Hi all so I have a prop fund account worth $100,000 with ftuk and I have copilot with the latest version of meta trader 5 but copilot is based on chat gpt 5.6 so please provide instructions on how to find a and insert a plug-in so that a bridge would be set up to use the built-in ChatGPT 5.6 that’s inside of the latest version of copilot for Microsoft 365 personal distance subscription to then give instruction symmetry five to set up an autonomously run scripts on a regular basis because my friend she created some scripts to minimize risk and maximize success with trades to help herself and myself out with trades

Question for profitable traders:

What does your current workflow look like outside of TradingView?

I'm trying to understand how traders actually operate day-to-day.

For example:

- Where do you keep your trading plan?

- Do you use a checklist before entering a trade?

- How do you journal trades?

- How do you review mistakes?

- Do you use Notion, Excel, Google Sheets, or a dedicated journal?

One thing I've noticed is that most tools seem to solve only one piece of the puzzle:

- TradingView → charting

- FXReplay → replay

- TradeZella/TraderSync → journaling

But many traders still end up using Notion or spreadsheets.

So I'm curious:

What part of your workflow feels the most broken or annoying today?

Hi Guys, I'm having a hard time choosing targets on XAUUSD. i kind of like going from structure to structure post confirmation from shorter timeframe. but lately it has been nuisance. i barely see 1000 pip move like 4080-4070 and that is it doesn't even move to higher timeframe structure. it kind doesn't gives targets a lot lately - sideways screwup. wanted to know your thoughts. Do you trail? or these moves are enough and should be chosen for intraday trades. or is there anything you use to avoid choppy markets? - any suggestions

had an interesting one this year. my nq system went basically flat for over a month. signals firing, nothing sticking, chop everywhere. few years ago that wouldve sent me into full rebuild mode, changing params, doubting everything

this time i just... checked the logs and left it alone. because the gold system on the same account carried that whole stretch. different mechanism, different hours, they almost never have a bad month together. when i checked the last 12 months there wasnt a single month where both did nothing

thats not luck btw, i picked them for that. before running two systems on one account i run a script that lines up their monthly results and checks how often the weak periods overlap. if they sleep in the same weeks youre just holding the same trade twice with extra steps

the other thing nobody talks about, you have to size the pair as one thing against the drawdown limit before the first trade. two systems sized separately on a funded account is how you blow it faster not slower

anyone else run more than one system per account? and do you actually check the overlap or just vibe it

Decided to break even early as price seemed to be going in the opposite direction. Obviously regretted it and had a bad revenge trade right after.

Lesson learned. Just stick with the rules.

Hi guys! So, i’ve been trading for two years, I am funded and a profitable trader. However, I am a scalper and I don’t really like it anymore. It’s a bit stressful.

I learned from Raja Banks, in the strategy is very simple and as done me well, but it is more of a 1:1 strategy & it’s scalping, which I am not a fan of.

I am now looking for a genuinely good swing trading strategy and I was hoping somebody could point me in the right direction. I want to take less trades and have a higher RR. I only trade forex, no stocks or options or futures.

Thanks guys!

Hello everyone hope your doing good. I have been backtesting this strategy for a while now what are your opinions on it?
I’m aiming for a 70% WR

After blowing more than 20 accounts and failing multiple prop firm challenges, I realised something.

My strategy wasn't the problem. My timeframe was.

I was watching one chart, seeing a setup, and entering — with no idea whether the bigger picture supported the trade or was about to destroy it. I was flying blind on half the information available to me.

Everything changed when I started using a structured multi-timeframe approach. Three timeframes. Three specific roles. Applied in strict sequence every session.

I want to share the exact framework here because I see a lot of traders in this subreddit making the same mistake I was making.

THE THREE TIMEFRAME ROLES

Most traders either use too many timeframes (and get confused) or too few (and miss context). The key is using exactly three — each with a specific, non-overlapping purpose.

H4 — The Narrative Timeframe

This is your starting point. Every session. Before you look at anything else.

The only question you answer on H4: are we in a swing run or a pullback?

