Artificial Intelligence
A Visual Engineering Guide to Multimodal AI, Agents, RAG, Evaluation, Governance, and Real-World Products
English · Artificial Intelligence
AI APIs in Practice is a visual engineering guide to building with text, tool, retrieval, voice, video, and multimodal AI APIs. It breaks an API call into endpoint, authentication, payload, limits, request identity, and destination, then connects those mechanics to agents, RAG, evaluation, observability, governance, and production products. Security is treated as part of product design: secrets stay server-side, leaked credentials are rotated, least privilege and spend limits are applied, and payloads keep instructions, user data, constraints, and metadata clearly separated.
- AI APIs
- Multimodal AI
- Agents
- RAG and retrieval
- API authentication
- Payload design
- Evaluation and observability
- Governance and security
Official book page · Google Books · Free preview
A Practical Guide to Creating Websites, Mobile Apps, App Store Projects, and Shopify Experiences
English · Artificial Intelligence
Build and Publish Apps with Claude Code is a practical progression from fast AI-assisted website creation to micro web apps, subscription-ready and production-ready mobile applications, app-store publishing, and maintainable Shopify experiences. Rather than treating AI development as a one-prompt shortcut, the book teaches structured iteration: define the job, reduce ambiguity, build in phases, test each change, and move forward only when the current layer is stable. Early chapters cover website structure, branding, contact features, case studies, social proof, SEO, micro-app idea selection, build briefs, launch systems, mobile UI planning, API-key protection, real-device testing, debugging, persistence, authentication, security, and submission readiness.
The later app workflow develops a layered production sequence from interface and core feature through storage, identity, social systems, progression, and monetization, with practical examples using tools such as Expo, Supabase, AI model integrations, and Stripe. The Shopify chapter extends the same operating logic to commerce: analyze a reference visually, generate a structured design, translate the result into native editable Shopify Online Store 2.0 sections and blocks, protect the live store through a duplicated theme, attach real products, replace assets, test mobile behavior, and perform disciplined QA. The recurring goal is not merely to make something that looks finished, but to ship systems that remain editable, testable, maintainable, and commercially sensible.
- Claude Code
- AI-assisted app development
- Website building
- Micro web apps
- Mobile app architecture
- Expo app development
- MVP design
- Real-device testing
- Debugging with AI
- API-key protection
- Data persistence
- Authentication
Official book page · Google Books · Free preview
The New Things You Can Do: What Changed, What It Can Build, and When to Choose It Over Gemini and Grok
English · Artificial Intelligence
ChatGPT 6 Astra is a September 2026 launch-edition guide focused on the practical shift from asking an AI for advice to delegating reviewable end-to-end work. The book examines computer use, browser-based workflows, finished documents, spreadsheets and presentations, websites and lightweight apps, coding and testing, 3D and CAD work, games, long-context research, real-world web tasks, and multi-step delegation. It emphasizes outcome-based instructions, explicit boundaries, definitions of done, mid-course steering, approval gates, testing, and human judgment rather than treating benchmark scores or model confidence as proof. Later chapters compare Astra with GPT-5.6, Gemini and Grok, discuss when a frontier model is worth the extra cost, and provide a delegation card, developer quickstart, twenty before-and-after request patterns, seven launch labs, a buyer’s guide and time-bounded verified source notes.
- GPT-6 Astra
- Outcome-based delegation
- Computer use
- Browser workflows
- Documents spreadsheets and presentations
- ChatGPT Sites
- End-to-end coding and testing
- 3D CAD and games
- Long-context research
- Real-world web work
- Mid-turn steering
- Approval gates and restraint
Official book page · Google Books · Free preview
Reusable Skills, Prompts, and Workflows for Building Specialized AI Agents
English · Artificial Intelligence
Claude Agent Skills Playbook explains how reusable agent skills differ from one-off prompts, MCP connections, and larger workflows. It breaks a skill into purpose, instructions, procedures, inputs, outputs, checks, and reusable context, then applies the pattern to business operations, development, research, documentation, customer support, sales, testing, evaluation, safety, governance, and distribution. The book includes fifty ready-to-use skill templates and practical blueprints for recurring organizational work.
- Claude agent skills
- Reusable procedures
- Prompt design
- Business operations
- Developer workflows
- Research and documentation
- Evaluation and safety
- 50 skill templates
Official book page · Google Books · Free preview
The Expanded Practical Guide to Automating Marketing, Finance, Sales, Operations, HR, and Customer Support for Solopreneurs
English · Artificial Intelligence
Claude AI for Small Business reframes AI from a chat window into a reviewable operating system for a small business. Its central question is which repetitive tasks can be prepared, organized, analyzed, or drafted by Claude inside existing workflows while the owner remains responsible for approvals, customer relationships, and consequential decisions. The book begins with an AI command center built around workspace organization, approval rules, connectors, and reusable prompts, then moves through idea generation and market validation before applying the same operating discipline to finance, marketing, sales, support, legal and HR preparation, and day-to-day operations.
The practical model is deliberately cautious: Claude prepares; the owner approves. Financial work is reviewed rather than blindly automated, marketing emphasizes taste and consistency rather than volume, sales automation uses real context instead of invented personalization, and customer-support workflows preserve human authority over refunds, credits, replacements, and legal admissions. Legal and HR sections position AI as preparation rather than legal authority, while the operations chapter turns proven workflows into reusable skills, digital SOPs, and scheduled tasks. Implementation checklists, chapter prompt sets, and a 48-hour implementation plan are designed to help a solopreneur automate one department at a time instead of creating a fragile web of uncontrolled automation.
- Claude AI for small business
- Solopreneur automation
- AI command center
- Approval gates
- Workspace organization
- Claude connectors
- Idea generation
- Market validation
- AI-assisted finance
- Marketing workflows
- Content systems
- Sales pipelines
Official book page · Google Books · Free preview
A Practical Prompt-Driven Handbook for Building, Automating, Testing, and Shipping with Confidence
English · Artificial Intelligence
Claude Code for Non-Coders translates software work into prompt-driven workflows that can be supervised by people without a traditional programming background. It covers installation, permissions, Plan mode, CLAUDE.md, context management, rewind and Git, prompt systems, skills, few-shot examples, adversarial review, MCP, command-line tools, custom commands, hooks, subagents, teams, worktrees, loops, scheduling, and practical blueprints for websites, research, automation, and QA. The recurring discipline is to make intent concrete, review outputs, and keep reversible checkpoints.
- Claude Code
- Prompt-driven development
- Context management
- Git and rewind
- MCP and tools
- Hooks and subagents
- Automation and QA
- Safe shipping
Official book page · Google Books · Free preview
Practical Prompts, Workflows, and Projects for Building, Debugging, and Shipping Software with Claude
English · Artificial Intelligence
Claude Code Mastery treats AI-assisted coding as supervised software engineering rather than unrestricted code generation. It covers safe setup, working-tree hygiene, permissions, secrets, repository mapping, context, feature planning, acceptance criteria, small code changes, debugging and root-cause analysis, refactoring, testing, documentation, code review, security gates, Git, releases, rollback, projects, and a bank of seventy-five prompts. The emphasis stays on evidence, reversibility, and human review before shipping.
- Claude Code
- Repository context
- Feature planning
- Debugging
- Refactoring
- Testing and QA
- Code review and security
- Git releases and rollback
Official book page · Google Books · Free preview
Practical Prompts and Workflows for AI-Powered Knowledge Work, Files, Reports, and Operations
English · Artificial Intelligence
Claude Cowork Mastery presents Claude as a supervised partner for practical knowledge work rather than a chat window for isolated questions. It develops workflows for project context, files and folders, research and synthesis, writing and editing, reports and executive briefs, meetings and follow-up, administrative operations, customer and sales work, data and spreadsheets, decision support, personal knowledge management, and safety. Sixty ready-to-use prompts provide reusable starting points while human review remains central for sensitive or consequential work.
