feat: Add Phase 4 advanced metrics and components
- Add advanced metrics dashboard with trade analytics - Add new trading components (EntryTypeAnalysis, MultiDayPositionTracker, NewsEventTracker, etc.) - Add strategy mode selector and trend confirmation - Add risk automation panel and slippage correlation analysis - Add daily trading plan enhancements with modal components - Add custom hooks (useApi, useLocalStorage, useAdvancedTradeMetrics) - Add broker service integration and trading API - Add test setup and vitest configuration - Include parquet data files for live market data - Add comprehensive documentation in docs/ folder
This commit is contained in:
Krikorios
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"""
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Trading Schools & Methodologies
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Comprehensive collection of trading approaches combining different schools of thought
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"""
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from typing import Dict, List, Any
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from enum import Enum
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class TradingSchool(str, Enum):
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"""Major trading methodologies and schools"""
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ICT = "ict" # Inner Circle Trader / Smart Money Concepts
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WYCKOFF = "wyckoff" # Wyckoff Method
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ELLIOTT_WAVE = "elliott_wave" # Elliott Wave Theory
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MARKET_PROFILE = "market_profile" # Market Profile / Volume Profile
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ORDER_FLOW = "order_flow" # Order Flow / Footprint
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PRICE_ACTION = "price_action" # Pure Price Action
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TECHNICAL_ANALYSIS = "technical_analysis" # Classical Technical Analysis
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SUPPLY_DEMAND = "supply_demand" # Supply & Demand Zones
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FIBONACCI = "fibonacci" # Fibonacci-based Trading
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FUNDAMENTAL = "fundamental" # Fundamental Analysis for Gold
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SENTIMENT = "sentiment" # Market Sentiment Analysis
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SEASONAL = "seasonal" # Seasonal Patterns
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INTERMARKET = "intermarket" # Intermarket Analysis
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class TradingStrategy:
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"""Base class for trading strategies"""
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@staticmethod
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def get_all_schools() -> Dict[str, Dict[str, Any]]:
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"""Get comprehensive information about all trading schools"""
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return {
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"ict_smc": {
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"name": "ICT / Smart Money Concepts",
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"school": TradingSchool.ICT,
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"description": "Inner Circle Trader methodology focusing on institutional order flow, liquidity sweeps, and market structure",
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"key_concepts": [
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"Order Blocks (OB)",
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"Fair Value Gaps (FVG/Imbalance)",
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"Liquidity Voids",
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"Break of Structure (BOS)",
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"Change of Character (ChoCh)",
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"Displacement",
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"Premium/Discount Zones",
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"London/NY Killzones",
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"Judas Swing",
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"Optimal Trade Entry (OTE 0.618-0.79)",
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"Stop Hunt/Liquidity Grab",
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"Market Maker Model (Accumulation, Manipulation, Distribution)"
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],
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"timeframes": ["5m", "15m", "1h", "4h", "1D"],
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"indicators": [], # Pure price action, minimal indicators
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"best_for": ["Day trading", "Swing trading", "Gold/Forex"],
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"sessions": ["London (3-5 AM EST)", "NY (8-11 AM EST)"],
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"entry_criteria": [
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"Identify market structure (bullish/bearish)",
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"Wait for BOS or ChoCh",
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"Find FVG or Order Block",
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"Look for liquidity sweep",
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"Enter on retracement to OTE (0.618-0.79 Fib)",
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"Target opposite liquidity"
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],
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"risk_management": {
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"stop_loss": "Above/below order block or FVG",
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"take_profit": "Opposite side liquidity, FVG, or major structure",
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"rr_ratio": "Minimum 1:2, typically 1:3+"
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}
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},
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"wyckoff": {
