Market.

Regarding the market, I attempted to simplify the boundary conditions a bit. Unfortunately, this took place not in live market conditions but on historical data. Nevertheless, the simplified boundary conditions can be outlined as follows:

• Wait for the completion of a simple movement along floating squares.

The next simple movement after the completed one should consist of a failed square.

It is crucial to understand that the described situation is only possible during a simple movement along floating squares in the chosen trading direction. This movement will consist of two floating squares.

• The extremum formed in the described simple movement along floating squares will consist of only two floating squares, and this extremum will not be surpassed after the completion of this movement. In this case, the boundary conditions are confined within the volatility of this simple movement, and the breakthrough of these boundaries will serve as a choice for further trading direction.

Group.

I consider the evening seminar in the group to have been highly productive. The main problem I see is that the trading system is primarily based on entry signals, position size, and the levels of stop loss and take profit that are set.

From my point of view, such an approach can be too risky in a constantly changing market. There is a lack of definitions for the beginning, continuation, and end of price movements. The interconnections of these concepts with the choice of trading direction and, specifically, entry signals into the market are absent. There is no change in capital management while being in the market and between different positions.

This doesn’t mean it’s bad or wrong; it’s just significantly simplified. But maybe the market should be this simple. Time will tell.

Tasks for Tomorrow.

Test new boundary conditions.