- Claude Cowork
- Knowledge work
- Files and project context
- Research and synthesis
- Reports and briefs
- Meetings and operations
- Data and spreadsheets
- Human review and safety
Official book page · Google Books · Free preview
Practical Prompts, Workflows, and Connectors for Building Real-World AI Systems with Claude
English · Artificial Intelligence
Claude MCP Mastery turns the Model Context Protocol into practical design patterns for tools, resources, prompts, files, knowledge bases, business systems, developer environments, data workflows, and reporting. It covers connector design, Claude Code integration, permissions, approval gates, prompt-injection risks, testing, evaluation, regression checks, and deployment. Fifty ready-to-use MCP prompts and three project blueprints provide reusable starting points for personal knowledge, business operations, and developer assistance.
- Model Context Protocol
- MCP tools and resources
- Connectors
- Claude Code
- Business workflows
- Permissions and approval gates
- Prompt injection and safety
- Testing and deployment
Official book page · Google Books · Free preview
Practical Frameworks, Prompts, and Workflows for Building Reliable AI Agents
English · Artificial Intelligence
Context Engineering with Claude focuses on the information architecture that makes an AI agent reliable. It organizes context into durable instructions, user and task intent, project and domain packs, retrieval and evidence, tool state, long-context prioritization and compression, structured outputs, handoffs, and approval points. Fifty templates help inventory context, detect gaps, define constraints, evaluate sources, interpret tool results, structure workflows, and create reviewable outputs while preserving human oversight for sensitive work.
- Context engineering
- System instructions
- Task and user intent
- Project and domain context
- Retrieval and evidence
- Tool context
- Long-context compression
- Structured outputs and approvals
Official book page · Google Books · Free preview
Open Weights, Million-Token Context, Agent Swarms, and a Practical Comparison with Claude, ChatGPT Work, and Codex
English · Artificial Intelligence
Kimi K3 and the Agentic Frontier examines modern agentic AI by separating the model, harness, agent, product, and infrastructure layers that are often conflated. The book studies long context versus memory and compaction, sparse mixture-of-experts design, native vision, open weights, serving and self-hosting, agent swarms, sandboxed execution, economics, failure modes, benchmarks, and product-level comparisons with Claude, ChatGPT Work, and Codex. Time-sensitive specifications and vendor claims are treated as dated evidence rather than timeless facts.
- Kimi K3
- Agentic AI
- Open weights
- Long context and memory
- Agent swarms
- Serving and self-hosting
- Sandboxes and durable execution
- Benchmarks and product comparisons
Official book page · Google Books · Free preview
The Practical Guide
English · Artificial Intelligence
Make Money with Claude AI: The Practical Guide presents seven practical routes for turning Claude-assisted work into products or services: freelance writing and content services, digital products, a one-person AI-powered content agency, SaaS products, prompt packs, teaching and AI consulting, and broader client services. The book distinguishes active income from product or recurring models and repeatedly makes the same point: AI is a multiplier, not the source of value by itself. The commercial value comes from solving a real problem, applying human judgment, checking facts, adapting the output to a specific audience, and delivering a finished result that is useful enough for someone to pay for.
Each method is developed as a workflow rather than a motivational slogan. Freelance services start with one focused offer and a professional portfolio; digital products begin with a narrow buyer problem; agency work packages outcomes instead of raw content volume; the SaaS chapter starts with evidence of demand and recurring customer complaints before building; prompt packs are designed for a specific professional audience and must be tested before sale; consulting depends on understanding Claude well enough to integrate it into real work; and the client-acquisition chapter addresses positioning, outreach, pricing, and payment. Ready-to-use prompts are included throughout. The final recommendation is to choose one method, build the workflow, take a concrete first step, and improve based on results rather than trying every income path at once.
- Claude AI business
- AI-assisted freelancing
- Freelance writing
- Content services
- Digital products
- AI-powered content agency
- SaaS business
- Prompt packs
- AI consulting
- Teaching Claude workflows
- Client services
- Client acquisition
Official book page · Google Books · Free preview
Trading
A Practical Guide to Same-Day Options, Greeks, Market Structure, Execution, Risk Control, and High-Speed Decision-Making
English · Trading
0DTE Options: Trading the Same-Day Market explains how same-day expiration compresses option mechanics, market movement, execution risk and behavioral pressure into a very short decision horizon. The first part builds the language of 0DTE and the Greeks; the middle converts those mechanics into structures and market contexts; the final part integrates execution, risk, evidence and trader behavior rather than treating them as separate subjects.
The book emphasizes that the shortest expiration does not simplify trading—it removes time that might otherwise hide weak decisions. Hypothetical examples are presented as educational mechanics rather than expected returns, while changing contract specifications, settlement conventions, trading hours and broker rules are flagged for verification. Reusable appendices support preparation, execution and post-session review.
- 0DTE options
- Same-day expiration
- Option Greeks
- Market structure
- Options execution
- Risk control
- Trade structures
- Expiration mechanics
- Decision-making
- Session review
Official book page · Google Books · Free preview
The Smart Three-Screenshot Method for Multi-Timeframe Futures Trading
English · Trading
AI-Assisted Crypto Futures builds a disciplined workflow around three clean screenshots: 1H for direction, 15M for the working zone and 5M for timing. Screenshots are treated as evidence rather than decoration, so each one must show the timeframe, recent swing points, active price area and enough history for the AI assistant to evaluate whether price is extended, balanced or structurally unclear. The prompt must ask for visible evidence, invalidation, risk and a reason to stand aside.
The book combines multi-timeframe analysis with market structure, liquidity sweeps, Fair Value Gaps, funding awareness, trend and range filters, stop audits, position sizing, take-profit checks and no-trade defenses. It repeatedly emphasizes modest leverage, isolated margin, fixed stop-loss logic and capital protection. AI is one structured input inside the risk process, not a gambling voice or a substitute for the trader's written plan and final execution decision.
- AI-assisted futures
- Crypto futures
- Three-screenshot method
- 1H / 15M / 5M analysis
- Market structure
- Liquidity sweeps
- Fair Value Gaps
- Position sizing
- Leverage discipline
- No-trade rules
Official book page · Google Books · Free preview
BPR, Opposing Fair Value Gaps, Equilibrium, and Smart Money Entry Zones
English · Trading
Balanced Price Range Trading treats BPR as a measurable overlap between two opposing Fair Value Gaps rather than as a mystical institutional signal. The book separates observation, interpretation, and trading decision: first define the two imbalance intervals and their intersection, then establish the BPR boundaries and Consequent Encroachment midpoint, and only after that evaluate whether context justifies an entry, an invalidation level, an objective, or no trade at all. Historical OHLC examples are used to make the geometry reproducible, and failed examples remain part of the framework rather than being edited out after the fact.
The middle sections build the concept from formation sequence and bullish or bearish anatomy through narrow and wide ranges, fresh versus tested or mitigated BPRs, nested structures, and location inside a dealing range. Premium, discount, equilibrium, liquidity, market structure, and higher-timeframe versus lower-timeframe alignment are treated as context that can change the meaning of the same measured zone. Execution chapters then examine returns to the BPR, midpoint entries, confirmation inside the range, confluence with Fair Value Gaps, Order Blocks, Breakers and inversion structures, and the practical relationship between entry, invalidation, objective, risk, and the decision to stand aside.
The final sections make failure and research part of the model. Readers learn to classify failed BPRs, identify common analytical mistakes, convert visual ideas into testable rules, build a BPR dataset, backtest without hindsight, evaluate metrics beyond win rate, and create a personal playbook. Ten outcome-aware case studies, a visual BPR atlas, a dataset schema, glossary, and visual-reference material turn the book into both a conceptual guide and a repeatable research workflow.
