He uses the futures contract of the currencies for longer term bias its important to know what forex and the futures contract is doing, certain data points are not accurate in forex like you cant get accurate volume in forex but you can in futures

Displacement and MSS on the daily a quarterly market shift thats what you’re looking for Every 3 months theres a quarterly market shift

20 day lookback and cast forward range 40 day lookback and cast forward range 60 day lookback and cast forward range

• Once we take liquidity and have a market shift we draw a line on the beginning of the month that it happened in. You have to have a basis point, where did it all begin. What did IPDA most recently do, interbank price delivery algorithm. Where has the most obvious liquidity grab and quarterly market shift been. Then you’re going to cast out 20 days, go forward from the beginning of the month it happened.

Arjo | Twitter, Instagram | Linktree

JavaScript is not available.