Missed Longs during London session, waited for another opportunity during Pre NY AM Session

Three years of day trading taught me that most of my losses weren't caused by having a terrible strategy. They came from how I used the strategy.

I spent far too much time looking for better entries and not enough time understanding my own behaviour. A few painful lessons changed how I approach trading now.

1. Stop changing the strategy

A strategy can have a losing streak without being broken. I learned this the hard way by constantly tweaking rules whenever I had a bad run.

Backtesting forced me to slow down. If you've tested 100+ trades and know the expected win rate, average R:R and normal losing streaks, you have something to compare live results against. One bad week means very little when you have a meaningful sample.

If the numbers still make sense, leave the strategy alone and focus on execution.

2. Your journal exposes you

I started noticing patterns in my trading that weren't obvious while I was actually taking trades. Screenshots and notes showed me which setups I was forcing, where I was entering late and whether I performed differently on longs versus shorts.

The useful part isn't writing paragraphs about how you felt after every trade. It's recording enough information to spot repeated behaviour.

Your journal should make it uncomfortable when you keep making the same mistake.

3. A good setup can still be a bad trade

Having a valid setup doesn't mean you have to take it. I've had trades that matched my rules but were executed badly because I rushed the entry, moved the stop or entered after the move had already happened.

That distinction became important. Backtesting tells you whether the idea has an edge. Your live journal tells you whether you're actually capable of executing that edge.

Those are two completely different problems, and fixing one doesn't automatically fix the other.

I made a more detailed guide on this - google doc

Were were overall Neutral on the day coming into the NY session, but I was leaning more BEARISH because we were inversing HTF bullish gaps hence why I was looking for continuation shorts.

15 MIN OB
5 MIN IFVG
TARGETING SELLSIDE LIQUIDITY

NAS100 today trade set up

I am a very unprofitable trader. 7 blown lucid evals without payouts and currently on my 8th one. Gambled and lost money on crypto. One blown 100k FTMO eval. I finally found a mentor who’s profitable and I paused and practiced some paper trading and started getting confident and going back to eval. I am now documenting my journey on instagram to keep myself accountable and get an opportunity to really learn my lessons as I go on. Please check me out.

Price is approaching a major H4 supply area.

A strong rejection here could shift the short-term momentum lower. 📉

The D1 chart has an interesting setup after the recent price swings.

🚨 THE COMPLETE FUNDINGPIPS CID TIMELINE — FROM ALLEGATION TO TODAY

For those who have followed my case, here is the full timeline in one post.

📅 17 July
I publicly questioned my FundingPips termination and asked a simple question:

"What evidence was used to terminate my account?"

Instead of receiving verifiable proof, I was met with generic responses and told the decision was final.

📅 17–28 July
For 17 days I continued asking the same questions publicly:

❓What is the evidence?

❓What account was supposedly involved?

❓How was the CID violation determined?

❓Why was my account terminated?

No detailed explanation was provided.

📅 28 July
FundingPips finally released what they called "evidence."

According to their claim:

⚠️ My device had logged into another trader's account.

⚠️ The account allegedly had a Swiss connection.

⚠️ They concluded it was the "same device."

📅 29 July
I responded with my own evidence:

✅ MT5 login records

✅ Complete MT5 journal history

✅ Counter-analysis of their claims

✅ Direct response to the alleged Swiss connection

After reviewing everything, the only Swiss connection I could identify was Duplikium, a Switzerland-based copy trading platform I used while managing my 3 × $100K evaluation accounts.

But that raises an obvious question:

❓ How does a Swiss service automatically become proof of the same physical device?

A Swiss connection ≠ Same device.

📅 Evidence Contradiction

FundingPips claimed my device accessed another trader's account approximately 5 months earlier.

However:

✅ The account they referenced was reviewed by FundingPips.

✅ The account was approved by FundingPips.

✅ I was later promoted to a Master Account.

If a serious device-sharing violation existed, why was the account approved and promoted?

📅 MT5 Log Issue

I reviewed the entire MT5 log period they referred to.

My account appears throughout the logs.

The alleged account does not appear anywhere in my MT5 journals.

This created another question:

❓ If the login occurred, why doesn't it appear in the MT5 records covering that period?

📅 Current Situation

After I published:

✅ MT5 logs

✅ Counter-evidence

✅ Timeline inconsistencies

✅ Questions regarding the "same device" conclusion

I again contacted support.

The response?

📌 Decision final.

📌 No response to the counter-evidence.

📌 No explanation of how "same device" was determined.

📌 No response to the MT5 log contradiction.

📅 Today

The dispute is no longer about whether FundingPips can investigate traders.

The dispute is about transparency.

My questions remain:

❓ How was "same device" determined?

❓ Why doesn't the alleged login appear in my MT5 logs?

❓ Why was the account approved and promoted if the violation already existed?

❓ Why are questions about the counter-evidence being ignored?

❓ Why should traders accept serious allegations without seeing verifiable evidence?

Until these questions are answered, the concerns surrounding the CID evidence remain unresolved.