- Balanced Price Range (BPR)
- Opposing Fair Value Gaps
- BPR interval intersection
- BPR boundaries
- Consequent Encroachment (CE)
- Bullish and bearish BPR anatomy
- Narrow and wide BPRs
- Fresh, tested and mitigated BPRs
- Nested Balanced Price Ranges
- Dealing ranges
- Premium, discount and equilibrium
- Liquidity and displacement
Official book page · Google Books · Free preview
A Visual Field Guide to Inside Bars, Engulfing Patterns, and Two-Candle Price Action
English · Trading
Beyond the Single Candle moves away from memorizing isolated candlestick names and studies what changes from Candle 1 to Candle 2. Range, body and close location are kept as separate dimensions so an Inside Bar, body engulfing pattern or Outside Bar has a mechanical definition before context is interpreted. Compression is treated as an observable condition, not a directional prediction.
Mother-bar breaks, close confirmation, break-and-retest entries, false breakouts and engulfing relationships are compared with their different information costs. No-trade rules, invalidation and context are defined with the same precision as entry conditions. A two-candle worksheet and personal playbook encourage the reader to record facts, assumptions and risk before revealing the outcome, making the framework suitable for replay and testing.
- Two-candle price action
- Inside Bars
- Engulfing patterns
- Outside Bars
- Compression
- Mother-bar breakout
- False breakouts
- Close location
- Invalidation
- Trading playbook
Official book page · Google Books · Free preview
A Rule-Based Guide to Failed Order Blocks, Structural Transitions, Entries, Risk, and Testing
English · Trading
Breaker Block Trading begins where an earlier order-block thesis fails. Instead of treating a breaker as another rectangle to memorize, the book focuses on the event sequence: the prior expectation, the failure, displacement, structural change, retest, invalidation and objective. It compares breaker blocks with order blocks and mitigation blocks, then adds Fair Value Gaps, liquidity sweeps, premium/discount and dealing-range location.
Higher-, middle- and lower-timeframe charts are assigned different jobs—context, location and execution—so the trader reads a chain of evidence rather than a pile of contradictory signals. Entry models, stops, targets, trending and ranging markets, session context, low-quality setups, failures, checklists, case studies, testing and a final playbook turn breaker terminology into a falsifiable process.
- Breaker blocks
- Failed order blocks
- Displacement
- Liquidity sweeps
- Fair Value Gaps
- Premium and discount
- Multi-timeframe mapping
- Entry models
- Invalidation
- Backtesting
Official book page · Google Books · Free preview
Breakout and Retest: A Rules-Based Trading Strategy
English · Trading
Breakout & Retest Trading organizes the strategy into a fixed chain: context, level, break, acceptance, retest, trigger, invalidation, target space, risk and execution. The book begins by defining meaningful levels and distinguishing a real break from a brief penetration, then studies closes, acceptance, follow-through, volume, overextension and the quality of the return to the broken area.
Role reversal, entry triggers, stop placement, target space, false breakouts, news, session and volatility context are converted into a rules engine rather than a pattern slogan. Grading, risk limits, backtesting, journaling, case studies and no-trade branches make the framework useful for both execution and review.
- Breakouts
- Retests
- Acceptance
- Role reversal
- Entry triggers
- False breakouts
- Volume
- Session context
- Risk management
- Backtesting
Official book page · Google Books · Free preview
A Visual Trading Course for Beginners
English · Trading
Candlestick Patterns From Zero is a 100-page visual course that teaches candlestick reading from basic OHLC anatomy through pattern recognition, market context, confirmation and risk-aware execution. The book treats candle patterns as clues rather than guarantees: readers learn to interpret bodies and wicks, bullish and bearish candles, doji structures, hammers, shooting stars, engulfing patterns, harami patterns, morning and evening stars, multi-candle formations and gaps while checking trend, support and resistance, volume, volatility and higher-level context. Later lessons connect recognition to practical decision rules for entry triggers, stop-loss placement, targets, risk-reward, invalidation and confirmation.
- Candlestick anatomy
- OHLC
- Body and wick psychology
- Doji
- Hammer and inverted hammer
- Shooting star and hanging man
- Engulfing patterns
- Harami patterns
- Morning and evening stars
- Multi-candle patterns
- Market context
- Confirmation
Official book page · Google Books · Free preview
Reading Market Structure Shifts
English · Trading
CHoCH & BOS: Reading Market Structure Shifts turns two heavily used trading labels into observable, testable structural events. Rather than calling every opposite candle a Change of Character or every broken high a Break of Structure, the book begins with swing selection, pivot stability, candidate versus confirmed pivots, structural hierarchy, protected references, and the prior state that a continuation break is supposed to continue.
The book treats CHoCH as a meaningful structural violation that can move the market into transition without guaranteeing an immediate reversal, while BOS is evaluated against an already defined directional state. Context is allowed to filter a decision but not rewrite whether an event occurred after the outcome is known. Invalidation comes before targets, entry trigger is separated from entry location, failed events remain in the journal, and no-trade is treated as a legitimate system decision rather than an absence of analysis.
- CHoCH
- BOS
- Swing selection
- Structural hierarchy
- Protected swings
- Transition states
- Continuation
- Invalidation
- Context filters
- Trading journal
Official book page · Google Books · Free preview
A Visual Practical Guide to Combining Price Action, Market Structure, Key Levels, Multiple Timeframes, and Risk
English · Trading
Confluence Trading treats confluence as a way to organize evidence, not a score that makes uncertainty disappear. The early chapters distinguish independent evidence from duplicate evidence and put market structure and location before indicators. Key levels, price action, support and resistance, Fibonacci, moving averages, momentum, volume and multiple timeframes are evaluated according to what new information they add rather than how many boxes they allow the trader to tick.
The later sections turn analysis into a trade thesis with a separate trigger, invalidation and risk budget. Conflicting evidence can reduce or cancel a setup, and risk is allowed to veto a visually beautiful chart. Trend pullback, breakout/retest, reversal and range-bound setups lead into hidden-right-edge exercises, a personal confluence playbook, backtest logs, pre-trade and post-trade worksheets and a visual appendix.
- Confluence trading
- Independent evidence
- Market structure
- Key levels
- Price action
- Multiple timeframes
- Fibonacci
- Moving averages
- Invalidation
- Risk management
Official book page · Google Books · Free preview
Trading with Liquidation Heatmaps
English · Trading
Crypto Liquidation Heatmaps explains what a liquidation heatmap can and cannot tell a trader. It separates realized liquidations from model-projected liquidation levels and from ordinary order-book liquidity, then examines how heatmap providers construct estimates from leverage assumptions, price paths and incomplete public information. Bright clusters are treated as conditional stress zones rather than guaranteed magnets or future price targets.
The book develops a full trading workflow around cluster distance, density, open interest, funding, volume and CVD, market structure, cascades, continuation and reversal hypotheses. It includes setup logic, no-trade conditions, stops, position sizing, case studies, a checklist, journaling and playbook construction. The aim is to use heatmaps as one evidence layer in a risk-controlled process while keeping model uncertainty visible.
- Liquidation heatmaps
- Projected liquidation levels
- Realized liquidations
- Open interest
- Funding rates
- CVD and volume
- Liquidation cascades
- Market structure
- Risk management
- Backtesting and journaling
Official book page · Google Books · Free preview
A Practical AI-Assisted Roadmap for Beginners
English · Trading
Day Trading from Zero is a beginner roadmap built around essential market principles, risk discipline, chart reading, strategy testing and prompt engineering. It explicitly treats AI as a learning assistant, chart-review partner, journaling coach and structured-thinking tool—not as an oracle or permission to risk money. The book encourages simulation, journaling and evidence before live trading and repeatedly warns that leverage and day trading can produce rapid losses.
A central goal is to build a written trading plan that can actually be tested. The plan defines what to trade, when to trade, why to enter, where the thesis fails, how much to risk, how to exit and which conditions require standing aside. The book develops a minimum viable strategy with observable rules for market condition, location, trigger, stop, target, time of day and management, helping beginners replace strategy shopping and emotional improvisation with one repeatable learning process.
