Présentation du livre en françaistrading et marchés financiers

Opening Range Gap Trading

Name: Opening Range Gap Trading
Author: Faramarz Kowsari

The Smart Money Guide to RTH Gaps, Consequent Encroachment, Quadrants, and Intraday Repricing

« Opening Range Gap Trading » est un livre de Faramarz Kowsari dans le domaine trading et marchés financiers. Cette page de découverte en français organise les métadonnées publiques du livre afin de rendre ses thèmes, son public, sa langue réelle de publication et ses accès officiels plus faciles à trouver.

La fiche publique met en avant le trading, la structure de marché, la liquidité, le risque ou des concepts connexes.

Langue de publication: anglais. Cette page est une orientation en français. Le livre lui-même est publié en anglais ; le titre, l'aperçu et les options d'achat sur Google Books correspondent à cette édition.

Voir sur Google Books Ouvrir l'aperçu gratuit Page originale du livre

De quoi parle ce livre ?

La fiche publique met en avant le trading, la structure de marché, la liquidité, le risque ou des concepts connexes.

Thèmes mis en avant

Opening Range Gap (ORG)RTH versus ETH09:30 ET cash-market openPrevious-session reference priceORG upper and lower boundariesGap width and directionConsequent Encroachment (CE)Q25 and Q75 quarter levelsPremium and discountFour ORG quadrantsTraversal and rejectionPre-open biasPrevious-session structureOvernight structure

Description publique originale du livre

anglais

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…

À qui s'adresse le livre ?

Le public visé est fondé sur la description publique du livre. Pour les lecteurs francophones, il faut noter que l'édition disponible est publiée en anglais.

For intraday futures and equity-index traders, SMC/ICT-informed readers, systematic-minded discretionary traders and researchers who want to define, test and execute Opening Range Gap ideas with explicit session rules, reproducible measurements and risk discipline.

Objectifs d'apprentissage publiés