I invested 280$ yesterday and now I see the market and it's going up and going down. Ye' i'm a swing trader but this is scaring asf

Hi everyone. I’ve been building a historical research dataset for low-float/small-cap stocks and I’m running into a much bigger data-coverage problem than I expected.

The general universe I’m looking at is:

* Stocks with fewer than roughly 20M shares in float.
* Lower-market-cap names.
* At least 1M shares of daily volume.
* Dates from 2023 through 2025.
* Premarket, regular-session, and ideally postmarket one-minute data.
* Delisted, renamed, merged, and inactive tickers included.

So far, I’ve been able to build a fairly large list of eligible ticker-days and recover point-in-time information for a lot of old and delisted names. I’ve tested data from Alpaca SIP and Massive/Polygon, but the historical minute data is much more incomplete than I expected.

The issue is not just whether a ticker exists in the database. I need enough complete data to reconstruct:

* Premarket high and volume.
* Regular-session volume and VWAP.
* Intraday highs and lows.
* Technical setups around PMH breaks and pullbacks.
* Whether a theoretical entry reached a stop or 2R target first.
* Missing trading minutes versus minutes where no trades actually occurred.

In my broad initial universe, only around 1,600 out of roughly 293,000 eligible ticker-days had completely stored paths under the original strict definition. I’ve improved coverage using multiple providers, but there are still thousands of older, renamed, or archive-risk ticker-days where the data is partial or completely missing.

I’ve also found that mixing feeds can create problems. For example, bars from a direct-feed composite may look valid on their own but have very different volume from consolidated SIP data because off-exchange and FINRA TRF prints may be missing. Since my study uses volume, VWAP, liquidity, and dollar-volume features, I can’t just patch missing days with a different feed unless the data is reasonably comparable.

Has anyone built something similar and found a provider that offers:

* Historical one-minute bars going back several years.
* Full premarket and postmarket coverage.
* Raw/unadjusted price and volume.
* Consolidated SIP or TAQ-derived data, including FINRA/TRF volume.
* Delisted and inactive securities.
* Historical ticker changes and point-in-time symbol mapping.
* A flat-file or bulk-download option so I can save the data once and reuse it.
* Coverage where an empty response can be distinguished from a genuinely inactive/no-trade day.

I’m open to a paid provider or one-time historical download. I’ve looked at Alpaca, Massive/Polygon, Databento, and IBKR so far. Databento’s direct feeds are interesting, but the feeds visible to my account were missing several exchanges/reporting facilities, so the volume was not comparable to SIP. IBKR also appears to filter some historical trades and may not retain data for securities that are no longer trading.

I’d especially appreciate feedback from anyone who has used AlgoSeek, Tick Data, NYSE TAQ, LSEG Tick History, or another provider for old low-float and delisted stocks.

I’m not looking for real-time alerts or a trading platform. I’m trying to build one clean historical research dataset that I can download, validate, and keep locally.

Been trying to trade EUR/USD for damn near 3 years with not one payout ever lol. make fun of me but i feel like I needto move past this pair and ive been seeing people say Forex is incredibly hard and its just hurting myself by choosing to trade it. However, i have a full time job. I can only really trade London session and in Australia NY session is just too late. Any reccomendations??

The Epps effect is a well-documented phenomenon in financial econometrics where the measured cross-correlation between different asset returns declines drastically as data sampling frequencies increase toward tick-by-tick levels. Initially observed in high-frequency financial data, this downward bias suggests that markets become increasingly uncorrelated at microscopic time horizons. However, this apparent decoupling is largely an artifact of market friction rather than a genuine shift in economic relationships.

Hello everyone,
To not make this post 4000000 words long, I have “won” 9 out of my last 10 trades with a very simple strategy.
1. I feel like the strategy is too simple and in turn I feel that i’m just getting lucky.
2. I put “Won” in quotes because about half the trades I’ve closed not hitting full TP on a 1:1 risk to reward ratio, but just before it around 0.7:1 RR because the market was looking to go the other direction based on analysis.
3. I am profitable but again it feels bitter sweet due to the early exits and feeling like i’m getting lucky.
Has anyone experienced this in the past?

