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BTC Short | FVG Setup + RSI Filter | 18.06 Smart Money Concept | Intraday Trade | 1:2 RR 🔍 The setup: Today I was watching for a short opportunity. Price reached a key level and formed a bearish FVG — looked clean at first. But I held off entering because I noticed RSI divergence — a red flag I always consider when expecting a potential level break. 💡 Why it matters: RSI divergence often signals weakness in momentum. For me, it's a key filter that helps avoid fake breaks — this was a good example of how I apply it. 📈 What happened next: Price moved up to test the 1H FVG (zone #2) and formed another FVG slightly lower. That second one was my entry point for the short. 🎯 Target: I exited at a 1:2 risk-reward, which is my minimum. The day was ending, and I didn’t want to hold the position longer — I’m not convinced the down move would continue cleanly (possible wicks or traps). 🤔 Question to the community: How do you filter FVG entries? Do you also use RSI or wait for structure shifts? And what’s your outlook on BTC from here?
Short
by SimonCryptoShmel
1
EUR-JPY Bullish Continuation! Buy! Hello,Traders! EUR-JPY is trading in an Uptrend and the pair made A bullish breakout of the key Horizontal level of 166.162 And the breakout is confirmed So after the retest of the New support we will be Expecting a bullish continuation Buy! Comment and subscribe to help us grow! Check out other forecasts below too! Disclosure: I am part of Trade Nation's Influencer program and receive a monthly fee for using their TradingView charts in my analysis.
Long
by TopTradingSignals
1
ETH Short – Smart Money Setup | 17.06 🔍 Context: After a strong dump on ETH, clearly visible on the 1H chart (left side of image), I waited for a retrace into the Fair Value Gap (FVG) zone — typical Smart Money behavior. That’s where I started looking for a short setup. 🎯 Entry Logic: Now here's the part I’d love to discuss with you. The classic and maybe "cleanest" approach would be to wait for a market structure break on a lower timeframe and then enter on the continuation, targeting rejection zones visible again on the 1H. But… Lately, I’ve been taking entries directly from FVG, even before the break, if another FVG forms on the lower timeframe inside the higher timeframe zone. That’s what happened here — I saw a second FVG form in the key area, and took the short from that. Sometimes I even treat two FVGs in the same direction (on the same or different timeframes) as a valid entry point on their own. 🤔 Question to the community: How do you usually approach this? Do you wait for confirmation/structure break on the lower TF before entering, or do you also go straight from the FVG if the zone is respected well enough? Would love to hear how others manage similar setups.
Short
by SimonCryptoShmel
2
EURCHF: Bearish Continuation & Short Signal EURCHF - Classic bearish setup - Our team expects bearish continuation SUGGESTED TRADE: Swing Trade Short EURCHF Entry Point - 0.9403 Stop Loss - 0.9417 Take Profit - 0.9380 Our Risk - 1% Start protection of your profits from lower levels Disclosure: I am part of Trade Nation's Influencer program and receive a monthly fee for using their TradingView charts in my analysis. ❤️ Please, support our work with like & comment! ❤️
Short
by UnitedSignals
1
USD-CHF Bearish Bias! Sell! Hello,Traders! USD-CHF is trading in a Downtrend and the pair Is making a local bullish Pullback but will soon Hit a horizontal resistance Level around 0.8185 So we are bearish biased And we will be expecting A further bearish move down Sell! Comment and subscribe to help us grow! Check out other forecasts below too! Disclosure: I am part of Trade Nation's Influencer program and receive a monthly fee for using their TradingView charts in my analysis.
