Présentation du livre en françaistrading et marchés financiers

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 » 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

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

Description publique originale du livre

anglais

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…

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, 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.

Objectifs d'apprentissage publiés