Market Structure
Read price structure, ranges, liquidity, multi-timeframe context, entry models, invalidation, participation, and options contract selection.
Subject · Learn library
Trading
Trading courses on price structure, trade planning, options, indicators, order flow, risk, backtesting, and automation.
- Courses
- 8
- Lessons
- 118
- Format
- Interactive
Overview
Study market observations, trade decisions, and the methods used to test and manage them. Course examples and labs use synthetic data.
Courses
Choose a course by topic. Each course lists recommended background and its lessons.
Trade Setup and Execution
Define trade setups, plan entries and exits, size positions, manage trades, and use records to review decisions.
Options Trading
Read option contracts and chains, calculate expiration payoffs, interpret volatility and the Greeks, and evaluate options strategies.
Technical Indicators
Calculate and interpret trend, momentum, and volatility indicators, and evaluate indicator rules.
Volume and Order Flow
Interpret volume, participation, liquidity, order flow, profiles, and execution evidence alongside price.
Trading Risk Management
Set risk budgets, size positions, evaluate portfolio exposure and drawdowns, and document risk decisions.
Backtesting and Trading Systems
Specify trading rules, design tests, account for data and execution limits, and evaluate system performance.
Algorithmic and Automated Trading
Specify automated trading workflows, data and order handling, deployment controls, monitoring, and operational risk procedures.
Recommended background
Market Structure introduces chart terminology. Other courses identify the chart, planning, risk, or testing concepts useful for their topics.
Trading worked example
Capstone: the same method, on one real security
A worked example, separate from the Courses and not a recommendation. It applies material from the eight Trading Courses, once, end to end, to a real listed security using real market data from a window that closed on Friday, August 14, 2026.
Analysis as of August 16, 2026
Worked example · real data
PublishedIREN — a worked analysis, as of August 16, 2026
Fifty completed daily sessions, June 4 to August 14, 2026, read using the methods covered in these courses: structure and levels, indicators, participation and volume, exploratory pattern studies quoted with their sample sizes and their limits, then risk framing and scenarios. The dataset every figure derives from is published beside the analysis, so the arithmetic is yours to check.
Read the date before you read the analysis. This is educational analysis of real market data. It is not personalized investment advice, not a trade signal, and not a guarantee of any outcome. It describes one weekend — it was written as of Sunday, August 16, 2026, looking ahead to the Monday, August 17, 2026 session — and it is not a live or current view of that security or of any price. The eight courses above teach with synthetic, deterministic examples; this one example does not, and that is exactly why it carries a notice of its own.