A Practical Guide to Price Action, Market Structure, Trading Setups, Risk Management, Backtesting, and Systematic Execution
“SWING TRADING MASTERY” 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.
“SWING TRADING MASTERY” 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.
Temas destacados
Swing tradingPrice actionMarket structureTrend and swing identificationSupport and resistance zonesMultiple-timeframe analysisVolatility and ATRVolume and participationMarket regimesMarket breadthIntermarket contextSwing-trading screenersRelative strengthSector leadership and rotation
Descripción pública original del libro
inglés
SWING TRADING MASTERY is a practical, evidence-conscious guide to building a swing-trading process that can survive beyond an attractive chart. It begins by treating swing trading as a decision discipline: define the instruments you can actually monitor, understand how orders reach the market, read price without hindsight distortion, and build a weekly and daily workflow that fits the trader’s time, data and risk constraints. Trend, swing structure, support and resistance, multiple-timeframe analysis, volatility, ATR, volume, market regimes, breadth and intermarket context are developed as complementary layers rather than isolated indicators.
The opportunity-selection section turns broad market scanning into a repeatable research process. Screeners, relative strength, sector leadership, candlestick evidence, moving averages, momentum, RSI, MACD, fundamentals, IPO and corporate-action considerations, earnings and catalysts are used to qualify candidates before a trade is planned. The emphasis is on context and falsifiability: a setup is useful only when the trader can state what would invalidate it, where the loss is controlled, and which market condition makes the idea plausible.
Seven repeatable swing structures form the tactical center of the book: trend pullback and continuation; breakout, acceptance and retest; volatility contraction and expansion; base formation and reversal; range trading and mean reversion; post-event or earnings-gap continuation; and failed breakouts with short-side opportunities. Each setup is connected to location, volatility, execution, invalidation and trade management so that chart recognition does not become a substitute for a complete trading plan.
Risk management is treated as the architecture that determines whether a strategy can…
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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 beginner and intermediate swing traders, self-directed investors, technical-analysis learners, part-time traders, and systematic-minded market participants who want a complete process spanning price action, market structure, setups, execution, portfolio risk, backtesting and disciplined review across stocks, ETFs, futures, forex and crypto.
Objetivos de aprendizaje publicados
inglés
Define a realistic swing-trading operating mandate based on available time, instruments, monitoring capacity and loss limits.
Read trend, swing structure, support and resistance as market context rather than as isolated chart labels.
Use multiple timeframes without allowing a lower-timeframe signal to contradict the higher-timeframe trade thesis.
Use ATR, volatility and participation data to judge whether a setup’s stop, target and expected movement are geometrically realistic.
Build screeners and candidate lists using relative strength, sector leadership, momentum, fundamentals and event context.
Interpret candlesticks, moving averages, RSI, MACD and divergence as conditional evidence instead of automatic buy or sell signals.
Plan and distinguish seven repeatable swing setups, including pullbacks, breakouts, volatility expansions, reversals, ranges, post-event continuations and failed breakouts.
Write invalidation before entry so that stop placement follows the trade thesis rather than the trader’s discomfort.