- Day trading basics
- Risk discipline
- Chart reading
- Trading plan
- Minimum viable strategy
- Entry and invalidation
- Targets and management
- Backtesting
- Trading journal
- AI-assisted learning
Official book page · Google Books · Free preview
Depth of Market, Order Book Liquidity, Absorption, Spoofing Awareness, and Execution
English · Trading
DOM Trading treats Depth of Market as a real-time view into part of the electronic auction, not as a prediction machine. The book begins by separating completed price bars from the live mechanics that produce them: resting bids and offers, passive versus aggressive participation, executed volume, spreads, tick size, queue priority, partial fills and the limits of what a single venue or data feed can reveal. The reader is taught to describe what is actually visible before assigning a bullish or bearish story, and to accept uncertainty when the order book does not support a confident conclusion.
The middle of the book develops a disciplined vocabulary for reading liquidity behavior. It covers thick and thin books, persistence, pulling, stacking and liquidity migration; aggression and pace; absorption versus exhaustion; reloading, reserve orders and iceberg behavior; spoofing awareness without making unsupported accusations; liquidity walls and their failure; sweeps, failed continuation and trapped participation; session structure, market regime and cross-market confirmation. A repeated principle is that displayed size is not identity or intent, cancellation alone proves little, and the reaction to actual execution matters more than a dramatic-looking snapshot.
The final sections connect observation to execution and deliberate practice. Market versus limit entries, queue risk, passive versus aggressive exits, spread, slippage, fill quality, structural invalidation, position sizing and event risk are integrated into a practical DOM reading sequence. Scenario chapters examine absorption at extremes, failed breaks, liquidity vacuums and breakout acceptance or rejection without turning them into guaranteed signals. The book closes with material on HFT-related noise, latency and feed differences, replay, tick drills, event tagging, blind-pause review, multi-stage case studies, observation and execution checklists, a structured practice protocol and a DOM trading journal so the reader can train perception separately from trading outcome.
- Depth of Market (DOM)
- Order book and electronic auction
- Bid, ask, spread and tick size
- Resting liquidity
- Passive and aggressive orders
- Executed volume
- DOM versus footprint
- Queue position and price-time priority
- Partial fills and missed-trade risk
- Pulling and stacking
- Liquidity persistence and migration
- Aggression and auction pace
Official book page · Google Books · Free preview
A Rule-Based Guide to Imbalance, Structure, Liquidity, Entries, Failure, and Testing
English · Trading
Fair Value Gaps begins with exact three-candle geometry so the concept is defined before interpretation. A gap is identified from the relationship between the first and third candles, while displacement, gap size, volatility, spread, slippage and economic significance are treated as separate filters. The book warns against retrospective adjectives such as clean or institutional unless their properties were specified before the next candle printed.
Market structure and liquidity sweeps are then layered around the FVG, with swing definitions stated explicitly so confirmation cannot move with hindsight. Inverse Fair Value Gaps are introduced as failed prior expectations rather than automatic role reversals. Measurable rules, invalidation, no-trade cases and testing are used to turn a popular visual concept into a reproducible research and execution framework.
- Fair Value Gaps
- Three-candle imbalance
- Displacement
- Gap size
- Market structure
- Liquidity sweeps
- Inverse FVG
- Invalidation
- Trading costs
- Backtesting
Official book page · Google Books · Free preview
Trading Fakeouts: How to Avoid the Trap
English · Trading
False Breakouts / Fakeouts turns the familiar idea of a failed breakout into an operational sequence that can be recorded before the result is known. The book distinguishes the reference boundary, penetration, acceptance outside the level, reclaim, confirmation and invalidation so a wick beyond support or resistance is not automatically labeled manipulation or reversal.
Structure, liquidity, time, session context and execution are then used to decide whether a failed break deserves a trade, a watchlist entry or rejection. The framework emphasizes measurable rules, risk, journaling and testing so attractive completed charts do not quietly redefine what counted as a fakeout after the fact.
- False breakouts
- Fakeouts
- Liquidity traps
- Acceptance and rejection
- Reclaim
- Market structure
- Confirmation
- Invalidation
- Risk control
- Backtesting
Official book page · Google Books · Free preview
Reading Buyers and Sellers Inside the Candle
English · Trading
Footprint Charts expands the information hidden inside a candlestick into executed volume at price, then places that detail inside a disciplined Context → Location → Order Flow → Trigger → Risk hierarchy. It covers data-source limitations, bid × ask, delta, imbalances, absorption, exhaustion, trapped traders, delta divergence, candle POC, Volume Profile, VWAP, market structure, liquidity, volatility, reversals, breakouts, retests, invalidation, slippage, replay and backtesting without treating footprint detail as certainty.
- Footprint chart anatomy
- Order flow
- Bid × Ask
- Delta
- Imbalances
- Absorption
- Exhaustion
- Trapped traders
- Delta divergence
- Candle POC
- Volume Profile
- VWAP
Official book page · Google Books · Free preview
GEX, Dealer Positioning, Gamma Flip, Call Walls, Put Walls, 0DTE Options, and Intraday Market Structure
English · Trading
Gamma Exposure Trading explains the options-market layer that can influence intraday behavior in indexes, ETFs and futures without presenting GEX as a crystal ball. It starts with the minimum options knowledge needed to understand Delta, Gamma and position-scaled Gamma Exposure, then separates observed option-chain data from inferred dealer positioning. Open interest, static versus intraday estimates, vendor methodology and sign conventions are treated as model inputs with limitations rather than direct observations of every dealer book. The central discipline is conditional: build a map, wait for price to reach a relevant area, then let live market behavior confirm or reject the hypothesis.
The book develops the practical meaning of positive and negative Gamma regimes, Gamma Flip or Zero Gamma, Call Walls, Put Walls, high-Gamma nodes, low-Gamma regions and exposure gradients. It explains why 0DTE activity, expiration, OPEX, Vanna and Charm can change the map, and why a morning snapshot can become stale as short-dated positioning migrates intraday. A 15-minute pre-market routine combines spot location, the modeled regime, flip, nearby option-derived zones, overnight structure and Expected Move. During the open, those references are tested against acceptance, rejection, market structure, order flow, VWAP and Volume Profile so that the live auction remains more important than the model.
Execution chapters turn the framework into four conditional setups: positive-Gamma rotation, negative-Gamma expansion, Gamma Flip reclaim, and wall break with repricing. Targets, invalidation and position sizing are tied to environment and market velocity rather than dashboard color. The research sections address failure modes, confirmation bias, stale maps, GEX journaling, backtesting and comparison between data providers, followed by case studies including compression, expansion, regime transition, 0DTE wall migration and situations where the tape directly disagrees with the GEX map. Formula guidance, a practical glossary, daily worksheet, decision tree and visual review material complete a process designed to make Gamma context testable, revisable and subordinate to observed price behavior.
- Gamma Exposure (GEX)
- Delta and Gamma
- Dealer positioning models
- Observed data versus inferred positioning
- Open interest limitations
- Static versus intraday GEX
- Vendor methodology and sign conventions
- Dealer hedging
- Positive Gamma regime
- Negative Gamma regime
- Gamma Flip / Zero Gamma
- GEX profile
Official book page · Google Books · Free preview
How to Trade London, New York, and High-Probability Time Windows Using Liquidity, Displacement, Market Structure, and Precise Execution
English · Trading
ICT Kill Zones treats time as a filter that narrows observation, not as a trigger that magically creates direction. The book maps the global trading day, London and New York windows, session handoffs, the Asian range and the practical problem of EST, EDT, server time and historical timestamps. A kill zone becomes relevant only when price is near a predefined reference and later behavior supplies enough evidence to justify risk.
Liquidity, displacement, market structure shifts, Fair Value Gaps, news events and location are woven into a complete pre-window, entry and post-session routine. The checklist covers previous-day and session extremes, directional hypothesis, no-trade conditions, risk caps, liquidity event, displacement, structural rule, entry, invalidation, target, slippage, MFE, MAE and rule adherence. The visual atlas condenses the process from daily clock and liquidity mapping through execution, journaling and sample-based review.