Short
by TopTradingSignals
1
The "True Close" Institutions Don't Talk About — But Trade On█ My Story from the Inside I worked at a hedge fund in Europe, where I served as a Risk Advisor. One thing I never expected before joining the institutional side of the market was this: They didn’t treat the current day’s close as the "true" close of the market. Instead, they looked at the first hour of the next day — once all pending flows had settled, rebalancing was done, and execution dust had cleared — that was the true close in their eyes. Here’s why that changed everything I knew about trading: █ Institutional Reality vs Retail Fantasy ⚪ Retail traders are taught: “The daily close is the most important price of the day.” But institutions operate under constraints that most retail traders are never exposed to: Orders too large to fill before the bell Internal compliance and execution delays Batch algorithms and VWAP/TWAP systems that extend into the next session So while the market might close on paper at 17:30 CET, the real trading — the stuff that matters to funds — might not wrap up until 09:30 or 10:00 the next morning. Although the official “close” prints here, institutional volume ends quickly. It drops off sharply, almost immediately. Once the books are closed and final prints are done, big players exit — and what's left is thin, passive flow or noise. The first hour of the New York session reveals structured flows, not random volatility. This is where institutions finalize yesterday’s unfinished business, which is why many consider this the “true” close. And that’s the price risk managers, portfolio managers, and execution teams internally treat as the reference point. █ Example: The Rebalance Spillover Let’s say a fund needs to offload €100 million worth of tech stocks before month-end. They start into the close, but liquidity is thin. Slippage mounts. They pause execution. Next morning, their algo resumes — quietly but aggressively — in the first 30 minutes of trade. You see a sharp spike. Then a reversal. Then another surge. That’s not noise. That’s structure. It’s the result of unfinished business from yesterday. █ Why the First Hour is a War Zone You’ve probably seen it: Prices whip back and forth at the open Yesterday’s key levels are revisited, sometimes violently Big moves happen without any overnight news Here’s what’s happening under the hood: Rebalancing spillovers from the day before Late-position adjustments from inflows/outflows Risk parity or vol-targeting models triggering trades based on overnight data The market’s not reacting to fresh news — it’s completing its old to-do list. █ What the Research Really Says About Morning Volatility The idea that "the true close happens the next morning" isn’t just insider intuition — it’s backed by market microstructure research that highlights how institutional behaviors disrupt the clean narrative of the official close. Here’s what the literature reveals: █ Heston, Korajczyk & Sadka (2010) Their study on intraday return patterns shows that returns continue at predictable 30-minute intervals, especially around the open. The key driver? Institutional order flow imbalances. When big funds can’t complete trades at the close, they spill into the next session, creating mechanical, non-informational momentum during the first hour. These delayed executions are visible as persistent price drifts after the open, not random volatility. █ Wei Li & Steven Wang (SSRN 2010) This paper dives into the asymmetric impact of institutional trades. It shows that when institutions are forced to adjust positions — often due to risk limits, inflows/outflows, or model-based triggers — the market reacts most violently in the early hours of the day. When funds lag behind the clock, the next morning becomes a catch-up window, and price volatility spikes accordingly. █ Lars Nordén (Doctoral Thesis, Swedish Stock Exchange) In his microstructure research, Nordén found that the variance of returns is highest in the early part of the session, not at the close. This is especially true on days following macro events or at the end/start of reporting periods. The data implies that institutions “price in” what they couldn’t execute the day before, making the next morning more informative than the actual close. █ Bottom Line from the Research: The first hour isn’t wild because it’s full of emotion. It’s wild because it’s full of unfinished business. These studies reinforce that price discovery is a rolling process, and for institutional flows, the official close is just a checkpoint, not a final destination. █ How to Use This as a Trader ⚪ Don't assume the official close is final Treat it as a temporary bookmark. Watch what happens in the first hour of the next day — that’s when intentions are revealed. ⚪ Volume in the first 30–60 minutes matters It’s not noise — it’s flow completion. Often non-price-sensitive. Often mechanical. ⚪ Design strategies around “true close” logic Test fade setups after the first hour’s range is established. That’s often the real “settled” level. ⚪ Use the first-hour VWAP or midpoint as a reference Institutions may anchor to that — not the official close — for mean reversion or risk metrics. █ Final Thought The first hour is not the start of something new. It’s the conclusion of yesterday’s market. And unless you understand how institutions truly close their books — and how long that takes — you’ll always be a step behind. So next time you see chaos at the open, stop calling it random. 👉 It’s just the market putting yesterday to bed — late. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
OANDA:NAS100USDEducation
by Zeiierman
42