Entry model · v1.1
OB Mitigation + Inducement
Order-block entry with the Talaria-style inducement filter: only trust the OB after the minor liquidity (IDM) in front of it has been swept — that sweep is what traps early traders and funds your entry.
- LONDON
- NY AM
- NY PM
- MIN R:R 2.5:1
- RISK 0.75%
Required
Every box checks or there is no trade
- OB caused displacement that broke structure
- OB is unmitigated (first return)
- Inducement (minor swing) in front of the OB was swept
- OB sits in discount (longs) / premium (shorts)
- Stop beyond the OB far side + buffer
Optional confluence
Not mandatory — each one adds weight
- Entry at the OB mean threshold (50%)
- HTF trend agrees
Warnings
If one of these fires, stand down
- OB already tapped twice — zone is weakening
This checklist ships inside the workstation: the Decision Cockpit scores every rule against the live chart and holds the plan at “needs confirmation” until the required boxes check. Where the model is automated, the backtester replays the same rules over years of history — no lookahead, stop-first fills.
Run this model on live data
OB Mitigation + Inducement is loaded in the playbook. Free in open beta — no account.
Discipline
The model is half the trade.
Prove it on paper first
New model? Backtest it, then forward-test in replay or demo for a full sample before risking money. The market will still be there next month.
One quality trade beats ten impulsive ones
You are paid for waiting for your model, not for activity. If today gives no A+ setup, flat is a position — and it outperforms most accounts.
Define risk before entry, always
Entry, stop, target and size are decided while you are calm — never while in a trade. If you can't state where you're wrong, you don't have a trade.