Forum Forexroasted

to close my own thread: the one verified exception above was paid information, not a paid chart drawing. so refined claim, paid chart indicators almost never earn their cost, and the burden of proof is on the seller, not your hope. screen time and a journal remain the highest-roi spend in trading.

to give the original question a concrete answer: yes, low-touch for years is real and i know several who do it, but every one of them has a monitoring routine and a kill switch, and every one has had to retire or retune a system when its edge decayed. the automation removes the minute-to-minute clicking, not the responsibility. plan for maintenance and youll be fine, expect magic and youll be blindsided.

the troll has a point about respect for customers, but migrations do sometimes happen for legitimate reasons like a backend provider issue. the tell isnt that they migrated, its how they handle the fallout: do they pause affected evaluations, offer resets, respond to evidenced complaints. good firms cushion the disruption, bad ones say 'rules unchanged' and ignore the practical harm.

the clean handling is to redefine what a trading day requires and meet it minimally. once youve hit the target, on the remaining required days place only your highest-quality setups at much reduced size, or even a single tiny trade if the rule just needs activity, purely to satisfy the day count without risking the gains. you dont have to keep trading your normal size, you just have to be present. shrink to near-zero risk and let the clock run out.

measured exactly this across 5 brokers for 3 months. the dispersion at london close is real and HUGE. tier 1 brokers (ic markets, pepperstone razor) widen 2-3x. opaque ones widen 6-8x. its a stress test of who has real liquidity connections vs who just marks up.

exactly. a real edge survives realistic costs, it just shrinks. a fake edge disappears entirely. the useful question isnt 'is the backtest worse than expected', its 'is there anything left after honest spread, commission and slippage'. if yes, you have something to optimize. if no, move on.

ny it is then, thanks

the troll is too absolute but points at a real gravity. in my small group the thing that held the line was a hard culture rule: nobody trades anyone elses idea without restating the full plan and risk in their own words first. it forces understanding before action and naturally filters out pure copiers, who get bored when they cant just mirror a number. culture beats individual good intentions.

no. and you wont find one either

never heard of it

running hybrid for 3 years. core insight: algos and manual must trade DIFFERENT instruments or DIFFERENT timeframes. trying to run them both on the same instrument creates conflicts and confused execution. my algo handles indices, my manual handles forex. clear separation made it actually work.

the troll is blunt but doing it properly is genuinely less stressful than the alternative. i treat payouts as declared income, keep a simple record of each one with date and amount, set aside a chunk for tax automatically, and have an accountant confirm the exact category annually. it costs a little and removes a whole class of anxiety. trading is hard enough without an undeclared-income worry sitting over it.

look at how each one died, not that they died. if all three ended with a drawdown breach from an oversized trade or a revenge push, thats you, and its fixable by sizing down and managing tilt. if they ended because a genuinely fair, well-sized approach simply couldnt satisfy a bizarre rule, thats a firm-fit problem. pull up the three blowups and find the common cause. the pattern in how you failed is the whole answer.

silver bullet isnt a strategy, its a framework. trying to mechanically execute ICT concepts will fail. it works as a way to think about price action during kill zones, not as a recipe. anyone treating it like a recipe ends up overtrading random FVG retests.

the most common error is entering at the second top itself, anticipating the reversal, rather than waiting for confirmation. a double top isnt confirmed until price breaks below the low between the two peaks, the neckline. until that breaks, youre just guessing that the second push fails, and often it doesnt, it becomes a higher high in a continuing uptrend. wait for the structure to actually break before treating it as a double top. the impatience to enter at the peak is what makes a simple pattern bite you.

ok that actually makes sense now. never taking one

the troll is right that many days are mush and the framework is clearest in hindsight, so the practical use is only acting on it when the alignment is genuinely strong and obvious, and ignoring it when its mixed. i dont try to label every day, i only let risk sentiment override my pair-level read on the days the whole complex is clearly and strongly aligned. on the muddy majority i trade the pairs on their own merits. use the framework only when its unambiguous, which keeps it from becoming the after-the-fact storytelling the troll describes.

i read it from a basket of related markets behaving consistently, not from any single one. when equities are up, safe-haven currencies are weak, and higher-yielding or commodity currencies are firm all at once, thats coherent risk-on. when they all move the opposite way together, risk-off. the key is the alignment across several markets, one of them moving alone is noise, the whole complex moving together is the mood. it changes how i trade because in strong risk-off i avoid being long risk-sensitive currencies even if their individual chart looks fine.

the original patterns work because they describe how price behaves when sentiment shifts, which is timeless. modern algorithms react to the same human-readable patterns because humans still set the levels. dismissing pre-electronic concepts entirely is overcorrection.

closed the pepperstone one. ic it is