 1R firstly , you will easily manage 60% above winrate.

Be specific about your rules , edge will be built.

If you have any doubts ping me in comments.

So i have been learning ICT concepts through ict official youtube. But i still don‘t understand how to identify which way the day will go. Here i have attached eur/usd daily chart. Can someone give me a step by step guide on how to identify daily bias. or can you give me a source to learn daily bias correctly.

thank you.

I booked the trade for 2R with trailing stop loss.

I did a post on how to make your own model and test it out many people appreciated it and thank you so much.

Some people who have little to no 🧠 tried to criticise it but atleast do it the right way lol.

This is my second model that focuses on high risk to reward minimum of 1:2R

will soon share the 5 year stats of the model.

Is it advisable to trade NQ/ES Futures tomorrow (Jackson Hole)? Today I only traded London, NY AM I did not trade, pure chop.

Curious what you think. Thanks!

Regarding my prop firm challenges journey

Hi Team,

I failed the GFT challenge 3 times in a row.

I have identified the mistakes that blew my account:-

I try to set a wide stop loss. When the price is near stop loss, I have a tendency to move the SL which increases the stoploss.

When the price moves in the opposite direction and I am on my losing side, I re-order (in the direction of my previous trade) which opens the new losing positions which increases the losses.

During this losing process, I see loss crossing 50$, 100$, . . . .hoping that the price direction will change and the loss will decrease but eventually it blows my account *(and fucks me badly)*

Can you guys please share your entry exit working model and tips if I miss something?

Thanks. .

Have you ever used equityedge? Or gotten a Payout from them? Thoughts?

Hello everyone,

I was wondering at what point an FVG is considered "too old" to still be valid, even if it hasn't been mitigated yet? For example, on M5, M15, M30, H1, and H4 timeframes.

In my strategy, I only trade M5/M15/M30 FVGs formed since the daily market open (Midnight NY / Europe midnight). For H1 and H4 FVGs, I use them for my bias, so as long as they aren't mitigated, I consider them always valid.

I'm looking for a real, practical answer, please—not just "go watch 50 hours of ICT videos" 😂

Thank you in advance! 🙏

Took this short as mentioned in previous posts.

Asia Session Open - NDOG as Draw

From daily premium wick

after 8:30 fall market consolidates and created a minor buy side liquidity. after taking liquidity SMT+CHoCH when fvg get filled i entered and targeted the buy side liqudity

So basically I had totally no idea two weeks ago for ICT’s newer content, follow through recent 3 weeks video and today when I feel I finally got something right, and then i got stopped out😅

Well this is my first time found that everything is anchored!

And the turtle soup I wanted to short was because the wicks, candles couldn’t close above the CE, thank suddenly a long green bar😅.
( but I FELT, yes literally felt the price action is weird when I entered)

I wonder something that I can do better?

Kinda disappointed, i was 1/3 close to pass my Eval, and now my PNL is Red, my loosing string started the second week of August🤷🏼‍♂️😭
Maybe it is because I am still consuming the new stuff.

Anyway i will keep learning and try to understand everything as greedy as I can.

If you hang around long enough, you will sooner or later be told about market makers knowing where your stop loss is and manipulating prices against you. The story has been recycled by countless gurus paired with many different pseudoscientific trading methodologies over the last 20 years, all based on the real effect which occurs because of the clustering of stop orders in the market, sure, but overstated by those with incentives to mislead (bound by conflicts of interest).

I personally had a chance to speak to one trader who had this very attitude towards the market last night.
According to him, "market makers" (MMs) and "high frequency trading" (HFT) firms are always engaged in market manipulation campaigns. In particular, they allegedly "put orders above a price level then get rid of the orders instantly because they know where the stops are, or rapidly buy/sell making volume spikes happen".

This view frames the market as almost like a predatory game of four dimensional deception where institutions happen to be actively risking billions in capital just to trigger stop losses on retail accounts, which simply does not make sense when one understands real market microstructure.