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"name": "Wyckoff Method",
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"school": TradingSchool.WYCKOFF,
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"description": "Volume-based methodology analyzing accumulation, distribution, and composite operator behavior",
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"key_concepts": [
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"Accumulation (Spring, Backup, SOS)",
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"Distribution (UTAD, SOW)",
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"Re-accumulation",
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"Re-distribution",
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"Cause and Effect",
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"Effort vs Result",
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"Composite Man/Operator",
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"Three Laws (Supply/Demand, Cause/Effect, Effort/Result)",
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"Volume Spread Analysis (VSA)",
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"Schematic Patterns (AR, ST, Creek, Spring)"
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],
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"timeframes": ["4h", "1D", "1W"],
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"indicators": ["Volume", "Volume Profile", "OBV"],
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"best_for": ["Position trading", "Swing trading"],
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"phases": ["Accumulation Phase", "Markup Phase", "Distribution Phase", "Markdown Phase"],
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"entry_criteria": [
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"Identify current phase",
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"Wait for spring (accumulation) or upthrust (distribution)",
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"Confirm with volume",
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"Enter on Sign of Strength (SOS) or Last Point of Support (LPS)",
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"Target: Measured move based on trading range"
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],
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"risk_management": {
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"stop_loss": "Below spring or support area",
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"take_profit": "Measured move from accumulation range",
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"rr_ratio": "Minimum 1:2"
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}
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},
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"elliott_wave": {
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"name": "Elliott Wave Theory",
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"school": TradingSchool.ELLIOTT_WAVE,
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"description": "Fractal pattern analysis based on wave structures and Fibonacci relationships",
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"key_concepts": [
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"Impulse Waves (1-2-3-4-5)",
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"Corrective Waves (A-B-C)",
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"Wave Degrees (Grand Super Cycle to Sub-Minuette)",
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"Fibonacci Extensions (1.618, 2.618)",
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"Fibonacci Retracements (0.382, 0.5, 0.618)",
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"Wave Personality (Wave 3 strongest)",
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"Alternation Principle",
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"Channeling Techniques",
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"Wave Equality",
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"Ending Diagonals",
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"Leading Diagonals"
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],
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"timeframes": ["1h", "4h", "1D", "1W"],
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"indicators": ["Fibonacci", "EMA", "RSI for divergence"],
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"best_for": ["Swing trading", "Position trading"],
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"entry_criteria": [
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"Identify current wave structure",
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"Enter at wave 2 or 4 retracement (0.618)",
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"Enter at wave C completion (corrective)",
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"Confirm with volume and momentum",
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"Target: Wave 3 = 1.618x Wave 1, Wave 5 = Wave 1"
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],
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"risk_management": {
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"stop_loss": "Below wave 1 start or key Fibonacci level",
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"take_profit": "Fibonacci extensions (1.618, 2.618)",
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"rr_ratio": "Minimum 1:3"
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}
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},
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"market_profile": {
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"name": "Market Profile / Volume Profile",
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"school": TradingSchool.MARKET_PROFILE,
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"description": "Time and volume-based analysis identifying value areas and market acceptance",
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"key_concepts": [
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"Point of Control (POC)",
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"Value Area (VA)",
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"Value Area High (VAH)",
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"Value Area Low (VAL)",
