Video summary
Boot Camp Day 29: Trading Plan
Main summary
Key takeaways
Business-focused summary (Trading-plan “operating system”)
Core objective
- Create a repeatable, “can’t screw it up” daily trading plan that reduces emotion, limits risk, and standardizes decision-making (aiming for a “robotic day in and day out” process).
Framework / playbook: Trading Plan Mock-up (written before trading)
1) Risk management (pre-designate losses and trade budget)
- Pre-designate risk per day so losses are bounded and emotions don’t take over.
- Define:
- Lot sizing method
- Set lot size: use pre-determined tiers (e.g., “high/regular/low”) based on daily risk allocation to avoid repeated calculations.
- Calculated lot size: use a lot-size calculator (account balance, percent risk, stop-loss in pips).
- Monetary loss limit
- Example target: $100/day risk
- Number of trades per day
- Recommendation: 1–2 trades/day, but “for now” stick to 1 trade/day until disciplined.
- If taking 2 trades, de-risk across both so total daily risk equals the daily limit.
- Lot sizing method
- Operational rule: don’t trade beyond max daily risk; once the limit is hit, stop.
Explicit example KPI
- Risk target: $100/day
- Trade count target (early stage): 1 trade/day
2) When to trade (treat it like a job—designated sessions)
- Define strict trading times/sessions rather than trading whenever available.
- Treat it as scheduled operations:
- Example: trade during New York session open
- Trade window: within the first 1.5 hours of NYSE open
- If no setup appears in that window: do not force trades
- Time-zone/sleep/work constraints determine which session is best.
Example execution constraints
- Only take trades during NYSE open first 90 minutes
- If no trade is found in that window: no trades for the day
3) News policy (reduce volatility risk)
- Decide whether to trade:
- On news
- After news
- Avoid high-impact news entirely
- Recommended for beginners:
- Avoid high-impact events to keep win rate high and prevent “market gets messed up” days.
- Include a personal trigger threshold (example given):
- If news causes a multi-point spike in a short candle (e.g., 5 minutes), opt out / stop trading for the day.
- Operational rule: if news disrupts the market, exit for the day.
4) What to trade (market focus / reduce diversification complexity)
- Choose one primary instrument/pair to master.
- Strongly discourage spreading across many pairs/instruments:
- framed as lower probability and added complexity (“hardship”).
- Example guidance:
- Preference example: S&P 500
- Other instruments are mentioned as possibilities from prior experience (e.g., gold, GBP/JPY, GU).
- Rule: “Choose one and leave it at that”
- Add more only after being consistently profitable on the first.
Key operational directive
- If you can’t master one market, don’t add more markets.
5) Strategy inputs: “Confluences” and building blocks (entry checklist)
- Define the building blocks (technical conditions) that must align before entering.
- Examples of confluence components:
- Liquidity sweep
- Break of structure (BOS)
- Fair value gap (FVG)
- Order block
- Optionally: extra confirmation for better risk/reward
Process described
- Pick 1–N confluences to test (example: “liquidity sweep + break of structure” for ~2 weeks).
- Record outcomes and emotions in a journal.
- Decide what makes you:
- Super probable (higher win rate), or
- More risk-adverse (better control, potentially lower frequency).
Entry decision logic (explicit “if/then” rules)
- Take trades only if all of the following align:
- Occurs during NY session open first 1.5 hours
- Instrument is S&P 500
- Market direction/bias aligns (example: daily bullish → look for buys)
- Entry conditions include the required confluence set (example: liquidity sweep + break of structure + fair value gap/order block)
- Risk preset is known and confirmed before entering
- If any condition fails: do not trade
- If already traded / conditions no longer allow:
- If you’ve already used the plan steps,
- or the daily max risk is reached,
- or a holiday prevents S&P 500 operation,
- then stop and don’t look elsewhere.
Practical “organizational tactics” / habits
- Delete unused watchlists to prevent analysis paralysis and impulsive switching:
- example: delete “34x pairs” (don’t manage too many markets simultaneously)
- No FOMO entries:
- ignore “it looks like it’ll go higher” if it doesn’t match the plan
- Journal + backtesting as a structured learning loop:
- test confluences and track win rate and emotions
Constraints / stopping rules (risk governance)
- Hard stops:
- Max daily risk hit → stop trading for the day
- No qualifying setup in the defined time window → no trades
- News disruption threshold → opt out and stop trading
- If S&P 500 can’t be traded (e.g., U.S. bank holiday):
- stop looking for other markets/instruments
- follow the plan
Sources / presenters
- Presenter: the unnamed speaker/coach in the video (no other presenters identified in the subtitles).