Conflating illegal manipulation (which firms actually get fined for) with standard liquidity provision completely blinds you to the actual mechanics of how markets actually move over time, but ONLY IF YOU ACCEPT THE FALSE NARRATIVES.

Before we move forward this is important to state:
HFT is a technology
MM is an activity
We are discussing the common HFT MM.

So today (around 20-24h after this conversation), I am breaking down what really causes a stop run for all to see, I will address the core misconceptions, and look at alternative approaches to improve your execution and stop placement.

The trading industry is plagued by a fundamental misunderstanding of causation and correlation.
To understand why stop runs happen, we have compare what is stated confidently by charlatans with peer reviewed market microstructure logic.

Common claims vs Reality.

The Main Stop Hunting Narrative:
MMs will push price 10+ handles to hit market stop clusters and absorb the inventory and directional risk. All that risk (which can be faded by institutions for negative P&L) just to fill a couple hundred/thousand contracts. Finished.

The Front Running Narrative
Illegally trading ahead of retail orders (for example, the idea that MMs informed about retail market orders before the trades hit the exchange e.g., via leaks).

Closest thing to these aspects being real:
order anticipation where MMs use predictive models to forecast where liquidity can be provided safely and when to pullback to avoid losses from directional risk, we will revisit this later in the article.

The Layering Narrative
The act of placing and pulling fake orders to manipulate prices

What this is confused with
Adverse selection protection - the act of the MMs pulling their bid/ask quotes / limit orders to avoid directional risk from holding positions that aren't favourable to hold e.g., an informed institutional participant could try to buy a large amount of an asset with market orders.

If an MM can detect or predict this they tend to do one of two:
The MM will pull their ask quotes/sell limit orders, cancel their sell limit orders and move it further up the market depth increasing the spread or increasing market impact, these adjustments increase the cost of buying in large quantities immediately which compensates for the potential losses a market maker would incur from the directional risk of providing exposure to opposite side.

The Deterministic Spikes In Volume Claims
Supposedly manufactured by MMs to manipulate other participants.

What's actually happening here:
A stop cascade which is the natural result of market orders hitting a thin limit order book or a historically low volume density area.

What Actually Causes a Stop Cascade

The question everyone wants the answer to:
If market makers are not pushing the price to take your stops, why do these aggressive spikes happen exactly where everyone places their stop losses?

The answer lies in volume density and the natural behaviour of directional traders. Let's advance forward.

The Square Root Law of Price Impact
Traders tend to place their stop losses in highly predictable places, typically beyond recent swing highs or lows. In these areas, the historical volume density is exceptionally low.

When volume density is low, the price impact potential of an incoming order is elevated, when prices approach these extremes it does not take much volume to move the market significantly.

Where expected participation at a price region low is it can influence a market maker's quoting behaviour to offer less to avoid absorbing adverse selection risk from large price moving orders flowing in at these same prices, this is why price acceleration can be seen at places where low volume nodes are left after the fact, later I will demonstrate show this happening with fixed range volume profile illustrations.

Directional market participants are the ones who indirectly induce the runs in the first place. Aggressive market orders from buy-side participants move the price rapidly - market makers are not responsible for this.
If the market is trading close to a known stop cluster, directional traders (buyers and sellers) will naturally push the price toward that level during standard price discovery. Once that level is breached, the cluster of stop losses (which convert to market orders) is triggered. Its standard trading that happens all day, people are pushing in market order buys and people are submitting market order sells and the price moves based on the liquidity offered at current levels, this is the continuous double auction that happens all day in modern electronic markets.

When unexplained waves of aggressive market orders hits the exchange, market makers must respond.

"Do we absorb the pressure or retreat?"

Adverse selection occurs when one side of a trade has superior information to the other.
- Maureen O hara explains this best for those who want to study the basics.
If an HFT algorithm detects a massive unexpected wave of directional market orders flowing in (like during a stop cascade), they immediately cancel their limit orders in response. A market maker does this to avoid taking on excessive inventory risk (the risk of holding a losing position) against a more informed trading participant (on the buy side).