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"Initial Balance (IB)",
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"TPO (Time Price Opportunity)",
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"High Volume Nodes (HVN)",
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"Low Volume Nodes (LVN)",
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"Excess",
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"Poor Highs/Lows",
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"Single Prints",
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"Profiles (P-shaped, b-shaped, D-shaped)"
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],
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"timeframes": ["30m", "1h", "1D"],
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"indicators": ["Volume Profile", "VWAP", "Volume"],
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"best_for": ["Day trading", "Swing trading"],
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"entry_criteria": [
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"Identify POC and Value Area",
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"Enter at Value Area extremes (VAL/VAH)",
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"Trade rejections from LVN",
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"Target: Opposite side of value area or POC",
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"Look for acceptance/rejection at key levels"
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],
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"risk_management": {
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"stop_loss": "Beyond value area or single prints",
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"take_profit": "POC, opposite VA extreme, or LVN",
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"rr_ratio": "Minimum 1:2"
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}
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},
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"order_flow": {
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"name": "Order Flow Trading",
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"school": TradingSchool.ORDER_FLOW,
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"description": "Real-time bid/ask analysis, footprint charts, and institutional order detection",
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"key_concepts": [
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"Delta (Buy - Sell volume)",
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"Cumulative Delta",
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"Volume Imbalance",
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"Absorption",
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"Stacked Imbalances",
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"Exhaustion",
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"Iceberg Orders",
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"Tape Reading",
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"Bid/Ask Ladder",
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"Footprint Charts",
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"Volume Clusters",
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"Unfinished Business"
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],
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"timeframes": ["1m", "5m", "15m"],
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"indicators": ["Delta", "Volume Profile", "Cumulative Delta"],
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"best_for": ["Scalping", "Day trading"],
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"entry_criteria": [
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"Identify delta divergence",
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"Look for absorption at key levels",
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"Watch for stacked imbalances",
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"Enter on confirmation of institutional flow",
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"Target: Next volume cluster or imbalance"
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],
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"risk_management": {
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"stop_loss": "Tight stops beyond absorption zone",
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"take_profit": "Volume imbalance fill or delta reversal",
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"rr_ratio": "Minimum 1:1.5 (high win rate strategy)"
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}
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},
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"price_action": {
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"name": "Pure Price Action",
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"school": TradingSchool.PRICE_ACTION,
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"description": "Trading based solely on candlestick patterns, support/resistance, and market structure",
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"key_concepts": [
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"Support and Resistance",
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"Trend Lines",
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"Horizontal Levels",
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"Higher Highs / Higher Lows (HH/HL)",
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"Lower Highs / Lower Lows (LH/LL)",
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"Pin Bars",
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"Inside Bars",
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"Outside Bars",
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"Engulfing Patterns",
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"Double Tops/Bottoms",
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"Head & Shoulders",
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"Triangles, Flags, Pennants",
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"Break and Retest"
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],
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"timeframes": ["15m", "1h", "4h", "1D"],
