Glossaire

Mécanisme qui lets you control a larger position than the capital deposited. Amplifies both gains and losses.

The marché’s sell prix — the prix at which you buy the pair.

The marché’s buy prix — the prix at which you sell the pair.

Intermediary that provides quotes, platform and ordre execution for Retail clients.

Decline in equity from a prior peak. Mesure how far the account has pulled back.

Global foreign-exchange marché where currencies are traded in pairs.

A prix jump between one close and the next open, or in extreme events, with no trades at intermediate levels.

Unit of position size. A standard lot traditionally represents 100,000 units of the base devise (varies by product).

A position that benefits if the base devise Forceens versus the quote devise.

Capital required or locked to open and maintain leveraged positions.

Classique unit of prix change in FX (e.g. 0.0001 on many pairs). Conventions differ for JPY pairs.

prix zone where relatifly strong selling often appears and slows advances.

risque-averse environment where capital seeks more defensive postures.

risque-seeking environment where capital often flows toward higher-beta assets and currencies.

A position that benefits if the base devise weakens versus the quote devise.

Différence between expected fill prix and actual fill, Courant in fast or thin marchés.

Différence between bid and ask — immediate trading cost of entering/exiting.

ordre or plan level that limits loss if prix moves against the idea.

prix zone where relatifly strong buying often appears and slows declines.

Overnight financing adjustment for holding a position across the rollover time.

ordre or plan level that closes or reduces a winning position at a target.

Chart period (M5, H1, D1, etc.). Different TFs show different noise and climate.

How much prix tends to move. Affects stop distance, size and emotional load.

Moyenne of closes over N periods, equal weight. Smooths prix; lags turns.

Moving Moyenne that weights recent prixs more. Reacts faster than SMA; still lags.

relatif Force Index — momentum Oscillateur. High/low zones are not automatic reverse buttons.

Moving Moyenne Convergence Divergence — momentum from moving Moyennes and a histogram.

volatilité bands around a moving Moyenne. Touches are not automatic reversals.

Moyenne True Range — typical range/volatilité measure Utile for stops and sizing Étude.

Oscillateur of close location in a recent range. Overbought/oversold fails often in strong tendances.

When prix and an Oscillateur disagree (e.g. higher high in prix, lower high in RSI). Attention flag, pas un signal.

Oscillateur language for extreme readings. In strong tendances, “overbought” can persist.

Fast back-and-forth that stops both sides. Courant in chop and around news.

Volume-weighted Moyenne prix. More native to equities/futures; use carefully in Retail FX context.

A swing high above the prior swing high — part of uptendance structure language.

A swing low above the prior swing low — often bullish structure continuation language.

A swing high below the prior swing high — often bearish structure language.

A swing low below the prior swing low — often bearish continuation language.

When prix invalidates prior HH/HL or LH/LL sequence. Information for bias — not an automatic ordre.

Return to a broken level or zone to test acceptance. Can fail; risque still required.

prix spikes beyond a zone then returns, often trapping breakout chasers.

Candle with a long wick and small body, suggesting rejection — context decides if it matters.

Candle that covers the prior candle’s range. Needs structure; names alone are not edge.

Area where prix has spent time or reacted repeatedly — Étude language, not a magic rectangle.

Partial return against the prior impulse inside a tendance — or the start of something else. risque defines the Étude.

Move beyond a range or level. Can be real expansion or a false break — plan for both.

Several independent reasons aligning (level + structure + volatilité). Not an excuse to stack five identical indicators.

Reading higher TF climate before lower TF detail. Top-down reduces M5 storytelling.

Asia trading window. Liquidity and pair behavior often differ from London/NY.

European window with high activity on many majors.

US window; overlap with London is often the busiest stretch for several pairs.

Hours when both centers are active — typically higher activity and attention load.

Local reference for Brazilian students planning realistic session windows.

Highly liquid pair usually involving USD (e.g. EUR/USD, USD/JPY).

Pair without USD (e.g. EUR/GBP). Shows a direct fight between two non-USD currencies.

Less liquid pair, often with higher spread, gap and local-policy risque.

Traditional 100,000 units of base devise (product-dependent).

Typically 10,000 units of base — smaller exposure than a standard lot.

Typically 1,000 units of base — Courant for small risque and practice sizing.