- ICT Kill Zones
- London session
- New York session
- Time zones and DST
- Asian range
- Liquidity
- Displacement
- Market Structure Shift
- Fair Value Gaps
- Trade review
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The Silver Bullet Trading Strategy — A Rule-Based Guide to Liquidity, Displacement, Fair Value Gaps, Time Windows, Execution, Risk, and Trade Review
English · Trading
ICT Silver Bullet narrows a broad SMC/ICT vocabulary into one time-bounded operating sequence. The clock is part of the setup: the book works with three New York local-time windows—03:00–04:00, 10:00–11:00 and 14:00–15:00—and emphasizes correct daylight-saving handling rather than hard-coded UTC offsets. Inside the window, the trader looks for a liquidity event, meaningful response, displacement, a relevant Fair Value Gap, retracement, defensible invalidation and rational objective.
The New York AM window receives the deepest teaching focus, not as a claim of universally superior performance but as a controlled laboratory. Pre-window mapping, bullish and bearish models, no-trade branches, false positives, risk before reward, backtesting, case studies and a 20-session training plan make the method reviewable. Historical charts and schematic diagrams are explicitly distinguished so visual teaching is not confused with performance evidence.
- ICT Silver Bullet
- New York time windows
- Liquidity
- Displacement
- Fair Value Gaps
- Pre-window mapping
- Entry and invalidation
- No-trade conditions
- Risk management
- Backtesting
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Identifying Liquidity Traps Before the True Point of Interest
English · Trading
Inducement Trading defines IDM as a conspicuous internal price reference that may carry clustered orders before price reaches a deeper point of interest, while carefully treating that interpretation as a hypothesis rather than proof of hidden institutional intent. The book establishes higher-timeframe context, dealing ranges, liquidity, protected swings and independent POI selection before asking whether a visible level is a plausible inducement.
The execution sequence then moves from sweep to response: reclaim, CHoCH or MSS, displacement, entry, invalidation, position sizing and structural targets. Case analysis, prospective annotation, replay, journaling and a final quick-reference playbook are used to test the method on winners, losers and missed trades. Its central discipline is that location, sequence, confirmation and invalidation must agree before an attractive story becomes a trade.
- Inducement
- IDM
- Point of Interest
- Liquidity traps
- Protected swings
- Liquidity sweeps
- CHoCH and MSS
- Displacement
- Invalidation
- Trading playbook
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Inverse Fair Value Gap Trading
English · Trading
Inverse Fair Value Gaps (iFVG) starts with ordinary Fair Value Gap geometry and asks what changes when the original imbalance loses its role and price establishes itself on the opposite side. The useful information is the failed expectation, not merely a rectangle changing color. The book defines bullish and bearish iFVGs, then connects inversion to market structure, liquidity sweeps, displacement, premium/discount and dealing-range location.
Multi-timeframe analysis leads into three practical entry models, stops, invalidation, targets, risk and confluence without indicator overload. Four market environments, false iFVGs, failure modes, backtesting, a complete process and eight case studies keep the framework testable. FVG, iFVG, MSS and BOS are treated as practitioner terms whose exact conventions must be stated rather than assumed universal.
- Inverse Fair Value Gaps
- Fair Value Gap anatomy
- Market structure
- Liquidity sweeps
- Displacement
- Premium and discount
- Multi-timeframe analysis
- Entry models
- Failure modes
- Backtesting
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A Practical Guide to Stop Runs, False Breakouts, Market Structure, Trade Confirmation, and Risk-Controlled Execution
English · Trading
Liquidity Sweep treats liquidity first as a visible location problem rather than a claim about invisible actors. Prior highs and lows, equal levels, previous-day and previous-week extremes, session boundaries and range edges are marked before price arrives. A sweep is then classified by what price actually does—penetration, reclaim, acceptance, continuation or structural response—rather than by an assumed stop-hunt narrative.
The book explicitly rejects the idea that taking liquidity must cause reversal. Strong trends can consume one local pool and continue toward a larger external objective, and volatile or fragmented markets can print venue-specific extremes. Entry confirmation, invalidation, targets, risk, XAUUSD and index examples, market-specific considerations, bullish and bearish casebooks, journaling and replay convert the concept into a decision process that can retain failures and no-trade cases.
- Liquidity sweeps
- Stop runs
- False breakouts
- Previous-day liquidity
- Session liquidity
- Reclaim
- Continuation sweeps
- Market structure
- Confirmation
- Risk-controlled execution
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A Seven-Book Master Collection for MACD Foundations, Histogram, Crossovers, Divergence, Trend Following, Multi-Timeframe Analysis & Confluence
English · Trading
MACD Trading Mastery is a seven-part master collection built to move the reader beyond the familiar habit of treating MACD as a traffic light. The collection brings together MACD Foundations; MACD Histogram Trading; MACD Crossovers & Zero-Line Trading; MACD Divergence Trading; MACD Trend Following; Multi-Timeframe MACD; and MACD Confluence. Across the full sequence, the indicator is treated as a mathematical transformation of price that must be interpreted inside market structure, regime, timeframe and risk rather than as a stand-alone prediction engine.
The opening material develops the mechanics of the MACD line, signal line, histogram and zero line, then separates trend from momentum and shows why price should be read before the indicator. The histogram volume focuses on acceleration and deceleration before a crossover. The crossover and zero-line material reframes late signals as context-aware evidence rather than automatic entries. The divergence section covers regular, hidden and structural divergence without turning every disagreement between price and momentum into a reversal forecast. Trend-following chapters examine bull and bear markets with momentum confirmation, while the multi-timeframe framework assigns distinct jobs to Daily, 4H, 1H, 15-minute and 5-minute charts so lower-timeframe noise cannot casually overrule higher-timeframe context.
The final confluence volume connects MACD with RSI, Bollinger Bands, Supertrend, Ichimoku, Stochastic and ATR while warning against false confidence created by stacking indicators that are often derived from the same price data. Throughout the collection, readers encounter chart-reading protocols, observation journals, alignment matrices, checklists, historical or clearly labeled schematic figures, and explicit invalidation logic. The practical goal is not to make MACD infallible. It is to make interpretation more accountable: describe what the calculation actually supports, identify what remains uncertain, decide what evidence would change the thesis, and keep position sizing and risk independent from indicator enthusiasm.
- MACD foundations
- MACD line and signal line
- MACD histogram
- Zero-line analysis
- Crossovers
- Momentum acceleration and deceleration
- Trend versus momentum
- Regular hidden and structural divergence
- Trend following
- Market regimes
- Daily 4H 1H 15m and 5m analysis
- Multi-timeframe alignment and conflict
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How to Read Liquidity Sweeps, Displacement, and Structural Confirmation for Faster Entries
English · Trading
Market Structure Shift (MSS) builds a complete framework for deciding when a structural change is meaningful enough to alter the execution map. It starts with swing selection and internal versus external hierarchy, then distinguishes MSS from BOS and CHoCH before adding trend, range, contraction, expansion, liquidity sweeps, displacement, location, time, session and volatility context.
Execution chapters compare aggressive and conservative MSS entries, Fair Value Gap interaction, candlestick confirmation, multi-timeframe execution, continuation versus reversal, false shifts, stop placement and invalidation. A decision framework, ten case studies, backtesting, journaling, regime adaptation, quick-reference material and a personal playbook turn the terminology into a process that can be tested rather than retroactively explained.
- Market Structure Shift
- BOS and CHoCH
- Swing hierarchy
- Liquidity sweeps
- Displacement
- Fair Value Gaps
- Multi-timeframe execution
- False shifts
- Backtesting
- Journaling
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A Practical Framework for Swings, BOS, CHoCH, MSS, Liquidity, Displacement, and Multi-Timeframe Decisions
English · Trading
Market Structure Trading organizes price into meaningful swing hierarchy instead of labeling every pivot equally. It develops continuation through BOS, early warning through CHoCH and a stricter MSS standard for cases where the old structural map becomes a worse explanation of price. Internal and external structure, protected highs and lows, trend, range and transition states give each label a decision role.
