The Complete Guide to Price Zones, Market Structure, Entry Strategies, Risk Management, and Evidence-Based Trading
„SUPPLY AND DEMAND TRADING“ ist ein Buch von Faramarz Kowsari im Bereich Trading und Finanzmärkte. Diese deutschsprachige Entdeckungsseite ordnet den Titel anhand der veröffentlichten Buchmetadaten ein und macht Themen, Zielgruppe, Publikationssprache sowie offizielle Lese- und Kaufwege leichter auffindbar.
Die Buchmetadaten nennen Trading, Marktstruktur, Liquidität, Risiko oder verwandte Konzepte als zentrale Orientierungspunkte.
Publikationssprache: Englisch. Diese Seite ist eine deutschsprachige Orientierung. Das eigentliche Buch ist in Englisch veröffentlicht; Titel, Vorschau und Kaufoptionen auf Google Books beziehen sich auf diese Ausgabe.
„SUPPLY AND DEMAND TRADING“ ist ein Buch von Faramarz Kowsari im Bereich Trading und Finanzmärkte. Diese deutschsprachige Entdeckungsseite ordnet den Titel anhand der veröffentlichten Buchmetadaten ein und macht Themen, Zielgruppe, Publikationssprache sowie offizielle Lese- und Kaufwege leichter auffindbar.
Die Buchmetadaten nennen Trading, Marktstruktur, Liquidität, Risiko oder verwandte Konzepte als zentrale Orientierungspunkte.
Ausgewiesene Schwerpunkte
Supply and demand tradingEconomic supply and demand versus chart zonesBid-ask spread and price discoveryOrder book and auction mechanicsSupply zone and demand zone definitionsBase and departure structuresZone boundaries without hindsightFresh and retested zonesNested and opposing zonesZone ranking and invalidationSwing structure and market regimesMulti-timeframe mappingTrend versus range contextEconomic catalysts and event risk
Originale öffentliche Buchbeschreibung
Englisch
A familiar chart pattern creates a tempting story: price leaves a narrow base, returns days later, and appears ready to bounce from the same rectangle. But what, precisely, does that rectangle prove? SUPPLY AND DEMAND TRADING begins at the point where many zone-trading explanations stop. It treats a price zone as a testable trading hypothesis, not as evidence that unseen institutions have committed to defend a level. The book's opening chapters distinguish the economic idea of supply and demand from supply-and-demand zones on a candlestick chart, then introduce the bid-ask spread, the order book, price discovery, auction mechanics, volatility and the conditions under which historical prices can become useful references. The result is a sharper question than 'Does this look like demand?': 'What can the data establish, and what must the next trade prove?'
The 42-chapter progression builds from market mechanics to zone construction. Readers learn to define bases and departures, compare common departure structures, set boundaries before the future becomes visible, and document freshness, retests, aging, nested zones, opposing zones and objective invalidation. The next layer adds swing structure, market regimes, the multi-timeframe map, available space to targets, trend versus range context, and scheduled economic events. Rather than placing a trade because a rectangle has been drawn, the reader develops a reason to prefer one setup over another, or to reject an attractive-looking setup entirely. This is where the book distinguishes zone location from trade execution: a meaningful price reference is not automatically a filled order, and a strong reaction on a chart is not automatically a profitable trade.
Six distinct trading propositions receive their own decision rules…
Für wen ist das Buch gedacht?
Die Zielgruppe ergibt sich aus der öffentlichen Buchbeschreibung. Für deutschsprachige Leser ist besonders wichtig, dass die eigentliche Ausgabe in Englisch vorliegt.
For discretionary price-action traders, Smart Money Concepts readers, forex and CFD traders, futures and equity traders, crypto-market participants, and systematic researchers who want a rigorous bridge from drawing price zones to making reproducible trading decisions. The book is especially useful for readers familiar with support/resistance who now want to understand zone formation, distinguish multiple entry models, calculate realistic execution risk and test whether their rules survive evidence rather than relying on screenshots of winning trades. It is educational material, not a promise of trading returns.
Ausgewiesene Lernziele
Englisch
Explain what candles and exchange data actually reveal, and why a zone cannot prove invisible institutional orders are waiting.
Define and mark supply and demand zones with reproducible boundaries before seeing the outcome.
Assess departure structure, zone freshness, retests, nested areas, opposing zones and invalidation without hindsight.
Read zones inside swing structure, multi-timeframe context, market regime, available target space and scheduled-event risk.
Differentiate six setup families and write their entry, cancellation, stop and failure rules before submitting an order.
Recognize when a zone is a reference rather than a complete trade, and why a missed limit fill must not be reported as a winner.
Calculate trade risk in account currency using instrument units, quantity, stop distance, spreads, slippage and fees.
Compare market and limit execution, understand partial fills and keep portfolio-level concentration visible.