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"indicators": [], # None, pure price action
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"best_for": ["All trading styles"],
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"entry_criteria": [
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"Identify trend and structure",
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"Wait for pattern formation at key level",
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"Enter on confirmation candle",
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"Target: Next major S/R level",
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"Look for confluence of multiple factors"
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],
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"risk_management": {
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"stop_loss": "Beyond pattern or S/R level",
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"take_profit": "Risk-reward based on structure",
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"rr_ratio": "Minimum 1:2"
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}
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},
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"supply_demand": {
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"name": "Supply & Demand Zones",
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"school": TradingSchool.SUPPLY_DEMAND,
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"description": "Zone-based trading focusing on areas of institutional activity and imbalance",
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"key_concepts": [
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"Demand Zones (buying pressure)",
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"Supply Zones (selling pressure)",
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"Fresh Zones (untested)",
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"Tested Zones (touched once)",
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"Rally-Base-Rally (RBR)",
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"Drop-Base-Drop (DBD)",
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"Rally-Base-Drop (RBD)",
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"Drop-Base-Rally (DBR)",
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"Flip Zones (S/D conversion)",
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"Strong Zones (sharp moves)",
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"Weak Zones (slow consolidation)"
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],
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"timeframes": ["15m", "1h", "4h", "1D"],
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"indicators": ["Minimal - sometimes volume"],
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"best_for": ["Day trading", "Swing trading"],
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"entry_criteria": [
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"Identify fresh demand/supply zones",
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"Wait for price to return to zone",
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"Enter on confirmation (pin bar, engulfing)",
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"Target: Opposite supply/demand zone",
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"Use limit orders in zone"
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],
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"risk_management": {
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"stop_loss": "Beyond zone (few pips/points)",
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"take_profit": "Next major zone or measured move",
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"rr_ratio": "Minimum 1:3"
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}
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},
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"fibonacci_trading": {
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"name": "Fibonacci-Based Trading",
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"school": TradingSchool.FIBONACCI,
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"description": "Trading using Fibonacci ratios for retracements, extensions, and time analysis",
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"key_concepts": [
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"Fibonacci Retracement (0.236, 0.382, 0.5, 0.618, 0.786)",
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"Fibonacci Extension (1.272, 1.414, 1.618, 2.618)",
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"Fibonacci Fans",
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"Fibonacci Arcs",
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"Fibonacci Time Zones",
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"Golden Ratio (1.618)",
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"Confluence Zones",
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"AB=CD Pattern",
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"Gartley Patterns",
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"Harmonic Patterns (Bat, Butterfly, Crab)"
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],
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"timeframes": ["1h", "4h", "1D"],
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"indicators": ["Fibonacci tools", "RSI for confirmation"],
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"best_for": ["Swing trading", "Position trading"],
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"entry_criteria": [
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"Identify completed impulse move",
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"Draw Fibonacci from swing low to swing high (or vice versa)",
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"Wait for retracement to 0.618 or 0.786",
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"Confirm with candlestick pattern or indicator",
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"Target: Fibonacci extensions (1.618, 2.618)"
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],
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"risk_management": {
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"stop_loss": "Beyond 0.786 or 1.0 level",
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"take_profit": "Fibonacci extensions",