How much account equity you accept to lose if the stop hits on one idea (often a fixed %).

Relationship between planned risque (1R) and reward target. Language for asymmetry — not a guarantee.

A run of losses. Normal even with edge; ruinous if size is reckless.

Fear of missing out — chasing moves without a setup. Process bug, not a strategy.

Trying to “get money back” immediately after a loss. Classique account damage pattern.

Too many trades or too much size relatif to plan — often filling emptiness with clicks.

Record of decisions, R, emotions and rule breaks. Process memory beats ego memory.

Written rules for marchés, risque, setups, hours and prohibitions.

A positive expectancy process over a large sample — not a feeling after three wins.

Moyenne Directional Index — tendance Force measure (not direction by itself).

Directional indicators often paired with ADX to discuss directional pressure.

On-Balance Volume idea. In Retail FX, volume is often a weak proxy — use with skepticism.

Ratio-based pullback grid between swings. Easy to curve-fit; needs clear swings and risque.

Trailing stop-style dots that flip sides. Whipsaws hard in ranges.

Exponential moving Moyenne — faster-reacting Moyenne of prix.

Simple moving Moyenne — equal-weight Moyenne of prix over N periods.

volatilité envelope around a mean. Squeeze and expansion are context, not oracles.

Ease of trading size without large prix impact. Thin marchés cost more and slip more.

Financing charged or paid for holding positions across day-change.

Practice account with fake money. Good for process; weak for real fear training.

Account with real capital. Psychology and costs become real.

When prix holds beyond a level, suggesting the marché accepts the new area.

When prix probes a level and leaves a wick/return, suggesting rejection of that area.

Sideways balance / range phase after or before directional moves.

Directional leg with stronger follow-through. Opposite Étude idea is corrective pullback.

Counter-move that may be a pullback in a larger tendance — or the start of a reverse. risque decides the Étude.

Étude idea that stops and resting ordres cluster beyond obvious highs/lows.

Popular PA jargon for a supply/demand candle zone. Treat as optional language, not sacred geometry.

Imbalance / gap-in-candles jargon. Optional Étude vocabulary; not a SafeCandle signal system.

Structure-break label used in modern PA communities. Define your rules or ignore the acronym.

Label for a shift in structure character. Subjective — write definitions if you use it.

Nickname for high-activity session windows. Not a magic clock for free money.

Day-change financing moment when swaps apply; spreads can behave oddly around it.

Benchmark rate-setting windows (e.g. some London fixes) that can affect flows.

Holding a position that seeks interest differential. FX moves can erase the “rent”.

Broad risque appetite regimes that reshuffle currencies and assets.

devise widely held by institutions/central banks (often USD in modern history).

Macro idea linking rate differentials and FX forward/spot relationships — Étude level, not a button.

Tendency of pairs to move together or as mirrors in a window. Changes with regime.

Spreading ideas across pairs. Correlated pairs can still be one risque engine.

risque that your rules or assumptions are wrong even if the chart looks neat.

Platform, internet, fat-finger, wrong account — process failures outside “the setup”.

risque of not exiting cleanly when the marché is thin or discontinuous.

Hard stop for the day when loss/R hits a ceiling. Protects tomorrow’s process.

Ceiling for weekly damage. Prevents death-by-a-thousand-revenge-sessions.

Mismatch between tiny capital and huge income goals drives reckless leverage.

Formula for aggressive optimal bet sizing. Easy to misuse; beginners should prefer small fixed %.

(Win% × avg win) − (Loss% × avg loss). Edge language over sample — not a vibe.

Spread, commission, swap and slip that eat expectancy.

Only part of an ordre is filled. More relevant in some marchés/ordre types.

One-cancels-the-other ordre group. Broker-dependent feature.

Stop that follows prix by a distance/rule. Can lock gains or exit early in noise.

Moving stop to entry after some progress. Can help or turn winners into scratches too early.

ordre waiting for prix to reach a level (limit/stop styles). Still needs risque thinking.

Visible resting liquidity concept. Retail FX depth is often incomplete — stay humble.

How reliably fills match expectations (slip, requotes, latency).

Broker offers a new prix instead of filling the requested one — friction and frustration source.

Offsetting exposure. Amateur “hedges” are often just a second bet.

