Presentación del libro en españoltrading y mercados financieros

Algorithmic Time & Price Grids

Name: Algorithmic Time & Price Grids
Author: Faramarz Kowsari

Smart Money Trading with Octants, Quadrants, Opening Ranges, PD Arrays, and Intraday Precision

“Algorithmic Time & Price Grids” es un libro de Faramarz Kowsari dentro del área de trading y mercados financieros. Esta página de descubrimiento en español organiza la información pública del libro para que sus temas, público, idioma real de publicación y vías oficiales de lectura o compra sean más fáciles de encontrar.

La ficha pública destaca trading, estructura de mercado, liquidez, riesgo u otros conceptos relacionados como ejes del libro.

Idioma de publicación: inglés. Esta es una página de orientación en español. El libro se publica en inglés; el título, la vista previa y las opciones de compra de Google Books corresponden a esa edición.

Ver en Google Books Abrir vista previa gratuita Página original del libro

¿De qué trata este libro?

La ficha pública destaca trading, estructura de mercado, liquidez, riesgo u otros conceptos relacionados como ejes del libro.

Temas destacados

Algorithmic time and price gridsTime-price coordinate systemsQuadrants and octantsOpening prices and Opening Range GapsMeasured price expansionMacro windows and temporal handoffsNested time gridsPD ArraysSuspension BlocksFair Value Gaps and Inversion FVGsOrder Blocks and BreakersConsequent EncroachmentWick and body logicHigher-time-frame bias and intraday execution

Descripción pública original del libro

inglés

Algorithmic Time & Price Grids develops a disciplined framework for reading intraday markets as a coordinate system in which time and price must be evaluated together. Instead of treating a level as meaningful in isolation, the book asks the reader to define a measured range, identify the relevant time window, locate the price-delivery structure that appears at their intersection, and state in advance what would invalidate the idea. The central operating sequence is simple but demanding: time defines when to look, the measured range defines where to look, the PD Array defines what to look for, and observed price behavior determines whether the hypothesis survives. The book builds this framework through quadrants and octants, opening prices and Opening Range Gaps, measured expansion, macro windows, nested time grids, higher-time-frame spatial references, Fair Value Gaps and Inversion FVGs, Order Blocks, Breakers, Consequent Encroachment, wick/body logic, efficient delivery, low-resistance liquidity runs, and time-price intersection entries. It then connects higher-time-frame narrative to one-minute execution and examines post-macro continuation, invalidation, risk, false precision, case-study analysis, and repeatable playbook construction. Practical appendices provide the calculation logic for quadrants, octants, opening-range projections and Consequent Encroachment, together with pre-market, intraday and post-trade checklists. The treatment is intentionally evidence-conscious. ICT/SMC terminology is used as a framework for education, mapping and testing rather than as proof that markets follow a hidden deterministic script. Controlled reconstructions are presented as teaching devices rather than evidence of predictability, and no grid, time window, PD Array or chart…

¿A quién va dirigido?

El público objetivo se basa en la descripción pública del libro. Para lectores hispanohablantes, conviene tener presente que la edición disponible está publicada en inglés.

For experienced discretionary traders, ICT/SMC students, intraday traders, futures and index traders, and technically minded readers who want a more structured, testable and risk-aware approach to time-price mapping rather than another collection of isolated Smart Money patterns.

Objetivos de aprendizaje publicados