Liquidity sweeps, displacement, momentum, Fair Value Gaps, dealing ranges, equilibrium, premium/discount and top-down analysis are added as contextual layers. The book repeatedly warns that a sweep is not proof of reversal and that terminology differs across practitioner communities; what matters is stating the convention, defining invalidation and building one coherent map whose assumptions can be abandoned when the evidence changes.
- Market structure
- Swing hierarchy
- BOS
- CHoCH
- MSS
- Liquidity sweeps
- Displacement
- Fair Value Gaps
- Premium and discount
- Multi-timeframe analysis
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A Practical Visual System for Reading Trends, Filtering Noise, Planning Entries, Managing Risk, and Testing Renko Strategies
English · Trading
Mastering Renko Trading presents Renko as a visual framework for filtering some time-based chart noise and studying price movement through brick construction. The book focuses on reading trends, organizing entries, managing risk and turning Renko observations into rules that can be tested rather than treating the cleaner chart as automatic proof of a better strategy.
Its practical orientation connects visual pattern recognition to entry planning, stop logic, position risk and strategy validation. The central goal is to use Renko deliberately as a transformed view of price while keeping the trading process explicit enough to review and improve.
- Renko charts
- Renko bricks
- Trend reading
- Noise filtering
- Entry planning
- Invalidation
- Risk management
- Strategy testing
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80 Practical Visual Infographics for Reading Levels, Entries, Exits, Breakouts, Retests, and Traps
English · Trading
Mastering Support & Resistance is designed as an 80-page visual field guide for turning vague horizontal lines into usable trading decisions. It teaches the reader to identify a meaningful level, convert the line into a realistic zone, wait for price behavior at that area and enter only when the planned confirmation and invalidation logic are present. The book treats support and resistance as maps of probability rather than guaranteed predictions.
The visual lessons cover bounces, entries, exits, breakouts, retests, failed breaks and traps with candlestick examples, support and resistance zones, supply and demand context, liquidity references, checklists and risk reminders. Its practical emphasis is on reading reaction first, separating a level from a signal and making the trade plan clear enough that patience, confirmation and risk can override the temptation to buy or sell blindly at a line.
- Support and resistance
- Price zones
- Breakouts
- Retests
- Fake breakouts
- Bounce setups
- Liquidity
- Confirmation
- Invalidation
- Risk management
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Multi-Timeframe Trading: From Bias to Entry
English · Trading
Multi-Timeframe Analysis treats top-down trading as a decision architecture rather than a ritual of opening several charts. Its deliberate sequence is regime, context, bias, location, setup, trigger, invalidation, target and management. Each timeframe is assigned a job so contradictory information can be described rather than resolved by simply choosing the chart that supports the desired trade.
The book moves from higher-timeframe context into execution while preserving the distinction between historical evidence and schematic examples. Role-based models for scalping, intraday and swing trading show how the same architecture changes with holding period, while failure analysis, testing and journaling address the places where multi-timeframe reasoning becomes hindsight or confirmation shopping.
- Multi-timeframe analysis
- Market regime
- Directional bias
- Location
- Setup and trigger
- Invalidation
- Trade management
- Scalping
- Intraday trading
- Swing trading
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The Smart Money Guide to RTH Gaps, Consequent Encroachment, Quadrants, and Intraday Repricing
English · Trading
Opening Range Gap Trading begins with a strict measurable object: the difference between a declared Regular Trading Hours open and a selected previous-session reference price. It distinguishes the Opening Range Gap from both the opening range and the Fair Value Gap, anchors U.S. equity-index analysis to the 09:30 ET cash-market open, and keeps the broader electronic-session context visible so that an RTH gap is not mistaken for an absence of overnight trading. Timezone, daylight-saving, holiday, early-close, contract-roll and reference-price conventions are treated as part of the model rather than as administrative details.
From those definitions the book builds a reproducible ORG map: upper and lower boundaries, gap width, Consequent Encroachment as the arithmetic midpoint, Q25 and Q75 quarter levels, premium and discount location, and observable movement through the four quadrants. CE is treated as a testable level rather than a mystical signal, with separate treatment of touches, penetration, closes, repeat visits and operational definitions of acceptance. The framework then moves into pre-open bias, previous-session and overnight structure, scheduled events, the first thirty minutes, the first hour, FVG and inversion-FVG interaction, and the changing meaning of an untouched, partially traversed or fully traversed gap.
Execution chapters compare retracement toward the gap with continuation away from it, then connect entries to structural invalidation, targets, position sizing, costs, partial exits, trailing logic and daily stopping rules. Failed ORG trades, repeated midpoint crossings, event-driven abnormalities, session or data mismatch, insufficient reward after costs and designed no-trade outcomes are treated explicitly. The research section covers pre-registered hypotheses, data provenance, ambiguous bars, realistic fills and costs, expectancy, drawdown, out-of-sample testing, sensitivity, six historical sessions, personal playbook construction, version-controlled rules and model retirement. Operational appendices provide notation, formulas, a session/data audit checklist, a trade-journal record, an eight-page field manual and a visual field guide for rapid review.
- Opening Range Gap (ORG)
- RTH versus ETH
- 09:30 ET cash-market open
- Previous-session reference price
- ORG upper and lower boundaries
- Gap width and direction
- Consequent Encroachment (CE)
- Q25 and Q75 quarter levels
- Premium and discount
- Four ORG quadrants
- Traversal and rejection
- Pre-open bias
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A Practical Guide to Finding, Validating, Refining, and Trading High-Probability Price Zones
English · Trading
Order Blocks Trading presents the order-block idea as an operational price-action method rather than proof of private bank or institutional inventory. The identification sequence is deliberately strict: choose the governing timeframe, mark relevant liquidity, identify displacement, confirm structural consequence, trace the move to its origin, check freshness, and define invalidation before considering an entry. Starting from the rectangle and searching backward for reasons is treated as confirmation bias.
Bullish and bearish blocks, liquidity before the block, quality filters, refinement and multiple entry models are developed with visual, rule-based examples. A liquidity sweep inside the block can become a local execution event only when subsequent displacement and structure provide the required confirmation. Stops, targets, position risk, reconstructed case studies and backtesting keep the method accountable to rules that existed before the outcome.
- Order Blocks
- Displacement
- Market structure
- Liquidity sweeps
- Zone freshness
- Refinement
- Entry models
- Invalidation
- Position sizing
- Backtesting
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Finding Higher-Quality Entries with Dealing Ranges, Equilibrium, Liquidity & Market Structure
English · Trading
Premium & Discount Zones treats premium and discount as relative coordinates inside a deliberately chosen dealing range, not as automatic buy and sell instructions. The book explains equilibrium, range selection, structural context, liquidity, displacement, and the difference between price being low in a range and a bullish trade actually being justified. It repeatedly separates location from direction so a discount zone is never confused with proof that price must rise.
The framework then becomes multi-timeframe and executable: higher-timeframe location defines the question while lower-timeframe structure can refine timing without casually rewriting the original premise. Nested dealing ranges, liquidity sweeps, displacement, invalidation, entry planning, risk, and the danger of microscope bias are organized into a process for finding cleaner asymmetry without turning a midpoint or rectangle into a prediction engine.
- Premium and discount zones
- Dealing ranges
- Equilibrium
- Market structure
- Liquidity
- Displacement
- Nested timeframes
- Entry planning
- Invalidation
- Risk control
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The Funded Trader Playbook — How to Pass Evaluations, Control Drawdown, Protect Funded Capital, and Build a Sustainable Payout Process
English · Trading
The Funded Trader Playbook reframes prop-firm trading as rule-constrained risk management rather than a race to hit a profit target. It begins with the economics and rule set of an evaluation, then treats the drawdown allowance as the trader's true operating account size. Daily loss, trailing drawdown, profit targets, trading targets and the failure boundary are translated into practical sizing and survival decisions.