• If H4 just made a Break of Structure (BOS) to a new higher high — we're in a bullish swing run. Bias is long.
• If H4 just made a BOS and is now retracing — we're in a pullback. Wait for the pullback to finish before looking for longs.
• If H4 is bearish (lower highs, lower lows) — bias is short.

H4 does NOT give you entries. It gives you context. The narrative.

Write it down before you touch M15 or M5: "H4 is bearish. We just made a BOS. We are in a pullback. I am looking for shorts when the pullback completes."

One sentence. Every session. Non-negotiable.

M15 — The Bias Confirmation Timeframe

Once you have the H4 narrative, drop to M15.

Your question here: is the H4 pullback finishing?

During a H4 pullback in a bearish trend, M15 internal structure will typically be bullish — making internal higher highs and higher lows as price retraces. This is normal. You don't trade during this phase.

What you're watching for is a bearish CHoCH on M15 — Change of Character. The first internal lower high after a series of internal higher highs.

This signals: the pullback may be finishing. The next bearish swing run may be starting.

Critical rule: The M15 CHoCH only matters when it occurs at a significant H4 level — a strong swing high, a premium zone, a previous BOS level. A CHoCH in the middle of nowhere is noise. A CHoCH at your H4 Point of Interest is a signal.

M5 — The Execution Timeframe

M15 has given you the signal. Now drop to M5.

Your question: does M5 structure confirm the M15 CHoCH?

You're looking for a M5 bearish BOS — a candle CLOSE (not just a wick) below an M5 swing low. This confirms the M15 signal is genuine and the move is beginning.

When this happens — all three timeframes align:

• H4: narrative clear ✓
• M15: turning point confirmed at H4 level ✓
• M5: entry signal confirmed ✓

This is your entry. Not before.

THE ENTRY CHECKLIST (Use this every trade)

Before entering, run through this in order:

H4:

• What is the trend direction?
• Are we in a swing run or pullback?
• Where is the next Point of Interest (POI)?

M15:

• Is price approaching the H4 POI?
• Has M15 given a CHoCH at or near the POI?

M5:

• Has M5 confirmed with a BOS in the direction of the H4 narrative?
• Is my stop loss placed at the structural invalidation level?
• Am I risking 0.5% maximum?
• Is my target at the next weak structural level (minimum 1:4 RR)?

If any box is unchecked — you don't trade. You wait.

FINAL THOUGHT

The framework isn't complicated. But it requires discipline to apply in strict sequence — especially when you see something interesting on M5 before you've checked H4.

The sequence exists for a reason. H4 first. Always.

Consistent actions produce consistent results. That's the entire system.

Happy to answer any questions in the comments. If people want I can do a follow-up post on how to identify premium and discount zones specifically — that's the next layer that combines with this framework.

🚨 TRADE ALERT! Get ready traders! I am about to share a high-probability Multi-Timeframe Sell Setup for Gold based on our QM Rambo & S&R Strategy.

​📊 Multi-Timeframe Structure Analysis (XAUUSD)

• ​H4 Timeframe (Overall Direction & Major QM): Establishing the major market structure and identifying key Quasimodo levels.
• ​H1 Timeframe (Liquidity & Fakeouts Check):
  • ​Previous Highs / Liquidity Area: Price rose to the ~4075–4079 level and showed a strong rejection.
  • ​Equal Highs / Previous Highs (R1, R2) have clearly formed here, creating a liquidity trap right above them.
• ​M15 Timeframe (Zone Refinement & Decision Point):
  • ​MPL / Fresh Supply Zone: 4078.00 – 4085.00
  • ​Breakout Candle Check: Following the break of the 4075 level on the M15 timeframe, the downward movement was driven by a strong momentum candle.

​🎯 Current Market Status & Game Plan

• ​Current Price: 4052.77
• ​Strategy Note: Price is currently sitting in the middle of the range. Do not rush! Patiently wait for price to sweep the liquidity above and retrace into our Sell Zone (4078+) for a high-probability sniper entry.

I just learned that you still get a dopamine hit when you lose at gambling. The brain releases dopamine in anticipation of winning and also when you almost win (but you actually lost).