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"rr_ratio": "Minimum 1:2"
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}
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},
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"gold_fundamental": {
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"name": "Gold Fundamental Analysis",
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"school": TradingSchool.FUNDAMENTAL,
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"description": "Trading gold based on macroeconomic factors and fundamental drivers",
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"key_concepts": [
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"US Dollar Strength (DXY inverse correlation)",
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"Real Interest Rates (negative = bullish gold)",
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"Inflation (CPI, PCE)",
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"Fed Policy (rate decisions, QE/QT)",
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"Geopolitical Tensions (safe haven)",
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"Central Bank Buying",
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"Bond Yields (10-year Treasury)",
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"Risk Sentiment (VIX, SPX correlation)",
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"Physical Demand (jewelry, industrial)",
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"Gold ETF Flows (GLD, IAU)",
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"Mining Production",
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"Seasonal Patterns (Indian wedding season)"
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],
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"timeframes": ["1D", "1W", "1M"],
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"indicators": ["DXY", "10Y Yield", "VIX", "Correlation analysis"],
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"best_for": ["Position trading", "Long-term investing"],
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"entry_criteria": [
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"Analyze macroeconomic backdrop",
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"USD weakness = gold strength",
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"Rising inflation + dovish Fed = bullish",
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"Geopolitical crisis = safe haven bid",
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"Technical confirmation on daily/weekly"
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],
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"risk_management": {
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"stop_loss": "Based on technical structure",
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"take_profit": "Major psychological levels ($2000, $2100, etc.)",
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"rr_ratio": "Variable, often 1:3+"
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}
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},
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"multi_timeframe": {
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"name": "Multi-Timeframe Analysis",
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"school": TradingSchool.TECHNICAL_ANALYSIS,
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"description": "Top-down analysis using multiple timeframes for confluence",
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"key_concepts": [
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"Top-Down Approach (Monthly → Weekly → Daily → 4H → 1H)",
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"Timeframe Confluence",
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"Higher TF Trend",
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"Lower TF Entry",
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"Trend Alignment",
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"S/R Level Confluence",
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"3 Timeframe Rule",
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"Risk-On/Risk-Off Daily",
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"Bias from HTF, Entry from LTF"
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],
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"timeframes": ["1M", "1W", "1D", "4H", "1H", "15M"],
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"indicators": ["EMA 21/55/200", "RSI", "MACD"],
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"best_for": ["All trading styles"],
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"entry_criteria": [
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"Identify HTF trend (Daily/Weekly)",
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"Find HTF S/R levels",
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"Wait for retracement on MTF",
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"Enter on LTF confirmation",
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"All timeframes aligned"
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],
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"risk_management": {
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"stop_loss": "Based on LTF structure",
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"take_profit": "HTF targets",
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"rr_ratio": "Minimum 1:3"
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}
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},
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"london_ny_session": {
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"name": "London/NY Session Trading",
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"school": TradingSchool.ICT,
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"description": "Trading based on major forex session characteristics and time-based patterns",
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"key_concepts": [
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"Asian Session (Low Volatility, Range)",
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"London Open (3 AM EST - High Volatility)",
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"London Killzone (2-5 AM EST)",