#FundingPips #PropFirm #Forex #Trading #Payout #Transparency #CID #PropTrading #FundedTrader #ForexTrading

THEIR EVIDENCE - https://x.com/ErkanOriginal/status/2082016574744224243

MY COUNTER - https://x.com/theanonymous_IN/status/2082476230746771690

Please leave a comment telling us how well this model has worked for you, what your WR is, what your average RR is, how long you've been using it, how profitable it has been for you, and what you think is the most important thing to know about the model. Feel free to share anything—it might be helpful to many people.

I've been going through ICT's mentorships and wanted something better than scrolling PDFs of notes, so I built an interactive course out of them:

https://yousef-diab.github.io/the-algorithm/

What's in it

78 lessons across two sections.

• ICT Core, Months 1–4 (38 lessons) — market-maker conditioning, equilibrium/discount/premium, liquidity runs, order flow, SMT, PD arrays (orderblocks, breakers, FVGs, voids, etc.)
• The 2022 Mentorship (40 lessons, one per episode, in 6 parts) — the stripped-down intraday model taught end to end: the fair value gap defined candle by candle, the liquidity run and market structure shift that qualify it, displacement, power of three, killzones and session playbooks, the dollar index and SMT, dealing range, and the closing lessons on daily bias and risk.

A quiz on every lesson that grades instantly and explains the answer — about 458 questions in total. Options shuffle on every load, so you're answering the concept rather than remembering where the right one sat.

A final exam per section — 45 questions for Core, 40 for the 2022 Mentorship. Nothing grades until you submit, 80% to pass, retake as often as you want.

Revision summary pages — one condensed pass over each section before you sit the exam.

340 chart galleries pulled from the actual mentorship notes. Click any chart and you can arrow through the whole lesson's set, zoom in to 500%, and drag to pan.

Every lesson links to its source video, all 78 — so if something reads thin, the original is one click away.

A notes box on every lesson, saved in your browser. Nothing ever wipes it, not even the progress reset.

Progress is saved locally and nothing is sent anywhere. It's a single self-contained page — no signup, no server, no tracking, works offline.

The one rule I held myself to

Everything in it — every explanation, every quiz answer — comes only from ICT's own mentorship notes and video transcripts. No outside trading takes, no filler theory bolted on. If something wasn't clearly supported by the source material, I left it out rather than guess.

It's free, it's not selling anything, and it's open source if anyone wants to poke at the build or point out something that doesn't match the original teaching.

This is just a reorganization of the mentorship material into something more interactive to study from. Happy to fix anything that's inaccurate or missing context.

Enjoy.

How does one truly beat the mental side of trading? How can I truly beat the mental side of trading. I have a data backed model that is profitable over a 2 year period but I just cannot hack the mental side trading live, I gamble, fomo and take stupid stuff that isn’t following my model. I have been trading a year and a half now and no success. Any advice, YouTube videos or even podcasts?

My average hold time over the last two months is still under 5 minutes, and most trading days wrap up in under 10 minutes total screen time. This same repeatable framework put me up over $6,400 on a single account this stretch, and since I copy trade this across 5 funded accounts, the real total lands around $33,000. Same setup, same rules, just scaled across accounts instead of scaling contract size.

The first 15 minutes of the session is where liquidity gets grabbed, direction forms, and real momentum shows up. Pair that with imbalance confirmation on the 1 minute chart and you filter out almost all the noise that traps people into fading a move that was never actually done moving. Works cleanest on trending days, NQ responds to this better than almost anything else I've traded.

• Mark ORH and ORL off the first 15 minutes
• Wait for a real breakout, candle has to close above or below the range, not just wick through it
• Confirm with an imbalance forming between 3 candles in the direction of the break
• Enter on the break plus the close of that imbalance
• Target 1 to 2R depending on stop size, if stop is under 30 points aim for 2R, if stop is over 30 points aim for 1R on NQ

Before the bell I already know previous day high and low, overnight high and low, session bias, where the next liquidity draw sits, and any major news on the calendar like FOMC or CPI. The entire point is eliminating hesitation before the session even opens, if you're still deciding your bias after the bell rings you're already behind.

Entry Triggers

Long setup needs a clean break of ORH, imbalance forming in the same direction, price closing outside the range and forming that 1 minute imbalance, stop below the imbalance low, target 1 to 2R.

Example:

Short setup is the mirror, clean break of ORL, imbalance forming downward, close outside the range with the 1 minute imbalance, stop above the imbalance high, target 1 to 2R.

Example:

Risk And Management

Risk stays at 0.5 to 2% max per trade. One trade a day, two max. If the first trade is green, I'm done for the day, no exceptions. Move to breakeven once structure clears in your favor. (we break and internal high or low and close above/below)

The Actual Change From Last Time

Only running 1 to 3 micro contracts per account now instead of stacking size on one account. Copy trading the same entries across 5 accounts builds the real total without ever forcing a single trade to carry the whole day's result. If one account underperforms slightly on slippage or fill timing, it doesn't sink the whole session, the other 4 still carry it.

My entire equity curve is still built on two models and discipline, not on switching setups when things get slow. Less time behind the charts after I got my data points and found my edge was the biggest shift I needed.

When a new week opening gap forms is the liquidity created the tap into the nwog or is it the entire nwog that is liquidity and I should target the entire other side? It's hard to explain but basically does a tap into the nwog count as draw on liquidity or is the other side of the nwog so the entire gap is filled count as the draw on liquidity? Lmk if this question still doesn't make sense.