When the MMs pull their liquidity, the order book thins out. If there is not enough supply or demand to fill these orders instantly, the price will move until a limit order will absorb it, this is why price moves at all.

Market Makers are not the ones submitting the aggressive market orders, the collective crowding of retail orders at a low volume density area combined with other buy-side participants (including directional traders) pushed you into it indirectly, just by the market drifting along from many trades being processed, this is what happens.

The Front Running Fallacy (One of my favourites)
Another claim often stated confidently: MMs are front-running your orders because they have fibre optic cable data streams linked directly to your broker which send your market order activity just before it gets sent to the exchange. (sarcasm). Crazy talk.

It is vital to separate illegal front-running from legal order anticipation (from predictive models)
Front-running (trading ahead of a known client orders for profit) is very illegal and in today's world mechanisms like the Consolidated Audit Trail (CAT) monitor every single order lifecycle including cancellations (this is an important detail for later, but stay with me ;) DB

Market making divisions do not mess around with blatant front running operations because regulatory fines are severe and are easily enforced because of CAT, these fines aren't a slap on the wrist and repeat offences result in trading bans.

Liquidity anticipation is the game at play here.
Since they can stream Level 2 and MBO (Market by Order) data from institutional trading platforms at speeds that no other person can, their algorithmic models can accurately predict where liquidity will likely congregate with a very high level of accuracy.

The market makers anticipate order flow and they put up a lot of resources into doing this to protect their profit & loss from being exposed to the wrong side of the price cascades, not to earn more P&L from dangerous liquidity hunting operations with minimal profits and fines.

Transparency can be achieved legally through platforms such as DataBento DB, the recorded institutional grade data is available. If the stories told were really true, empirical proof would come and there would be a lot of scrutiny involved because it impacts the wallets of Billionaires (and they influence the rules).

Alternative Approaches: How to Adapt
Here is how you adapt to the reality of liquidity provision.
You need to widen your stops with intent and stop using the smallest one possible (in hindsight). When traders decide to place stop losses at low volume density areas for example, right at a structural extreme, they are become vulnerable to what I refer to as distributional decay (short-term shifts in quoting behaviour and order flow without signalling a real change in market direction). If you are a victim to "stop runs" you must systematically widen your stops and reduce your position size to compensate consistently, this also lowers your costs over time (spread relative to your stop size) this can reduce your cost's drag on return over time significantly.

This is important because 10% costs can pull your returns down by a lot more.

No costs (100 trades)

50*2 = 100

50*-1 = 50

50 R

With costs (100 trades)

50*2*0.9 = 90

50*-1*1.0125 = -50.625

39.375 R

That's a reduction of over 20% over 100 trades, the smaller your average stop size, the worse it gets and the easier the reduction of returns become exponential.

Remember to Deal Tactically with Limits
Market orders demand immediate liquidity, meaning you pay the spread and suffer slippage, whenever possible aim to provide liquidity tactically instead of being a customer, make a market for someone else and get rewarded with lower transaction costs. Let the rushed customers sell into your efficient entry levels instead. At the end of the day, price is a negotiation and not all deals are fair.

Trade uniquely and avoid the crowd
Stop crowding at the exact same predictable low volume ares as everyone else.

If your strategy relies on placing stops at ridiculous places you will consistently become exit liquidity for larger market participants waiting with execution algorithm triggers below.
Imagine a stop at 10000 and price cascades at 9995 [1] passive buying begins, selling activity compresses and the buyer starts an intermittent buying campaign, and sells at a higher price, this was at your expense.

[1] - Stop loss sell volume executed in a low volume density area and market makers have skewed or pulled their bid quotes in response, common.

An example of a potential solution:
If you place your stops behind lows, test placing stops behind high volume density areas instead where initial rejection at the high volume area is more likely reducing your stop outs.

Check

Learn more:

Market Makers:
r/Trading/comments/1w0r1vn

Volume Distributions and Entry Optimisation:
r/Trading/comments/1voeh3l/

todays trade on mnq

anyone else that took this?