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"NY Open (8 AM EST - Highest Volatility)",
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"NY Killzone (8-11 AM EST)",
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"London/NY Overlap (8 AM-12 PM EST)",
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"Judas Swing (False move before real direction)",
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"London Close (12 PM EST)",
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"Asian Range Breakout",
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"Time-Based Entries"
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],
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"timeframes": ["5m", "15m", "1h"],
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"indicators": ["Minimal - ATR for volatility"],
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"best_for": ["Day trading gold/forex"],
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"entry_criteria": [
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"Identify Asian range",
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"Watch for London open breakout",
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"Fade false move (Judas Swing)",
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"Enter on true direction confirmation",
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"Most activity in London/NY killzones"
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],
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"risk_management": {
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"stop_loss": "Opposite side of range or FVG",
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"take_profit": "Intraday targets, session highs/lows",
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"rr_ratio": "Minimum 1:2"
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}
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}
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}
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@staticmethod
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def get_combined_strategies() -> Dict[str, Dict[str, Any]]:
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"""Get hybrid strategies combining multiple schools"""
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return {
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"smc_fibonacci": {
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"name": "SMC + Fibonacci Confluence",
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"schools": [TradingSchool.ICT, TradingSchool.FIBONACCI],
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"description": "Combine Smart Money Concepts with Fibonacci for high-probability entries",
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"setup": [
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"1. Identify market structure (BOS/ChoCh) using SMC",
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"2. Mark FVG and Order Blocks",
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"3. Draw Fibonacci from last swing low to swing high",
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||||
"4. Look for confluence: FVG/OB + 0.618/0.79 Fib level",
|
||||
"5. Enter at confluence zone during killzone",
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"6. Target: Opposite liquidity + Fib extension"
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],
|
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"indicators": [],
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"timeframes": ["15m", "1h", "4h"],
|
||||
"win_rate": "65-75%",
|
||||
"rr_ratio": "1:3"
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||||
},
|
||||
"wyckoff_vsa": {
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"name": "Wyckoff + Volume Spread Analysis",
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||||
"schools": [TradingSchool.WYCKOFF, TradingSchool.ORDER_FLOW],
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||||
"description": "Combine Wyckoff accumulation/distribution with volume analysis",
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||||
"setup": [
|
||||
"1. Identify Wyckoff phase (Accumulation/Distribution)",
|
||||
"2. Look for spring or upthrust",
|
||||
"3. Confirm with volume: High volume on spring = bullish",
|
||||
"4. Check for effort vs result divergence",
|
||||
"5. Enter on LPS (Last Point of Support) or LPSY",
|
||||
"6. Target: Measured move from trading range"
|
||||
],
|
||||
"indicators": ["Volume", "Volume Profile", "OBV"],
|
||||
"timeframes": ["4h", "1D"],
|
||||
"win_rate": "60-70%",
|
||||
"rr_ratio": "1:3"
|
||||
},
|
||||
"elliott_fibonacci": {
|
||||
"name": "Elliott Wave + Fibonacci",
|
||||
"schools": [TradingSchool.ELLIOTT_WAVE, TradingSchool.FIBONACCI],
|
||||
"description": "Natural combination - Elliott Wave theory is based on Fibonacci",
|
||||
"setup": [
|
||||
"1. Count wave structure (Impulse 1-2-3-4-5)",
|
||||
"2. Wait for Wave 2 or 4 correction",
|
||||
"3. Fib retracement: Wave 2 = 0.618, Wave 4 = 0.382",
|
||||
"4. Enter at Fib level with confirmation",
|
||||
"5. Target: Wave 3 = 1.618x Wave 1, Wave 5 = Wave 1",
|
||||
"6. Use Fib extensions for profit targets"
|
||||
],
|
||||
"indicators": ["Fibonacci", "EMA 21/55", "RSI"],
|
||||
"timeframes": ["1h", "4h", "1D"],
|
||||
"win_rate": "60-70%",
|
||||
"rr_ratio": "1:3"
|
||||
},
|
||||
"supply_demand_session": {
|
||||
"name": "Supply/Demand + Session Trading",
|
||||
"schools": [TradingSchool.SUPPLY_DEMAND, TradingSchool.ICT],
|
||||
"description": "Trade fresh S/D zones during high-liquidity sessions",
|
||||
"setup": [
|
||||
"1. Mark fresh supply/demand zones on 4H/1D",
|
||||
"2. Wait for price to approach zone during killzone",
|
||||
"3. Enter on confirmation in London/NY session",
|
||||
"4. Higher probability during high-volume periods",
|
||||
"5. Target: Opposite zone or session high/low"
|
||||
],
|
||||
"indicators": ["Volume", "ATR"],
|
||||
"timeframes": ["15m", "1h", "4h"],
|
||||
"win_rate": "65-75%",
|
||||
"rr_ratio": "1:3"
|
||||
},
|
||||
"multi_method_confluence": {
|
||||
"name": "Multi-Method Confluence",
|
||||
"schools": [TradingSchool.ICT, TradingSchool.FIBONACCI, TradingSchool.SUPPLY_DEMAND, TradingSchool.PRICE_ACTION],
|
||||
"description": "Ultimate confluence: Multiple methodologies confirming same zone",