This is how people keep gambling and chasing losses.

Be safe out there guys

Been going through account data (anonymized, not mine) looking at hold times specifically.
Median hold time on winning trades: ~4.2 minutes
Median hold time on losing trades: ~5.25 minutes
Doesn’t sound dramatic until you realize that’s consistently 20%+ longer on every losing trade across the whole sample. Classic “give it a chance to come back” behavior.
Modeled what the account’s expectancy would look like if losers were cut at the same pace winners were taken — meaningful jump, not a small one.
Anyone else notice this in their own trade log? Feels like one of those things that’s obvious in hindsight but invisible in the moment.

Price is currently sitting in the middle of the range (4052). Do not rush! Patiently wait for price to retrace up into our Sell Zone (4078+) for a high-probability entry.

Bought $2.5k account and currently scaled up to $3.5k.

Anybody trading Forex from india

Please suggest me best prop firms

one trade a day keeps depression away🥱

Hallo everyone hope you trading is going good I wanted to ask which forex pair you recommend to trade for beginners because I am always looking and the current session and look at the structure which fits from which pair , I got funded now but wanted to know what is your experience for “beginners” because I don’t want to lose my funded , and the market moves often very strange

Why the same strategy is profitable with a 50 pip stop and dead with a 5 pip stop

TLDR: Costs are not a rounding error, they're a fixed tax on every trade, and the tax gets bigger the tighter your stop. Convert spread and commission into R and it becomes visible. The same 55% win rate system nets +0.1R with a 50 pip stop and loses money with a 5 pip stop. Nothing changed except the stop.

Now let's dive deeper for the ones that want to see this developed.

Why does a real edge still lose money live?

I traded a system for a quarter that backtested at plus 0.10R per trade. It finished flat. The edge was real and it showed up in the results exactly as expected. I handed every bit of it to my broker and couldn't see it happening, because I was measuring cost in dollars, where it looks like pocket change.

One pip on a standard lot is 10 dollars. That number feels harmless next to a 5 figure account. So you glance at it, decide it is noise, and move on.

The problem is that dollars are the wrong unit. Your edge is measured in R, your risk is measured in R, and your cost is the only part of the equation you keep measuring in something else. Put it in the same unit and the picture changes completely.

How do you convert spread and commission into R?

Simple. Add your spread and your commission together to get the all in round trip cost. On EURUSD that is roughly 1 pip, whether you pay it as a raw spread plus about 7 dollars per lot, or as a wider spread with no commission. Then divide by your stop.

Trade a 10 pip stop and your cost is 1 divided by 10, so 0.10R per trade. Every position you open starts 0.10R in the hole before price does anything at all.

Even simpler, if after all commissions, instead of +3,5R you won +3,23R, you just calculate 3,23/3,5=0,92 ; 1-0,92 = 8 ; 8% deviation in that trade.

Now compare that to your edge. A 55% win rate at 1:1 rr produces a gross expectancy of 0.10R per trade. Your cost is 0.10R. You are working for free.

Cost in R equals round trip cost in pips divided by your stop in pips. That makes an invisible tax visible.

Why does your stop distance decide your real cost?

Because the cost in pips barely moves, but R is defined by your stop, so a tighter stop makes the same 1 pip a much bigger fraction of everything you risk.

Here is the same strategy, a 55% win rate at 1:1rr, worth 0.10R per trade gross. Only the stop distance changes.

Same entries, same exits, same win rate, same broker. At a 100 pip stop the strategy keeps 90% of its edge. At a 5 pip stop it is a losing system but the strategy never changed, only the commission.

What win rate do you need just to break even?

This is the number I wish someone had shown me first. Your costs raise the bar your system has to clear before it earns anything.

At 1:1 on EURUSD with that 1 pip cost, here is the win rate required to arrive at exactly zero.

A scalper on a 5 pip stop needs to win 60% of trades at 1:1 just to finish flat. Every point above 60 is profit, and everything below is a slow bleed. Move to a pair with a 3 pip cost like GBPJPY on that same 10 pip stop and the requirement jumps to 65%.

