Spread and commissions: why a trade result differs from the chart move
From the midpoint move to the actual result: 10 units, two execution prices, turnover-based commissions and a separate slippage example.
Read the explanation ↗STUDENT WYCKOFF · Blog and practice
Blog and practice
Understand price, execution and results through clear numerical examples. Move from a broad question to an independent check on a chart.
All numerical examples use fictional educational data. No real orders were submitted.
Articles found: 6
Liquidity and slippage: why one displayed price does not guarantee the same execution
Three offer levels, purchases of 10 and 60 units, and a weighted-average price calculation. The best displayed quote is only the starting point.
Read the explanation ↗Volatility and direction: large fluctuations do not necessarily mean a trend
Two fictional series both finish 4% higher but take different paths. Compare net change, range and absolute steps without turning them into a forecast.
Read the explanation ↗Market and limit orders: what problem does each solve?
Execution price and willingness to wait are different conditions. A five-unit example covers a market fill, a partial limit fill and three remaining units.
Read the explanation ↗What a backtest leaves unknown: samples, fitting and changing conditions
A 12-bar toy rule shows what was known before entry, how to separate development from evaluation, and why +3 on the first part promises nothing about the next.
Read the explanation ↗From observation to a testable rule: candidate, confirmation and cancellation
An original four-bar journal with three alternative continuations shows when a candidate becomes known, what confirms it and why a chart label does not imply earlier knowledge.
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