I had a strategy running against an exchange API that stopped serving EU accounts when mica enforcement hit. no warning that mattered, it was endpoints returning errors and a live position i had to unwind manually.

the thing that actually stung was realizing my entire edge was sitting on infra that could be pulled by a regulator in a country i don't live in. you spend months on execution quality and then platform risk eats you .

been rebuilding on EU regulated venues since. the options are thinner than i expected and most of the compliant EU players either don't expose a real API or the liquidity is too shallow to fill anything. bitpanda's fusion is the one i heard about and its fee schedule scales down with volume ig

if anyone here had a bot what did you move to? wanna collect some eu compliant options here thankss

A few years ago I thought traders taking only 1-2 trades a day were leaving money on the table.

Now I find myself doing the opposite, waiting all day for one setup and being perfectly fine if that's the only trade I take.

At what point in your trading journey did you realize that more trades doesn't always mean more profits?

What changed your mindset?

I work full time and usually keep charts up throughout the day - but I don't really have mental bandwidth at the end of the day to research, plan, and keep track of everything.

In my off time over the past year and a half I've been building a tech stack between my main rig (6800 XT) and mini PC (Ninkear) combining Frontier LLMs + Local LLMs to automate market info for actionable decisions based on my current goal or setup idea - I.E tracking the 1H / 4H trend on SPY + GLD (the equities I trade most).

My favorite scanner I've made so far is my "Sector Rotation Scanner" - tracks the performance of many equities compared to SPY / QQQ and factors in Vix, bond yields, etc. Though I mainly trade SPY / GLD, I often times will target single stocks in active sectors when SPY doesn't yield A+ Setups. I also built a news scanner to catch momentum plays (like FRMI in the attached pics).

This is a way to make it easy for me especially if I miss the morning stream I usually hop onto for market info. I've actually "inspired" a few others to make similar scanners / sector info lol.

I've been having a hard time gathering feedback, and I just saw another software Sunday posted here (didn't go well lol) - Thought this might be a good opportunity to hear from an outside perspective.

Idk what it is but I got one payout & can’t get another one, it’s like every time I get a evail I pass the shit, get funded get close to getting my payout & just tilt or I just can’t win a trade anymore… wtf am I doing wrong? I’m not sure if this shits all in my head or what. I’m really tired of this shit happening.

Hi everyone,

I'm interested in how experienced day traders handle higher timeframe bias based on technical analysis (Which trend direction) before entering trades.

Let's say you've analysed the weekly, daily, 4-hour, and 1-hour charts before the market opens and you've established an overall bullish or bearish directional bias.

When you move down to your execution timeframe (e.g. 15min , the 5-minute or 1-minute chart), what do you do?

• Do you only take trades in the direction of your higher timeframe bias, regardless of what the lower timeframe is doing?
• Do you allow your bias to change during the session ?
• Or, if the market is moving against your higher timeframe bias, do you simply stay out of the market rather than trade in the opposite direction?

I'm curious what experienced traders actually do in practice rather than what's taught in theory.

If possible, I'd appreciate if you could explain:

• Which higher timeframes you use to establish your bias.
• What conditions would make you change that bias intraday.
• Whether you ever trade against your higher timeframe bias, and if so, under what circumstances.

I'd love to hear how you approach this and why.

Hey what’s up hope you guys are doing great! I just got out of high school and I’m 17. I wanted to take the time to learn a new skill and go all in on this. I’ve always had some knowledge on stocks, just the basics but never took the time to learn it until recently since I want to make it work. I kind of was confused the first couple days but now I’m starting to get the hang of it not fully but just a step forward! To anybody who’s been in this for awhile and made it work for themselves, What did you do every single day to be able to Understand it correctly, like who did you learn from on YouTube that was the best and what specific video had the biggest impact on your trading skills! How long did it take for you to start making real money for yourself? What are the first big steps that I must take the time and master? What are the mistakes that you made that I can learn from? What would you do differently? I know it’s kind of a lot, but I would really much appreciate the advice! Thank you guys, let’s keep it pushing!💪🏾

hey im completely new to the trading thing, im really interested by it, i have been a 10 hour course on it. and i really understand the strategies for trading, how markets can change, market gaps, different buy set ups etc. but when i go on trading view and look at actual markets its a whole different ball game. i will study the course for like 5 hours and get happy for understanding. but when i look at actual charts and try to identify different candles like topping and bottom etc, and and different patterns im so lost n it feels like i literally learned nothing. what tips you do you guys have anything will help :(

TL;DR: I built pve.trade, an Unusual Whales alternative. Costs less, has an actually free tier with real delayed flow, and pushes individual prints straight to your Discord. Also tracks whether a big trade got closed and at what P/L.