Stacking ordres at intervals. Can explode risque in tendances. Treat as high-danger pattern.

Doubling after losses. Classique path to ruin. SafeCandle treats it as a red flag.

Increasing size after wins / reducing after losses — still needs strict rules and humility.

Doing the written plan under boredom, fear and euphoria.

Waiting for your setup instead of inventing trades to feel busy.

Emotional state that breeds overtrading. Flat is a valid position.

After a win, risque often creeps up. Dangerous identity inflation.

Hesitation after over-analysis or past pain. Opposite twin of FOMO.

Cognitive bias of sticking to an arbitrary reference prix or first idea.

Seeking only evidence that supports your view and ignoring invalidation.

Believing you control random short-term outcomes more than you do.

Emotional hijack after losses (or wins) that destroys process.

SafeCandle priority: judge the quality of decisions over a single PnL print.

How you see yourself. Fragile identity tied only to monthly PnL is unstable.

Owning rule breaks in the journal without theatrical self-hate.

Short label (FOMO, revenge, plan-followed) used to find patterns later.

Full equilibrium system (cloud, lines). Learn slowly; do not drop all five elements on M1 day one.

Ichimoku conversion/base lines. Moving equilibrium references inside the system.

Ichimoku cloud zone of equilibrium/tendance context on higher TFs.

Commodity Channel Index — momentum/deviation Oscillateur. Same humility rules as other Oscillateurs.

Range Oscillateur similar in spirit to stochastics. Extremes ≠ auto reverse.

Mesure rate of change-style momentum. Confirm with structure and risque.

Rate of Change — momentum of prix over a lookback.

Session-derived levels from prior period math. Optional map, not destiny.

Channel of highest high / lowest low over N periods — breakout Étude tool.

ATR-based channel around a mean. volatilité envelope cousin of Bollinger.

ATR trailing tendance line popular in Retail charts. Whipsaws in ranges.

Distribution of volume by prix. Data quality varies a lot in Retail FX.

Open futures contracts. FX spot Retail is not the same dataset.

Exchange-traded FX derivative with standards and clearing — different plumbing than many CFDs.

Contract for Différence — OTC derivative Courant in Retail. Read costs and counterparty carefully.

The other side of your contract. Broker/model risque is real.

Rules and oversight of the provider. Not a guarantee of profits — a risque filter.

Know Your Customer identity checks required by many regulated brokers.

Fill better or worse than expected. Both exist; planning for worse is mature.

Spread that widens/narrows with liquidity and news.

Per-trade fee separate from spread on some account types.

Account balance plus floating PnL. What drawdown is measured against.

How strong/weak a devise is versus a basket of peers in a timeframe — relatif, not absolute truth.

SafeCandle/CSM-style ranking of majors. Éducatif context on /mercado — pas un signal service.

relatif rank scale in a TF. High ≠ automatic buy of that devise in every pair.

Attention bands (balance / strong / weak). Map, not entry traffic light.

How Force organizes across timeframes — climate vs detail.

Étude language for smooth vs choppy Force paths over time.

Grid of pair scores from devise Force. Observation lab for blocks of pairs.

Force hierarchy from monthly/weekly climate down to H1 detail.

Éducatif idea that currencies rotate through relatif phases — not a crystal ball.

When a devise sits at relatif extremes. Can continue or mean-revert — no auto reverse.

Étude question: how much relatif room is left before extremes, given the TF.

How extended a devise looks versus its peers. Context for questions, not ordres.

Éducatif framing of watching a basket of majors rather than one pair in isolation.

Is the lower TF move a pause in higher-TF climate or a true regime change? Question, not slogan.

Optional Étude filters; SafeCandle teaches them as context, Jamais as house signals.

Habit: higher TF → Force → structure → journal — still zero obligation to trade.

Pullback ratios between defined swings. Clear swings or skip the tool.

Projection ratios beyond a swing for Étude of measured moves — not guarantees.

Named shapes (flags, H&S, etc.). Subjective; risque and invalidation matter more than the name.

prix spikes beyond a zone then returns, often trapping breakout chasers.

Levels derived from prior period high/low/close formulas.

Depth and ease of trading. Sessions and events change it.

When two regional sessions are open together — often more activity.

Global risque appetite switch that reordres currencies and assets.