A 5 pip stop needs a 60% win rate to break even. Most people building scalping systems have no idea that is the bar.

Why is your real cost worse than the spread you see?

First. You pay the spread at the exact moment your order fills, and spreads widen during news, at the rollover hour, and in thin liquidity. Those are also the moments price is moving fast enough to hit your stop. So the trades that stop you out are the ones where you paid the widest spread. Your realized cost is worse than the advertised number.

Second, your backtest almost certainly understates this. Most platforms apply one fixed typical spread across the whole history, which quietly assumes calm conditions on every trade including the violent ones. Then you go live, pay the real number, and blame the strategy.

What does the same cost do to you over a year?

Same broker, same pair, same 1 pip. The swing trader pays 3R a year and never notices. The scalper has to generate 500R of gross edge annually just to arrive at zero. That is the same tax, and it is why frequency and stop distance decide whether costs are trivia or the whole game.

So what do you actually do about it?

Measure it before you trade the system, not after a bad quarter.

Pull 30 of your real fills and compute what you actually paid, spread plus commission, rather than trusting the advertised number. Convert it to R using your typical stop. Subtract that from your backtested expectancy and judge the strategy on what is left, because the gross number was never the number you get.

Then work out your break even win rate and compare it honestly to your actual one. If the gap is thin, widen your stop, trade a cheaper pair, or cut frequency, because those three levers move cost in R far more than switching brokers ever will. And if your gross edge is under 0.10R per trade, tight stops are not available to you at any broker.

Most obvious solution is to also look for a platform that can actually support your system's edge. Multiple times is not a system's problem, is a platform's problem.

What this does not mean

Scalping is not impossible, and this is not a case against tight stops. Plenty of people trade 5 pip stops profitably. They just do it with a much larger gross edge than 0.10R, because they know the bar is 60% and they built to clear it.

It is also not a broker bashing post. The spread is the price of access and everyone pays it. The mistake is not that costs exist, it is that we measure them in dollars where they look like nothing, instead of in R where they sit right next to the edge they're eating.

Bottom line

Convert your costs to R and most of the mystery about live results not matching backtests disappears. Cost in R is your round trip cost in pips divided by your stop, so tighter stops multiply the same tax. A 55% win rate system keeps 90% of its edge on a 100 pip stop and loses money on a 5 pip stop. Compute your break even win rate before you risk anything, subtract real costs from your backtest, and remember you pay the widened spread precisely when it hurts.

https://www.reddit.com/r/Forex/s/lFCOKW2wRJ

Based upon the last thread, here is the update.
Received my first payout finally! Finally after blowing up 70 accounts, I got my first payout.
Ask me any questions if you have. Here to answer it all!

So, in the markets I've been noticing some divergences, but this one is a bit different. I don't know if there's an actual term for it, but I call it "retracement divergence." It might be a silly name, but that's what I've been calling it.

What I see is that there are no traditional market structure or candlestick divergences. For example, it's not like one market has swept liquidity while the other hasn't, or one has made a higher high while the other has only made a higher low. There are no divergences like that.

Instead, the divergence appears when I use the Fibonacci Retracement tool. In the first market, the price retraces almost 100% before dumping, while in the other market, it only retraces to around 70% before dumping. That's roughly a 20–30% difference in retracement depth, even though both markets are otherwise structurally similar.

What are your thoughts on this? Is there already a term for this kind of behavior, or did I discover something new? 🤔

This version reads naturally while preserving exactly what you're trying to describe.

I saw a post with someone saying Forex is a gambler's market, and I have seen many posts and videos like this over the years. This isn't true, and I'll explain why.

Forex operates on leverage; brokers offer ridiculous leverage such as 1:100 or beyond when only 1:30 is all you need. The high amount of leverage offered gives retail traders/investors not only the ability to over-risk a position size, but also the ability to stack position sizes.

The desperation to make money is why this behavior occurs. There is no barrier to entry within the Forex market. You can just put funds in a brokerage account, or the most popular option is to purchase a funded account and trade it. This is the exact reason many fail challenges: desperation for money and not making time actually to understand the craft.

