Inner Circle Morpheus @DenizhanOzay 12 Tweets • 2023-01-28 • See on Twitter rattibha.com HOW I UTILIZE IPDA DATA RANGES I'm dropping a very quality content for the weekend folks. Some examples on how I utilize IPDA data ranges in my trading. People love rule based things and I designed it that way THREAD... RULE 1# Stick to D1 and H1 chart only. Mark the highest high and lowest for the last 20,40,60 days seperately. These ranges are used to determine Premium and discount in a 100% objective way. RULE 2# Check If the 20,40,60 days/hours data ranges are overlapped or not. For instance, the lowest low in last 20,40,60 days might be the same low and this is the big indication of something something... RULE 3# If the data ranges are on their extremes, anticipate a run on open flout liquidity pools (D1 data ranges) OR anticipate a run on monthly,weekly liquidity pools (H1 data ranges) Open Flout Liquidity Pools are the highest high or the lowest low in last 6,12 and 18 months. What I mean by "data ranges are on extremes" is that the condition of price, where these ranges are violated and the current lows/highs become the new lowest low or highest high. RULE 4# Always look back before casting forward... IPDA's projection limit is 60 days. Find the obvious shift in market structure. If MSS happened up to 20 days ago, cast forward 40 days to anticipate the new shift OR if it happened up to 40 days ago, cast forward 20 days. ICT teaches IPDA data range calibration in different way. I'm not gonna show that, instead I'm gonna share how I do this with different approach that works for me. Let's say I looked back 20 days and I found the highest high on 18th day. (kind of counting backwards). I count from that 18th day as 1st day. (Counting forward) The shift was up to 20 days ago, so I should cast forward 40 days. (-18) + (40) = 22nd day! So, I will be anticipating new shift on 22nd day, until then I can trade with bullish/bearish bias. If price is reached to premium from discount OR discount to premium, before the 22nd day hits, Consolidation is inevitable! RULE 5# Remember judas swing or intraday reversals are also shifts in market, as well like quarterly shifts, where SMT is formed. As soon as, time hits 00:00am EST for the new day, look back and cast forward You'll likely get a time inbetween 02:30-03:30am EST for the judas Thank you for reading until here. I'd be so grateful If you retweet and like this thread. As you were... Have a great time with your family and who you love @boredcaat on core constant videos already. @D_Alch3m1st considering the market steucture. @1llict_ IPDA delivers price to very specific liquidity pools to make a stop hunt on one of correlated assets, before sending price more higher/lower. Market still shifts in this example but orderflow is same. Let these be weekly chart. Q.shift occurs with SMT (2/x) @1llict_ 1st Image is HTF reversal 2nd Image is HTF continuation, after a specific stop hunt on HTF pool (monthly low, quarterly low) Orderflow changes on 1st one, orderflow is same after stop hunt on 2nd one These pages were created and arranged by Rattibha services (https://www.rattibha.com) The contents of these pages, including all images, videos, attachments and external links published (collectively referred to as "this publication"), were created at the request of a user (s) from Twitter. Rattibha provides an automated service, without human intervention, to copy the contents of tweets from Twitter and publish them in an article style, and create PDF pages that can be printed and shared, at the request of Twitter user (s). Please note that the views and all contents in this publication are those of the author and do not necessarily represent the views of Rattibha. Rattibha assumes no responsibility for any damage or breaches of any law resulting from the contents of this publication.