|
||||
"setup": [
|
||||
"1. Identify trend and structure (Price Action)",
|
||||
"2. Mark Supply/Demand zones",
|
||||
"3. Draw Fibonacci retracements",
|
||||
"4. Identify FVG and Order Blocks (SMC)",
|
||||
"5. Find confluence: All methods pointing to same zone",
|
||||
"6. Enter only at maximum confluence during killzone",
|
||||
"7. Target: Multiple method targets"
|
||||
],
|
||||
"indicators": [],
|
||||
"timeframes": ["15m", "1h", "4h"],
|
||||
"win_rate": "70-80%",
|
||||
"rr_ratio": "1:3+",
|
||||
"difficulty": "Advanced"
|
||||
},
|
||||
"fundamental_technical": {
|
||||
"name": "Fundamental + Technical Combo",
|
||||
"schools": [TradingSchool.FUNDAMENTAL, TradingSchool.TECHNICAL_ANALYSIS],
|
||||
"description": "Use fundamentals for bias, technicals for entry/exit",
|
||||
"setup": [
|
||||
"1. Analyze gold fundamentals (USD, rates, geopolitics)",
|
||||
"2. Determine fundamental bias (bullish/bearish)",
|
||||
"3. Wait for technical setup aligned with bias",
|
||||
"4. Use SMC, S/D, or Fibonacci for precise entry",
|
||||
"5. Enter with fundamental and technical confluence",
|
||||
"6. Hold longer-term positions"
|
||||
],
|
||||
"indicators": ["DXY", "10Y Yield", "EMA 50/200", "RSI"],
|
||||
"timeframes": ["1D", "1W"],
|
||||
"win_rate": "65-75%",
|
||||
"rr_ratio": "1:4+",
|
||||
"holding_period": "Days to weeks"
|
||||
}
|
||||
}
|
||||
|
||||
@staticmethod
|
||||
def get_indicator_presets_for_school(school: TradingSchool) -> Dict[str, Any]:
|
||||
"""Get recommended indicators for each trading school"""
|
||||
presets = {
|
||||
TradingSchool.ICT: {
|
||||
"indicators": [], # Pure price action
|
||||
"tools": ["Market Structure", "FVG Finder", "Order Block Detector"],
|
||||
"note": "ICT/SMC uses minimal to no indicators"
|
||||
},
|
||||
TradingSchool.WYCKOFF: {
|
||||
"indicators": ["Volume", "OBV", "Volume Profile"],
|
||||
"tools": ["Volume Spread Analysis"],
|
||||
"note": "Volume is critical for Wyckoff"
|
||||
},
|
||||
TradingSchool.ELLIOTT_WAVE: {
|
||||
"indicators": ["Fibonacci", "EMA 21", "EMA 55", "RSI"],
|
||||
"tools": ["Wave Counter", "Fibonacci Extensions"],
|
||||
"note": "Fibonacci is integral to Elliott Wave"
|
||||
},
|
||||
TradingSchool.MARKET_PROFILE: {
|
||||
"indicators": ["Volume Profile", "VWAP", "Volume"],
|
||||
"tools": ["TPO Chart", "Value Area Calculation"],
|
||||
"note": "Time and volume distribution is key"
|
||||
},
|
||||
TradingSchool.ORDER_FLOW: {
|
||||
"indicators": ["Delta", "Cumulative Delta", "Volume"],
|
||||
"tools": ["Footprint Chart", "Bid/Ask Ladder", "Order Book"],
|
||||
"note": "Requires specialized order flow tools"
|
||||
},
|
||||
TradingSchool.PRICE_ACTION: {
|
||||
"indicators": [], # Minimal
|
||||
"tools": ["Candlestick Patterns", "S/R Levels", "Trend Lines"],
|
||||
"note": "Pure price action, no indicators"
|
||||
},
|
||||
TradingSchool.SUPPLY_DEMAND: {
|
||||
"indicators": ["Volume (optional)"],
|
||||
"tools": ["Zone Drawer", "Base Identifier"],
|
||||
"note": "Zones are key, indicators optional"
|
||||
},
|
||||
TradingSchool.FIBONACCI: {
|
||||
"indicators": ["Fibonacci Retracement", "Fibonacci Extension", "RSI", "MACD"],
|
||||
"tools": ["Fib Tools", "Harmonic Pattern Scanner"],
|
||||
"note": "Fibonacci levels are primary tool"
|
||||
},
|
||||
TradingSchool.FUNDAMENTAL: {
|
||||
"indicators": ["DXY", "10Y Yield", "VIX", "Correlation Heatmap"],
|
||||
"tools": ["Economic Calendar", "Central Bank Tracker"],
|
||||
"note": "Macro analysis is primary, technicals for timing"
|
||||
},
|
||||
TradingSchool.TECHNICAL_ANALYSIS: {
|
||||
"indicators": ["EMA 21/55/200", "RSI 14", "MACD", "BB 20", "ATR 14"],
|
||||
"tools": ["Multi-Timeframe Analysis"],
|
||||
"note": "Classic indicator suite"
|
||||
}
|
||||
}
|
||||
return presets.get(school, {})
|
||||
|
||||
@staticmethod
|
||||
def get_risk_models() -> Dict[str, Dict[str, Any]]:
|
||||
"""Advanced risk management models"""
|
||||
return {
|
||||
"kelly_criterion": {
|
||||
"name": "Kelly Criterion Position Sizing",
|
||||
"formula": "f* = (bp - q) / b",
|
||||
"variables": {
|
||||
"f*": "Fraction of capital to risk",
|
||||
"b": "Odds received (reward:risk ratio - 1)",
|
||||
"p": "Probability of winning",
|
||||
"q": "Probability of losing (1 - p)"
|
||||
},
|
||||
"example": {
|
||||
"win_rate": 0.60,
|
||||
"rr_ratio": 2.0,
|
||||
"calculation": "f* = (2 * 0.60 - 0.40) / 2 = 0.40 or 40%",
|
||||
"recommended": "Use half-Kelly (20%) for safety"
|
||||
},
|
||||
"best_for": "High win rate, consistent strategies"
|
||||
},
|
||||
"fixed_fractional": {
|
||||
"name": "Fixed Fractional Risk",
|
||||
"description": "Risk fixed percentage of capital per trade",
|
||||
"recommended": {
|
||||
"conservative": "1-2% per trade",
|
||||
"moderate": "2-3% per trade",
|
||||
"aggressive": "3-5% per trade"
|
||||
},
|
||||
"best_for": "All traders, most reliable method"
|
||||
},
|
||||
"volatility_based": {
|
||||
"name": "ATR-Based Position Sizing",
|
||||
"description": "Adjust position size based on market volatility",
|
||||
"formula": "Position Size = (Account Risk $) / (ATR * Multiplier)",
|
||||
"example": {
|
||||
"account": 100000,
|
||||
"risk_pct": 0.02,
|
||||
"atr": 15.0,
|
||||
"multiplier": 1.5,
|
||||
"position_size": "(100000 * 0.02) / (15 * 1.5) = 88.89 units"
|
||||
},
|
||||
"best_for": "Volatility-sensitive strategies"
|
||||
},
|
||||
"time_based": {
|
||||
"name": "Time-Based Risk Adjustment",
|
||||
"description": "Reduce risk during low liquidity or high event risk",
|
||||
"rules": {
|
||||
"normal_hours": "Full position size",
|
||||
"low_liquidity": "50% position size",
|
||||
"news_events": "25% position size or avoid",
|
||||
"weekend_gaps": "Reduced or no overnight positions"
|
||||
},
|
||||
"best_for": "Day traders, news-sensitive markets"
|
||||
},
|
||||
"correlation_based": {
|
||||
"name": "Correlation-Adjusted Risk",
|
||||
"description": "Account for correlated positions",
|
||||
"rules": {
|
||||
"uncorrelated": "Full risk per position",
|
||||
"low_correlation": "75% risk adjustment",
|
||||
"high_correlation": "50% risk adjustment",
|
||||
"perfect_correlation": "Count as one position"
|
||||
},
|
||||
"example": "Gold + Silver high correlation → reduce combined risk",
|
||||
"best_for": "Multi-asset traders"
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
# Global instance
|
||||
trading_schools = TradingStrategy()
|
||||
Reference in New Issue
Block a user