Risk ladders, consecutive-loss planning, correlated exposure, session architecture, news restrictions and account-specific rules lead into psychology: target fixation, revenge trading and the temptation to accelerate after falling behind. The funded stage is treated as a separate problem focused on protecting capital, preserving eligibility and building a repeatable payout process rather than passing once through excessive risk.
- Prop firms
- Funded accounts
- Evaluation rules
- Daily loss limits
- Trailing drawdown
- Position sizing
- Correlation risk
- Trading psychology
- Funded capital protection
- Payout process
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A Practical Guide to Market Structure, Liquidity, Order Blocks, Fair Value Gaps, and High-Probability Trade Setups
English · Trading
Smart Money Concepts organizes market structure, liquidity, displacement, imbalance, Order Blocks, Fair Value Gaps, location and invalidation into an observable decision framework. The book deliberately separates what a candlestick chart can show from stories about hidden institutional intention: structure can be mapped, a high can be swept, displacement can be measured and a zone can fail, but the private motives of unseen participants are not directly visible from retail candles.
Readers are encouraged to write the plain-language observation before applying an SMC label, practice on blank charts and define invalidation before outcome. High-probability setup language is treated as conditional analysis rather than certainty, with risk, no-trade decisions and failure cases kept visible so the framework can be reviewed and tested rather than protected by hindsight explanations.
- Smart Money Concepts
- Market structure
- Liquidity
- Displacement
- Order Blocks
- Fair Value Gaps
- Premium and discount
- Invalidation
- Trade setups
- Risk management
Official book page · Google Books · Free preview
Supply & Demand Trading: A Visual Guide
English · Trading
Supply & Demand Zones treats every zone as a hypothesis created from observable price behavior, not as proof of invisible institutional orders. The book defines the origin or base, proximal and distal boundaries, departure quality, freshness, width, approach, structural context and liquidity relationships that determine whether a zone deserves attention.
The framework expands into top-down mapping and nested zones, then compares limit entries with confirmation-based execution, stop placement, targets, failure, flips, compression and no-trade conditions. Market case studies, backtesting and journaling turn the visual idea into a reproducible process whose rules can be written before the outcome is known.
- Supply zones
- Demand zones
- Proximal and distal lines
- Departure quality
- Freshness
- Market structure
- Liquidity
- Multi-timeframe mapping
- Entry models
- Zone failures
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A Practical Guide to Market Structure, Precision Entries, Fast Trade Management, and Risk Control
English · Trading
The 1-Minute & 5-Minute Scalping Playbook is built around a strict division of labor between timeframes: the five-minute chart supplies context, structure and location, while the one-minute chart is primarily an execution lens. It covers the cost of trading fast, liquidity and volatility, market structure, session mapping, no-trade conditions, trigger quality, candle sequences, precision entries and stop placement before introducing eight distinct playbooks.
The second half turns setups into a repeatable operating process through reward-to-risk, position sizing, overtrading controls, daily loss limits, abnormal-news conditions, pre-market routines, journaling, meaningful metrics, backtesting and replay. Complete case sets include good trades, bad trades and losing trades that still followed the rules, followed by a personal 1M/5M playbook, one-page trading plan, 30-session development program and practical appendices for sizing, R-multiples, checklists and review.
- 1-minute scalping
- 5-minute scalping
- Timeframe hierarchy
- Market structure
- Liquidity and volatility
- VWAP
- Position sizing
- Overtrading control
- Backtesting and replay
- Trading journal
Official book page · Google Books · Free preview
Trading the 9:30-10:30 New York Session with Smart Money Concepts
English · Trading
The First Hour Dealing Range turns the 9:30-10:30 New York regular-session window into a structured decision framework rather than an automatic setup. The book is intentionally cumulative: pre-market context gives the Opening Range Gap meaning, the 9:30 open makes early information measurable, and the completed first-hour range creates fixed references for disciplined decisions after 10:30. Its recurring operating choice is Trade, Wait, or Reject, with observations kept separate from conviction until price behavior, target space and risk justify action.
The framework begins with the New York session clock, RTH versus ETH, overnight and pre-market extremes, previous-session liquidity and the Opening Range Gap. It then studies the 9:30-9:35 information window, the initial liquidity run, the first presented Fair Value Gap, the 10:00 checkpoint and the path into the 10:30 range lock. Once the First Hour High and Low are fixed, the range becomes a measuring engine through equilibrium, premium and discount, width, projections, internal and external objectives, and the quality of the range itself. Range breaks are classified as probes, closes, holds, retests, expansions, failures or reclaims instead of being reduced to a simple line-crossing event, while post-lock FVGs are evaluated as evidence of continuation or trap rather than as stand-alone signals.
Execution chapters connect context, location, trigger and invalidation with realistic target selection, structural and financial stops, spread, order type, slippage, fill uncertainty, latency and daily loss limits. The book explicitly includes oversized ranges, two-sided chop, news distortion, no-trade conditions and failed models, then moves into day-type playbooks, backtesting, sample size, MAE/MFE, instrument and regime dependence, and transparent testing of attractive claims. A qualification matrix, a full first-hour workflow, eight decision-under-imperfect-information case studies, and practical appendices for session time, pre-market mapping, ORG, FHDR, backtesting data and daily review turn the material into a repeatable research and execution process.
- First Hour Dealing Range (FHDR)
- 9:30-10:30 New York session
- Regular Trading Hours (RTH)
- Extended Trading Hours (ETH)
- Eastern Time and DST integrity
- Overnight high and low
- Pre-market high and low
- Previous-session liquidity
- Opening Range Gap (ORG)
- Consequent Encroachment midpoint
- ORG quadrants and fill states
- Pre-open narrative and conditional bias
Official book page · Google Books · Free preview
A Practical Guide to Trend Reading, Transformed Candles, Entries, Risk, and Testing
English · Trading
The Heikin Ashi Trading Strategy explains the transformed candle series as a smoothing and trend-reading tool while keeping it separate from the actual prices available for execution. A Heikin Ashi close is not the market close, and a visually clean transformed sequence can hide the size and volatility of the underlying bars. Entry, stop and backtest rules therefore have to reference executable market prices rather than assume the transformed chart itself can be traded.
The book also explains why session gaps can appear reduced or disappear in Heikin Ashi even though real orders can still gap and slip. Trend persistence, trigger definitions, volatility, position sizing, exposure, trade frequency and drawdown are treated together so a visually elegant chart does not create false confidence about execution or risk.
- Heikin Ashi
- Transformed candles
- Trend persistence
- Execution prices
- Gap risk
- Slippage
- Volatility
- Position sizing
- Backtesting
- Drawdown
Official book page · Google Books · Free preview
Quantitative Trading, Signal Processing, and Practical Market Execution
English · Trading
The Mathematical Anatomy of Moving Averages treats a moving average as a model of market memory and a filter that estimates a slower market state rather than as a predictive line or guaranteed support level. Its 100-part architecture begins with foundations, then studies core moving averages, formulas, weights and failure modes before moving into advanced and adaptive smoothers, signal processing, statistical mathematics and parameter engineering.
The practical sections connect type, length, source and robustness to scalping, day trading, swing trading, position trading and market-specific applications. Each concept is designed around mathematical explanation, a worked market example, a key insight and an explicit limitation, ending with system design, validation and synthesis so indicator behavior is linked to assumptions, lag, noise and execution rather than reduced to simplistic crossover rules.
- Moving averages
- SMA and EMA
- Weighted averages
- Adaptive smoothers
- Signal processing
- Statistical mathematics
- Parameter engineering
- Scalping and day trading
- Swing and position trading
- System validation
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A Practical Guide to Accumulation, Distribution, Springs, Upthrusts, and Market Structure
English · Trading
The Wyckoff Method is a working manual for reading ranges and transitions through evidence rather than memorizing an ideal accumulation or distribution schematic. It develops wave comparison, trend health, price-volume relationships, accumulation, distribution, springs, upthrusts, UTADs, reaccumulation, redistribution, structural failure, entry and risk while emphasizing what the market has actually demonstrated and what would invalidate the current hypothesis.