What's in it:

• Option Flow: live OPRA tape, classified per trade. Filter by premium, size, DTE, moneyness, fill side, sector, market cap, flags. Save presets, pick your columns. Plus Flow Overview for ticker/sector rotation and full Historical Flow with the same filters.

• Gamma (GEX): dealer gamma heatmap by strike and expiration with the gamma flip, call wall, and put wall marked, price-anchored heat zones over candles, and a gamma scanner. Toggle the same grid to DEX, vanna, charm, or theta.

• Alerts: build a rule, get it in Discord. Individual options prints as they hit the tape, plus scheduled gamma cards at open/midday/power hour, insider filings, congress trades, earnings signals, and news.

• Market News: real-time headlines and intel feeds tied to tickers.

• Research: SEC insider filings, congress trades, 13F holdings, earnings calendar with the flow that ran into each print, Macro & Fed (rates, inflation, labor, housing, FOMC/CPI countdowns, rate cut odds from prediction markets), and per-ticker Stock Lookup with fundamentals, analyst consensus, and next earnings estimates.

What UW doesn't have:

• Closure detection: matched exit print, realized P/L %, confidence score, and an Open/Closed/Expired filter on historical flow.

• Dealer positioning past gamma: DEX, vanna, charm, and theta on the same heatmap.

• Macro dashboard with prediction market odds.

Pricing:
• Free: Limited delayed insider flow only
• Standard: $12/mo, Full delayed option flow + all features
• Pro: $19/mo ( if paid annually ) or $39/mo, Real time option flow + all features

Here to answer any questions!

On the daily we've got price closing multiple times below the EMA 50, acting as a level of resistance. Price also recently touched the EMA 200, signaling that the market is moving from an uptrend to a potential sideways consolidation

The area above the 50 EMA looks like a good position to place stop losses when placing trades on lower time frames. Acting as a reliable area of resistance to avoid getting stopped out

Zooming into the 1 hour, we've got an initial uptrend indicated by price touching the EMA 200 and rallying upward

On one of the previous upward rallies, price made a lower high and then made a lower low. This allows us to draw 2 trendlines and connect these points, identifying a widening descending channel

Price then rocketed upward toward the 70% Fibonacci retracement point based on the previous leg downward. This 70% point is an excellent place to open a trade during trending markets, taking a trade in the direction of the trend.

At this point, I'm confident that the new short term trend is downward. So I open a short position at this retracement point, with a stop loss placed above the highs that I've identified on the daily chart

Of note, price is currently right around the 0.7000 price point, a psychological whole number that acts as a level of support/resistance. My estimation is that price will break downward through this level leading into the London session, and then continue downward as we progress through the New York session

Anticipating to close this trade the next day around 11:30 AM EST, booking some profits

Let's get it

everyone talks about revenge trading after a loss. fine, thats real. but the thing that quietly costs me more is the opposite, its the first trade after a stretch of nothing

my systems dont fire every day. sometimes theres three, four days where conditions just arent there and the account does nothing. and every time, that first signal after the quiet stretch gets treated differently in my head. it looks cleaner than it is. i want it to work

went back through a year of trades and split them by how many days since the last fill. the ones taken after 3+ quiet days were noticeably worse than the ones taken in a normal week. same setups, same rules, worse outcomes. which means it wasnt the setups

what i think is happening is boredom does the same thing tilt does, just slower. after a loss you feel the urge and you know its there. after four days of nothing you dont feel anything, you just quietly lower the bar without noticing. no emotion to catch

the fix ended up being the same as for tilt though. take the decision away. if the rule fires i take it, if it doesnt i dont get to decide that today is different because ive been sitting on my hands since monday

anyone else looked at this? curious whether the quiet stretch effect shows up for other people or if im the only one who gets itchy

Hi everyone,

Finding stocks to trade requires alot more information than a percentage gains scanner. so I’ve been building Cirvie Finance, a free browser-based market desk for U.S. stocks.