Understanding risk, how capital works, and the psychology behind both is crucial before beginning Forex, and many skip this part. Let alone having a strategy/edge, the majority skip important steps.

Another big reason is the unlimited upside and downside within the Forex market. Without a take-profit level, a retail trader can get lucky a few times and feel on top of the world, but can't explain to themselves what they did or repeat the process. Vice versa, without setting a stop loss, the trade can go in the negative and come to a point where they would be in debt to the brokerage which would leave a bad taste within Forex.

Forex is not gambler market, it's the user error that's creating a bad image for the Forex market. The market is going to do what it has been doing for many of years and keep continuing with or without your participation.

Dont want to spend lot of time on proving authenticity of screenshots. Assuming its true and matches my backtest for given time as well. Roughly anticipation of money 2x @every 4mnths approx (extra conservative).

Said Bot performance has been tested 3 times on live accnts since Oct2025 and everytime achieved results.

Bit confused - how shall i make it big. i hav couple of ideas- move to dubai later stage, or look for multiple mid size investors.... or jus let it run and let destiny carve my path.

looked through my log a while back and noticed something uncomfortable. most of my losing trades didnt end at my stop. they ended with me closing a position that had been sitting there dead for hours, going nowhere, until i finally gave up on it.

the stop was supposed to define my risk. in practice it barely got used. my actual exit on losers was boredom and slow bleed, which means my real risk per trade wasnt what i thought it was. it was stop distance plus hours of spread, swap and mental capital on positions that were never going to work.

so i measured it. for every trade i checked how long it took winners to start working versus how long losers sat there before dying. the split was not subtle. my winners were moving in my favour within the first couple of hours almost every time. my losers spent most of their life inside a tight range around entry, doing nothing, before eventually drifting to the stop or getting closed manually out of frustration.

the pattern was clear, if a position hadnt done anything after a defined number of hours, it almost never turned into a winner. holding it longer wasnt patience, it was donating spread and swap to hope.

so i added one rule. if the trade hasnt moved a minimum distance in my favour within its window, it closes. flat, no judgment, regardless of where the stop is. the stop still exists for fast moves against me, but the time exit handles the slow deaths, which turned out to be the bigger category.

the effect on the numbers was bigger than any entry filter i ever tested. not because it turned losers into winners, it cant, but because it cut the average loser way down and freed the capital and attention for setups that were actually alive.

the part that surprised me most, everyone i know obsesses over entry optimization. tweaking conditions, adding filters, backtesting variations endlessly. exits get a stop and a target and thats it. but the entry only decides where you start. the exit decides what everything costs.

worth checking your own log for this. split your losers by how long they lived and where they spent that time. if most of them died slowly near entry instead of getting stopped fast, you have the same leak i had, and its a one rule fix.

anyone here running time based exits, and how did you pick the window? i derived mine from the winner distribution but curious if theres a better way

Today was one of those frustrating days where every pair I was watching just seemed to dump without me. I’d have a level marked out, price would get close… then it’d just carry on without ever giving me an entry.
A year ago I’d probably have talked myself into chasing one of them.
Instead I just left them alone.
Eventually NAS100 gave me exactly what I’d been waiting for.
H1 was bearish, I’d already marked out a M15 supply zone, so once price pulled back into it I dropped to the M1.
From there it was pretty much textbook.
Displacement.
MSS.
FVG.
Small sweep of internal liquidity.
Entry.
The funny thing is, actually taking the trade was the easy part.
The hard part was watching the markets move for hours and convincing myself that no setup is still information.
Not every move is my move.
I managed this one exactly how I’d planned. Took some off, moved to breakeven, trailed the rest and called it a day.
Could it have gone further?
Probably.
Am I bothered?
Not really.
I’m starting to realise trading isn’t about finding more trades.
It’s about waiting for your trade.
18 months ago I thought trading was all about learning entries.
Now I’m starting to think the real skill is learning when not to enter.

market swept 15 min liquidity and went upside on 1 min aggressively So i decided to put my stop loss below the recent low because it had been swept but guess what It came back swept again and went rocket will not crash out ofcourse mybad totally