After nearly 15 years since co-founding the DTG community and prodding from many, RG finally gave in and has created a unique course for intermediate to advanced intraday futures traders interested in learning to develop their own rules based models incorporating orderflow.
Those familiar with RG’s recorded mantras over the years might have guessed he would never dream of adding yet another, “here’s the one best entry criteria in the world because I say so” course to the already huge pile the industry definitely doesn’t need.
Courses focused on sexy charts illuminating visually appealing entry criteria is an easy button to push for marketers, and no doubt a profitable one too as they are perpetually consumed by the uninitiated with voracious appetite.
But in case you haven’t yet made this discovery, no such “one best” entry criteria exists in the real world and the hard truth is the vast majority of professional programs realize very little edge from their entry criteria alone.
Where the rubber meets the road in the professional world is in the intersection of the strategy thesis, entry criteria and risk model working in concert, with edge being realized over groups of occurrences and not trade by trade as most retail traders tend to expect.
Moreover, the most important quality the best traders in the world share is having relentlessly curious minds and using them to theorize and develop their OWN process details arranged within context and risk adaptable frameworks.
The course leads with teaching how to evaluate risk adjusted performance with a professional eye and compare yours ongoing to the REAL industry to develop and maintain reasonable expectations.
From there it moves into how to theorize and construct context and volatility adaptive risk models along with how to evaluate variations of them in tandem with various market, strategy & periodicity specifics.
It presents these concepts in context via a provided complete sample intraday trading framework incorporating market structure, price action & orderflow, which is easily adaptable to any liquid futures market and/or periodicity.
Many highly detailed examples are provided which include entry, exit, risk overlay and context adaptation considerations.
The course finishes with teaching how to quickly evaluate hypothetical historic performance of various entry, exit & risk model criteria via what RG calls “manual” or “analogue” backtesting without ever writing a single line of code.
In total the course contains over 6-hours of content via 8 individual video modules complete with key topic timestamp indices. Please note that while synergistic, the course is entirely separate from and not included with premium DTG forum membership.
