Presentación del libro en españoltrading y mercados financieros

The First Hour Dealing Range

Name: The First Hour Dealing Range
Author: Faramarz Kowsari

Trading the 9:30-10:30 New York Session with Smart Money Concepts

“The First Hour Dealing Range” 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.

Ver en Google Books Abrir vista previa gratuita Página original del libro

¿De qué trata este libro?

La ficha pública destaca trading, estructura de mercado, liquidez, riesgo u otros conceptos relacionados como ejes del libro.

Temas destacados

First Hour Dealing Range (FHDR)9:30-10:30 New York sessionRegular Trading Hours (RTH)Extended Trading Hours (ETH)Eastern Time and DST integrityOvernight high and lowPre-market high and lowPrevious-session liquidityOpening Range Gap (ORG)Consequent Encroachment midpointORG quadrants and fill statesPre-open narrative and conditional bias9:30-9:35 information windowInitial liquidity run

Descripción pública original del libro

inglés

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…

¿A quién va dirigido?

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 intraday futures and equity-index traders, Smart Money Concepts and ICT-informed readers, and systematic-minded discretionary traders who want a disciplined, testable framework for the New York 9:30-10:30 first hour, with explicit session definitions, execution rules, risk controls, no-trade decisions and backtesting practice.

Objetivos de aprendizaje publicados