Forum Forexroasted

it changed mine in both directions and the net was positive only because i set a rule first. the good: knowing id have to log a rule-break publicly genuinely stopped some impulsive trades. the bad: i felt the pull to take cleaner-looking setups for the audience. the rule that saved it was committing to post every trade including the ugly ones before i went public. without that pre-commitment the distortion wins.

partial pushback. i pay for one data-based tool, a positioning and sentiment feed, not a chart indicator. that genuinely gave me information i couldnt derive from price alone and i verified it by tracking my win rate on trades that aligned with it versus against it over 200 trades. so: paid information, sometimes yes. paid chart indicators, almost never.

the troll is right that the cap can slip if you treat it as arbitrary, so anchor it. ive kept a cap firm for over a year by treating raising it as a major decision requiring written justification and data, never an in-the-moment urge. and i paired it with a default activity for after the cap is hit, journaling or closing the platform, so the post-cap twitching had somewhere to go. the cap works long term only if its protected from your own future rationalisations and the freed-up restlessness has an outlet.

i trade enough volume now that the commissions add up to a real number monthly. is it normal to actually ask the broker for a better commission rate or a rebate at higher volume, and do they entertain it for individuals, or is that strictly an institutional thing?

the dream sold everywhere is set an EA and walk away. but everyone i actually talk to who runs automation still babysits it, tweaks it, intervenes. is anyone genuinely hands-off on a forex EA for years, or is full automation more of a marketing fantasy than a real lived state?

the troll is harsh but the unfalsifiability point is real, when a harmonic fails, adherents say the ratio was slightly off rather than questioning the method, which makes it hard to ever disprove. the reasonable position, if harmonics give you a disciplined framework for identifying levels and stops and you trade them with strict risk, the location-based edge can be real and youll do fine. just hold the framework loosely, attribute results to the levels and risk management, and stay willing to admit the precise ratios are mostly decoration. discipline yes, mysticism no.

the troll is right for most people at most stages. the honest sequencing: master and trust one system completely first, accumulate enough live data to truly understand its behaviour, and only then add a second one whose logic is demonstrably different and whose correlation to the first you have actually measured. adding a second system to escape boredom or to paper over an incompletely understood first one is how people end up running two things badly. earn the second system, dont reach for it.

the troll reframes it correctly. i learned more in disciplined evening sessions with a job than i did later with full days free, because the limited time forced focus and a higher-timeframe approach. abundant time often breeds overtrading and sloppy study. constrained, consistent, deliberate hours are genuinely enough, and arguably better for building good habits than unlimited unstructured ones.

my journal just says 'lost again lol' 47 times. very insightful

one to two focused hours daily is plenty to learn and to trade a higher-timeframe style suited to your schedule. you dont need to stare at charts all day, in fact most people who do just overtrade and absorb noise. the key is matching your strategy to your available time: swing and higher-timeframe approaches need a check once or twice a day, not constant screen presence. dont force a scalping style that demands hours you dont have.

best session is the one where you dont overtrade. for most people thats 'none'

disagree on oanda being bad. their core account is rough for scalping but for swing/position trading their stability is unmatched. depends entirely on your strategy.

if his signals actually worked hed trade them not sell them to you for 49/month. its not complicated

if youre trading on a 100% bonus youve already lost the plot

or just type 1.0 lot and feel something for once

youre doubling your directional risk, full stop. mirroring means a single bad trade now hits both your funded account and your real capital at once. the prop fee is your only downside on the prop side, but your personal account is real money. people frame this as 'extra size on my best setups' but it really means your worst day is now twice as bad in the place that actually hurts.

rule i use: each indicator must measure a different dimension. example combo: 1) trend (moving average direction), 2) momentum (RSI or MACD), 3) volatility (ATR or bollinger bands). these measure orthogonal aspects of price. stacking 5 momentum indicators all measures one dimension - youre fooling yourself with false confluence.

depends on the firm. some prop firms forbid running correlated copies across multiple of their accounts because it games their risk model, others are fine with distinct strategies. read the specific firms rules before splitting EAs across funded accounts, getting flagged for prohibited correlation can void payouts. on personal accounts youre only answerable to yourself.

classic setup: price makes higher high but RSI makes lower high (bearish divergence) or vice versa (bullish divergence). traditional signal that trend is weakening.

ive been tracking divergence setups for 6 months. results:

• 41% win rate
• 1:1.4 R average
• profitable barely, but underperforms my non-divergence breakout strategy

curious what others see. is RSI divergence still a worthwhile addition to a trading toolkit in 2026, or is it noise that retail teachers keep promoting?

the correlated-risk problem is the dangerous one, not the margin contention. four EAs that independently decide to go long eur, long gbp and long aud have effectively made one giant dollar-short bet while each thinks its taking a small isolated position. either run them on separate accounts, or build a portfolio-level risk layer that knows the combined exposure. margin you can manage, hidden correlation blows accounts.