Clear, math-backed definitions of quantitative risk metrics, MetaTrader algorithmic parameters, and prop firm evaluation rules.
An institutional price action framework focused on liquidity pools, order blocks, break of structure (BOS), and fair value gaps (FVG) used by major banks.
The specific candlestick or price consolidation zone where institutional market makers accumulated or distributed large volume prior to an aggressive displacement move.
A three-candle price imbalance where rapid buying or selling leaves a price inefficiency that the market algorithmically tends to rebalance.
Download the complete quantitative guide: Position Sizing Formulas, Prop Firm Drawdown Rules, and MQL5 Parameter Cheat Sheets.