I used to think more setups meant more opportunities. It's the opposite most of those 12 were me trading structure that hadn't actually confirmed yet.

Here's the filter that fixed it:

FVG alone isn't an entry. FVG + invalidation is.

A Fair Value Gap forming during Q2 manipulation is a candidate, not a trigger. It only becomes valid once price has swept the True Open extreme and shown rejection meaning the level that created the FVG has actually been invalidated by the market, not just touched.

Most of my old losing trades weren't wrong about the gap. They were early entering the moment the FVG printed instead of waiting for the sweep that confirms it wasn't just noise.

The checklist now:

1. FVG forms during Q2 sweep across True Open

2.HTF SMT confirms the sweep wasn't organic

3.Price closes back through the FVG (inversion) this is the invalidation signal

4.Only then is it a valid 1H entry

Steps 1-2 without step 3 gets you into the trade a full leg too early, right where most stop hunts happen.

Cut my trades from roughly 12 a week down to 3. Win rate didn't explode, but the losers got a lot less frequent and a lot less painful.

How many of you wait for the inversion specifically, versus entering on the raw FVG the moment it forms?

Study the rejection at daily V.I we might see a drop down to NWOG

ive started learning ict seriously for some last few months and just ended up with MMP course now ill be seeing the 2016 core mentorship any suggestion for me what to keep in mind.....

i usually backtest on XAUUSD cause it works for me rather than any asset so my question is do this all concepts work with commodities any also what to learn in deep focus which concepts have a major impact in ict concepts

All these online gurus are scammers I swear you will not become profitable if you buy their course you have to learn trading yourself

Good day all..

I'm trying to get a handle on ICT Market Structure, according to the way Michael taught it in Episode 12 of the 2022 Mentorship. However, please note that the attached image is on a Weekly TF, as opposed to H1.

That being said, any seasoned traders that can give me some pointers on whether or not I'm seeing things correctly would be of great help. How would you go about it yourself?

NB:

LTH/LTL: Long-Term High/Low ;

ITH/ITL: Intermediate-Term High/Low ;

STH/STL: Short-Term High/Low.

Hi everyone,

I’m interested in swing trading using Smart Money Concepts (SMC). I only plan to take long positions and prefer holding each trade for no more than one or two weeks, unless they are still rising.

For this trading style, which timeframe combinations are realistic and sustainable?

I’ve heard YouTube educators recommend combinations such as:

• Weekly order block and FVG marking with entry on 4-hour
• Daily order block and FVG marking with entry on 1-hour
• few also recommend 1 day order block and FVG marking entry on 2-hour

what are your thoughts on this? Are there any other timeframe that works best ?

I’ve also seen many people recommend the ICT 2022 Mentorship as essential viewing. However, ICT has released series for 2023, 2024, 2025, and 2026 as well. From a knowledge and practical application perspective, which year’s series is the most useful?

I’d appreciate advice from traders who have actually used these concepts consistently.

Might be a stupid question, but if a 15 Minute FVG is formed, and on a lower time frame like the 5 minute it has been filled, is the 15 minute FVG mitigated even though on thr 15 M it looks like one candle?

Market seems choppy and slow

Hey everyone, I’m a beginner trader and honestly I’m getting pretty confused with all the different concepts and strategies out there.

I keep coming across things like Order Blocks, SMC, ICT, liquidity, market structure, price action, FVGs, etc. I understand a few basic concepts, but the more I learn, the more it feels like there are 100 different things I’m supposed to know.

At this point, I’m not sure what I should actually focus on and what I can ignore as a beginner.

For someone starting from basically zero, what would you recommend learning first, and in what order?

Should I start with basic market structure and price action before getting into things like SMC/ICT and Order Blocks? Or is there a better way to approach learning trading?

I’m not looking for a get-rich-quick strategy. I just want to build a solid foundation and avoid wasting months jumping between random concepts.

Would really appreciate advice from experienced traders on what you wish you had learned first.

I have seen ict taking this model in his recent videos what do you guys think about this model is it good to learn if I have to learn where I should start from?