A Practical Guide to Price Action, Market Structure, Trading Setups, Risk Management, Backtesting, and Systematic Execution
« SWING TRADING MASTERY » 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.
« SWING TRADING MASTERY » 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.
Thèmes mis en avant
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
Description publique originale du livre
anglais
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…
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 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.
Objectifs d'apprentissage publiés
anglais
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.