Trading Wiki
Synthesised from 118 raw source files: Axia Futures (full course), OrderFlowLabs, Flow Horse, Lance Breitstein, Merrit Black, Sam Seiden, and supporting PDFs/articles including Best Loser Wins, Mind Over Markets, The Hour Between Dog and Wolf, Thinking Fast & Slow, Thinking in Bets, The PlayBook, Hedge Fund Market Wizards, Atomic Habits, Markets and Momentum.
| Article | Summary |
|---|---|
| auction-market-theory | The auction mechanism, two timeframe participants (day vs other timeframe), responsive vs initiative activity, Price x Time = Value equation, the Two Big Questions |
| market-profile-structure | TPOs, initial balance, range extension, value area, point of control (fairest price), buying/selling tails, poor highs/lows, closing range, TPO count |
| day-types | Six day types: Normal, Normal Variation, Trend, Double Distribution Trend, Nontrend, Neutral; conviction spectrum; real-time identification signals |
| opening-types | Four opening types (Open-Drive, Open-Test-Drive, Open-Rejection-Reverse, Open-Auction); opening/previous-day relationships; range estimation framework and spike variant |
| day-timeframe-control | One vs two timeframe markets, Rotation Factor, timeframe transition (double prints, running profile), short covering (P formation), long liquidation (b formation), ledges, high and low volume areas |
| trending-vs-bracketed | Bracket definition and rules (4 rules), bracket extremes, bracket-to-trend and trend-to-bracket transitions, long-term excess, directional performance (volume/value-area placement/width), LTAR, corrective action, long-term profiles, long-term short covering and liquidation |
| special-situations | 3-to-I days, Neutral-Extreme days, Value Area Rule, Spikes (open within/above/below), Balance Area Breakouts, Gaps (breakaway/acceleration/exhaustion); markets to avoid; news handling |
| trading-psychology | Dalton, Hougaard, Goldstein, Tendler, and Duke on self-understanding, process orientation, loss tolerance, Performance Process Cycle, pattern mapping, and decision quality under uncertainty |
| best-loser-wins | Tom Hougaard’s trading psychology distilled: lose well, cut losses cleanly, hold winners through discomfort, think in distributions, and use journaling and rehearsal to reduce execution distortion |
| mastering-the-mental-game-of-trading | Steven Goldstein’s trading psychology distilled: Performance Process Cycle, Behavioural Gap, Player vs House, mental capital, radical uncertainty, detached curiosity, and reset after emotional disruption |
| the-mental-game-of-trading | Jared Tendler’s trading psychology distilled: Inchworm Concept, A- to C-game, Mental Hand History, root-cause correction, Injecting Logic, and the greed/fear/tilt/confidence/discipline framework |
| thinking-in-bets | Annie Duke’s decision-quality framework for traders: resulting, beliefs as bets, probabilistic conviction, “wanna bet?” calibration, and process evaluation under uncertainty |
| hedge-fund-market-wizards | Schwager’s professional-trader synthesis: no holy grail, process over outcome, style fit, emotional-capacity sizing, adaptation, and predefined losing-streak protocols |
| the-playbook | Bellafiore’s trader-development framework: build a PlayBook of best setups, identify A+ trades, size strengths intentionally, separate Move2Move from Trades2Hold, and use Reasons2Sell for exits |
| atomic-habits | James Clear’s behaviour framework for traders: systems vs goals, identity-based habits, the Four Laws, implementation intentions, habit tracking, and the Goldilocks Rule |
| biology-of-trading | John Coates on the physiology of risk-taking: locus ceruleus, gut feelings, dopamine, testosterone, cortisol, toughened physiology, and recovery as part of trading performance |
| cognitive-biases | Kahneman’s decision errors applied to trading: System 1/2, WYSIATI, substitution, anchoring, loss aversion, planning fallacy, mental accounting, hindsight bias, and when intuition is trustworthy |
| volume-profile | Axia’s volume-specific edge: VPOC, HVN/LVN, ledges, volume-led control variables, value-area overlap, and composite acceptance analysis |
| market-structure | Practical synthesis page for Dalton, Axia, and Flow Horse: balance vs imbalance, timeframe-relative regime reading, positioning pressure, acceptance vs rejection, opening context, and structural filtering |
| absorption | Identifying icebergs and reloaders on the DOM and footprint; iceberg partner strategy; blowout reversal; CVD divergence |
| dom-and-tape-reading | Displayed liquidity, tape confirmation, heat-map context, sticky points, and how live DOM interaction helps judge whether a level is real, pulled, or clearing |
| order-flow-and-footprint | Footprint as recorded aggression, absorption, delta and imbalance interpretation, spot vs perp confirmation, open-interest classification, and the limits of flow analysis |
| options-and-gex | Higher-timeframe derivatives dashboard: split spot/perp CVD, open-interest to market-cap, funding, quarterly futures, bid-ask depth skew, and 25 delta skew as a sentiment gauge |
| momentum-and-trend | Axia-style momentum mechanics: congestion to expansion, market velocity, passive LVN breakout, stop-run continuation, volume slam dunk conditions, and weak follow-through tells |
| setups-and-strategies | AXIA LVN and gap frameworks, OFL order-flow setups, and Flow Horse playbook setups such as important breakouts, wick fills, scene-of-the-crime reversals, London sweeps, and news vacuum extremes |
| execution | Game-plan discipline, bar-break entry windows, reclaims and retests, adding to winners, exit logic by trade type, sticky-point scalping, and execution infrastructure |
| risk-management | Expectancy, position sizing (dynamic sizing, inchworm, micros), DLL frameworks (3-strike/5-stop/4× formula), thesis-based stops, minimum expectancy filter, large drawdown math, pre-market contamination, setup lifecycle risk |
| trader-development | Dalton’s five stages, results equation, skill compounding, playbooks, edge validation, journaling, position sizing, review loops, and adaptation as the core of long-run trader growth |
| vwap-and-anchored-vwap | VWAP as a positioning shoreline, session and anchored VWAP, deviation-band balance vs expansion, and open-interest triggers for continuation, failure, and mean reversion |
| supply-and-demand | Seiden framework, demand/supply zone identification, connection to volume profile, participant types |
| market-microstructure | Time-of-day liquidity regimes, spread and depth changes, participant shifts, cost of immediacy, and why microstructure changes execution quality and scalping conditions |
| mgi-and-momentum | Leading vs lagging indicators (momentum leads, MGI lags), three confluence/divergence scenarios, reading MGI (volume/shape/value/tempo), Pied Piper syndrome, short-in-the-hole cycle, 2024 live examples |
| references-and-anchors | Anchoring bias, Dalton’s reference taxonomy, who-controls-the-market tells, carrying information forward, price risk vs location risk, and using references as time-horizon-aware filters |
| learning-and-intuition | Explicit vs implicit learning, chunking as bridge, Goldilocks Rule, evolving intuition (Gigerenzer, Kasparov, Waitzkin, Martin), three masters, unlearning as biggest obstacle, neuroplasticity, layered learning |
| markets-handle-current-business-first | MHCBF principle, overnight inventory (settle measurement, 75% counter-auction rule, no-counter-auction as trend signal), gap/spike guidelines (M&M definition), economic release protocol, markets in transition (trend-balance-trend), laggard buyer pattern, balance guidelines all timeframes |