Progressive chart reveal, case studies, exercises, matrices and a visual appendix force the reader to make decisions before the right side of the chart is known. The closing CREST process—Context, Range, Evidence, Scenario, Trade or Stand Aside—compresses the method into a practical operating sequence. The recurring principle is evidence before labels, structure before prediction, and risk before conviction.
- Wyckoff Method
- Accumulation
- Distribution
- Springs
- Upthrusts and UTAD
- Price and volume
- Trading ranges
- Reaccumulation
- Redistribution
- CREST decision map
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The Turtle Soup Trading Strategy
English · Trading
Turtle Soup Strategy separates the historical failed-breakout idea from the modern vocabulary often layered on top of it. The classic architecture begins with a prior 20-period extreme, a fresh break beyond that boundary and a reclaim; a fresh break without reclaim is not the setup. The book also makes clear that Turtle Soup is not simply the original Turtle trend-following system run in reverse.
Modern terms such as liquidity sweep, market structure shift and Fair Value Gap are treated as later adaptations that should be tested separately rather than smuggled into the historical rule after losses. Daily, hourly and intraday use are compared with attention to the fact that the same 20-bar count represents very different market environments. Entries, invalidation, context, risk, replay and journaling preserve the setup as something that can actually be evaluated.
- Turtle Soup
- Failed breakouts
- 20-period highs and lows
- Reclaim
- Bullish Turtle Soup
- Bearish Turtle Soup
- Timeframe adaptation
- Liquidity sweeps
- Risk management
- Backtesting
Official book page · Google Books · Free preview
Reading Trade Size, Aggression, Delta, Absorption & Institutional Activity Through Order-Flow Bubbles
English · Trading
Volume Bubbles Trading develops a disciplined way to read unusually large executions without confusing visual impact with certainty. The book begins from auction mechanics and the distinction between passive liquidity and aggressive execution, then explains what a volume bubble actually represents, how bubble size can be distorted by aggregation and clustering, and why trade-size filters must be calibrated to the instrument, session and data feed. Its central rule is deliberately conservative: a bubble is evidence that execution occurred, not proof of motive, institutional identity, future direction or hidden intent. Meaning has to be earned through location, context and subsequent price response.
The framework then connects bubble visualization to buyer- and seller-initiated volume, Delta, Cumulative Volume Delta, imbalance, absorption, rejection, exhaustion, failed aggression and trapped participation. It follows those mechanisms into short squeezes, long-liquidation cascades, balance and consolidation, false breakouts, volatility compression and expansion, resting liquidity, iceberg and replenishment hypotheses, and liquidity sweeps. The book repeatedly distinguishes what traded from what was merely resting in the book, and it treats attribution carefully: even a very large execution can reflect liquidation, hedging, spread activity, scheduled execution or other motives rather than a directional institutional bet.
The later chapters integrate Volume Bubbles with Footprint charts, Volume Profile, VWAP and Anchored VWAP, then move into a Context–Location–Flow decision framework. Entry models require confirmation and explicit invalidation rather than a single impressive bubble. Stops and targets are tied to the mechanism being traded, available liquidity, structure and volatility. The final section emphasizes calibration, replay, testing and professional review: define the event before seeing the outcome, separate observation from inference and action, record ambiguous and failed cases, compare behavior across regimes and sessions, and test attractive claims such as whether the largest bubble actually predicts a breakout. The result is a practical order-flow process for reading size, aggression and response without turning bubbles into a storytelling device.
- Volume Bubbles
- Order-flow bubbles
- Market auction mechanics
- Aggressive versus passive participation
- Executed volume
- Trade size versus candle size
- Bubble construction
- Aggregation and clustering
- Trade-size filters
- Fixed versus adaptive thresholds
- Instrument-specific calibration
- Buyer-initiated volume
Official book page · Google Books · Free preview
POC, VAH, VAL & Beyond
English · Trading
Volume Profile Trading: POC, VAH, VAL & Beyond explains how volume distributed across price can be used to describe balance, acceptance, rejection and areas where the market spent relatively more or less business. It develops the Point of Control, Value Area, VAH, VAL, high-volume nodes, low-volume nodes, thin zones and profile shapes as auction references rather than automatic support and resistance predictions.
Session, anchored and composite profiles are compared, with attention to value migration, opening location, inside-versus-outside value conditions, value re-entry, LVN rejection and LVN breakthrough. The book then integrates profile evidence with market structure, VWAP, liquidity and Fair Value Gaps so the trader can build a contextual plan instead of reacting to isolated horizontal levels.
- Volume Profile
- POC
- VAH and VAL
- Value Area
- HVN and LVN
- Auction market logic
- Value migration
- Session profiles
- Composite profiles
- Confluence
Official book page · Google Books · Free preview
Reading Price, Volume, Fair Value, and Institutional Intent with Session VWAP, Anchored VWAP, and Deviation Bands
English · Trading
VWAP Trading presents Volume Weighted Average Price as a dynamic benchmark for organizing price and volume, not as a magical support-and-resistance line or a stand-alone trading signal. The book develops a context-first way to read where price is trading relative to volume-weighted fair value, how that relationship changes through a session, and why the same touch, cross or distance from VWAP can mean very different things in a balanced auction, a directional trend or a transition between regimes. Session VWAP is treated as an evolving reference that must be interpreted together with price behavior, participation, volatility, market structure and execution conditions.
The framework then expands from Session VWAP into Anchored VWAP and deviation bands. Anchors are tied to meaningful events or structural reference points rather than chosen arbitrarily, allowing price to be compared with volume-weighted value since a specific market event. Deviation bands are used as contextual measures of distance and dispersion rather than mechanical overbought-or-oversold triggers. The book examines the open relative to VWAP, VWAP slope and interaction, reclaim and rejection structures, acceptance versus brief line crossings, continuation and mean-reversion conditions, session profiles, multi-timeframe context, and the role of volume and volatility in deciding whether a VWAP observation is actionable or merely descriptive.
Execution and research are central to the book. Setup definitions connect context, location, trigger, invalidation and target logic, while risk chapters address sizing, stop logic and the practical consequences of slippage and execution quality. Backtesting guidance emphasizes predefined rules, realistic assumptions, adequate samples and protection against look-ahead bias, cherry-picking and subjective anchor selection. Dedicated failure-mode chapters show why VWAP can become misleading when session boundaries, regime, volume context or anchors are poorly defined, and the final playbook material turns the concepts into explicit setup criteria, no-trade filters, review metrics and a repeatable decision process rather than a collection of isolated chart patterns.
- Volume Weighted Average Price (VWAP)
- Session VWAP
- Anchored VWAP (AVWAP)
- Deviation bands
- Volume-weighted fair value
- Price-volume relationship
- Institutional benchmarking context
- VWAP versus moving averages
- Session reset and session boundaries
- VWAP slope and location
- Open relative to VWAP
- Session profile and market context
Official book page · Google Books · Free preview
Trading Gold Intraday
English · Trading
XAUUSD Scalping begins with the mechanics and market structure that make short-horizon gold trading different: the exact product being traded, quote conventions, lot specifications, spreads, commissions, slippage and leverage. It maps the intraday clock through Asia, London, the London–New York overlap and New York event windows, then connects gold to conditional macro drivers such as the dollar, rates, inflation expectations, policy, risk and geopolitics without reducing those relationships to mechanical correlations.
Volatility regimes, multi-timeframe mapping, session levels, internal and external structure, liquidity, displacement, imbalance and candle behavior lead into concrete setup families. These include Asian-range liquidity sweeps and London-open sweep/reversal logic alongside field drills, research tasks and execution checks. The recurring emphasis is that good analysis still requires disciplined execution, product knowledge and risk control.
- XAUUSD
- Gold scalping
- Trading sessions
- Spread and slippage
- Leverage
- Gold macro drivers
- Volatility
- Multi-timeframe analysis
- Liquidity
- Intraday setups
Official book page · Google Books · Free preview