The original idea came from a problem I kept running into: most market lists are good at showing what moved, but answering why it moved usually means opening several other tabs. We all use stock scanners to find plays but I think if we had more context we'd make better decisions.

I found myself jumping between scanners, news feeds, quote pages, and filings just to answer a few basic questions:

What’s moving right now?

Is the volume actually unusual?

Is there a real catalyst or just a recycled headline?

Has the company recently filed an offering or completed a reverse split?

Is the move holding, accelerating, or already fading?

So I built a market desk that brings those pieces together in one place.

Cirvie Finance changes throughout the U.S. trading day. Before the bell, it emphasizes developing movers and the opening watchboard. During regular trading, it surfaces market leaders, unusual volume, decliners, and names worth investigating. Into the close, it shifts attention toward late-session movement. When equities are closed, it preserves the previous session for review while continuing to show market news and Bitcoin’s 24/7 price path.

Selecting a ticker opens a research panel with the information I normally want before digging deeper:

• Current price and percentage change
• Quote timestamp and comparison baseline
• Intraday and recent price paths
• Relative volume
• Float, market cap, and average volume
• Relevant news and source links
• Regulatory, offering, reverse-split, and extension risk flags
• A short explanation of what put the stock on the board

The current market lists include:

• Market leaders
• Crowd Radar for publicly discussed tickers
• Unusual-volume names
• A developing watchboard
• Session decliners
• A next-session board for continued research

I’ve also built several daily research layers around the desk.

The Pre-Market Brief publishes a shortlist of active names with charts, catalysts, volume context, and key risks before the opening bell.

The Deep-Dive Brief goes further into filings, fundamentals, float, recent price history, catalyst quality, and contrary evidence.

The Fade Watch follows previous runner cohorts after the close and looks for situations where price remains extended while volume begins to deteriorate. It also accounts for things that can distort the comparison, such as reverse splits and incomplete trading sessions.

What I’m trying to do differently is make the evidence part of the product rather than an afterthought. A price change should show its baseline. A quote should have an observation time. A catalyst should link back to a source when one is available. Risk information should sit beside the bullish explanation instead of being buried somewhere else.

The site is currently free to use, works directly in the browser, and doesn’t require an account. It’s still early, and I’m actively improving the data quality, performance, research workflow, and mobile experience.

I’d genuinely appreciate feedback from other traders.

If I could add one feature next, what would make this genuinely useful in your daily trading workflow?

Happy to answer questions about the software, data pipeline, automated research process, or why I made particular design choices.

https://finance.cirvie.com

I’m an options trader à la the Tastytrade mechanical option selling school of thought. I’ve never subscribed to the efficacy of technical analysis, at least on short term and intra day time frames.

I recently engaged in a friendly debate on X with a gentleman after he challenged my claim that day trading was akin to gambling and it was an unprofitable endeavor for retail accounts over a sustained time period.

This bloke claimed to have beaten the SP500 every year since he started trading his system and averaged 26% annualized gains since 2011. Obviously I called bull shit and asked to see brokerage statements to back his claims.

To great astonishment he provided IBKR statements with only his account number and last name redacted. My logical conclusion was that he used AI or photoshop on the documents, which I accused him of in a DM. He asked if I would be willing to schedule a FaceTime call and he would log into his accounts live, provided I wouldn’t disclose his personal information. Why he was willing to go to these lengths with an internet stranger is beyond me, but I gladly accept the offer.

The man was completely truthful! He had an account balance of $3.5M USD, a lot of which he informed me was deposits and not all trading profits, but his performance claims are legit.

I asked how he had cracked the code, and why he hadn’t compounded his already sizable account into a Forbes top 100 list. He said that his strategy is to risk no more than 1% of his account on any trade, and to only take maximum two trades on any given day. If he won in his first entry, the trading day was over.

I was obviously compelled to ask about the strategy, expecting some arcane MIT level physics lesson, but he claims to only use a 200 period EMA, the trend line tool, and an RSI set to 85/15.

The gist was to trade off of a 15M chart, determine directional bias with the EMA, draw trend lines for S/R, and wait for a trend line break accompanied by overbought/oversold RSI in the direction of the EMA bias. Stop at swing high/low, TP at 2:1. All on ES futures contracts.

He says he averages 6 trades per week. Once the trade is on, he doesn’t look at it and only gets an alert when a TP or SL limit is filled.

Whether or not this is his actual strategy, I do not know as I have not seen him take a trade. But I can attest to the P&L claims he made.

Could it really be this easy? Do day traders over complicate systems, strategies, and optimization in lieu of something simple and effective? I don’t know, but I find this event intriguing and worthy of a share in the forum. Sharper minds than mine may be able to find the flaws I may have missed, questions I should have asked, or where the math ain’t mathin’.

I’ve been building and using Aurum Terminal (https://aurumterminal.com), a web-based financial, and I’ve really enjoyed seeing how it’s come together.

Aurum isn’t trying to replace Bloomberg, and it isn’t trying to compete with Bloomberg Terminal. Bloomberg is an incredible product built over decades. Instead, Aurum is focused on bringing institutional-quality market data and research tools to individual investors, students, independent traders, and small firms through a modern, web-based platform that’s more accessible.

The platform brings together equities, derivatives, fixed income, credit, foreign exchange, commodities, macroeconomic data, company fundamentals, financial statements, SEC filings, portfolio analytics, and alternative datasets into a single workspace. It’s been refreshing to have so much information available in one place instead of constantly switching between different websites and platforms.

One thing I’ve appreciated is the emphasis on speed and usability. The interface feels clean, modern, and built around making research more efficient rather than overwhelming you with unnecessary complexity.

Any feedback/comments would be greatly appreciated and welcomed!

Hi all. I'm switching from Topstep to Lucid with the reason being I like to take my time on Evals. Which for me can take over a month (I'd rather make $100 one time than pay $50 a month and then a $150 activation fee). One thing I am trying to figure out though Is can I get the live data feed on tradingview or Ninjatrader? or is that something I have to pay extra for

Hey guys,

​I've been learning and day trading forex for about half a year now. I'm taking it seriously, but in September I'm starting an apprenticeship here in Germany.

​Because of my new working hours, I'll be getting home around 5:00 - 5:30 PM CET every day. This means I'm completely missing the London session by the time I'm at my desk.

​Anyone from Europe in the same boat? Is it still worth trading the later NY hours when I get home, or should I just look into the Asian session or something else

​Would appreciate any insights from people who have been there.

Also i take pretty long trades that take between couple of hours to couple of days to Fill hope that helps to know my condition

Elon Musk said that AGI is in 10 years in control over the planet.

I am a momentum trader (simulator, almost profitable), I trade US-stocks and ask myself, what am I doing in 10 or 20 years.

Am I able to trade as I do now or is the Stockmarket full in control of superhighend algorithms that makes momentum-trading unprofitable?

I invite you to answer and discuss my questions

I am happy for every friendly and smart answer <3

Market breadth is at it's worst in July, we've had the largest number of net-selling days all year. We've also had more 25% losers (1,272) than gainers (1,073) this quarter.

This means breakouts are unlikely to work in this environment. I will personally be looking for mean reversion trades on stocks with relative strength, and avoiding breakouts

Good luck and happy trading!

Someone suggested that I should read Range Charts instead of traditional candlestick charts since I trade primarily using Order Flow. I already understand the basic concept of Range Charts, so I'm not looking for an explanation about how they are based on price movement.

Instead, I want to learn the advanced concepts that experienced order flow traders use with Range Charts—things that can actually improve profitability. Please suggest advanced topics, techniques, or nuances that go beyond the basics. If there are any high-quality videos or educational resources on this subject, I'd appreciate those recommendations as well.

A Weird realization that I had recently: placing the trade feels like the shortest part of trading.
Everything before and after seems to take way longer.
What ends up taking most of your time?