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Forex multi-account manager Z-X-N
Accepts global forex account operation, investment, and trading
Assists family office investment and autonomous management

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In forex trading, traders are often advised to "plan your trades, trade your plan." This seemingly sound, cliché is a commonplace among many market analysts, but in reality, it's often just empty rhetoric lacking concrete actionability.

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While this statement emphasizes the importance of a trading plan, in practice, many traders find that a single plan alone doesn't solve all problems, especially when faced with market complexity and uncertainty.
In forex trading, a trader's growth path typically progresses from nothing to something, then to more, and ultimately from complexity to simplicity. Initially, traders may experiment with various strategies, tools, and techniques, trying to find the one that works for them. This process allows them to accumulate a wealth of knowledge and experience, but they can also become bogged down by complexity. Over time, traders begin to filter out and eliminate those that are inappropriate or ineffective, gradually reducing unnecessary operations and strategies. Ultimately, through continuous streamlining and optimization, they retained only those essential and practical tools and strategies. This process embodies the concept of "the great way leads to simplicity," which states that only after experiencing complexity can one truly appreciate the power of simplicity.
"The great way leads to simplicity" isn't achieved overnight; it requires long-term practice and reflection. After experiencing market fluctuations and experimenting with various strategies, traders gradually realize that truly effective trading methods are often simple and straightforward. This simplicity isn't crude or crude; it's the result of careful consideration and practical validation. It means traders have stripped away unnecessary complexity, retaining the most essential and effective elements. This simplicity not only improves trading efficiency but also reduces the errors and risks associated with complex operations.
Therefore, for forex traders, the transition from complexity to simplicity is an essential process. Through continuous learning, practice, and reflection, traders can gradually optimize their trading strategies, ultimately reaching the state of "the great way leads to simplicity." This is not only a sign of technical maturity, but also a spiritual advancement.

In the understanding of two-way trading in the foreign exchange market, traders must clearly understand a core premise: without overcoming human weaknesses, the theoretical logic of "profits and losses stemming from the same source" does not hold true.

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"Profits and losses stem from the same source" is essentially an idealized assumption based on "market symmetry" and "strategy consistency." This means that profits and losses stem from the same market fluctuations and trading decision-making logic. While a strategy can generate profits, it can also result in losses under different market conditions. However, in actual trading, human weaknesses (such as greed, fear, and luck) can disrupt this "symmetry," preventing traders from fully executing their strategies and ultimately invalidating the assumption that "profits and losses stem from the same logic." Therefore, it is necessary to clarify the applicable boundaries of this concept before exploring its practical value.
Depending on the characteristics of trading instruments, the applicability of the concept of "profits and losses originate from the same source" varies significantly across different markets. The one-way nature of the stock market makes it difficult to conceptualize this concept, while two-way trading instruments such as foreign exchange and futures offer a more relevant context. However, even so, human weaknesses can undermine its logical validity. The Chinese stock market is primarily a one-way market (long only). Traders' profits and losses are solely related to the single dimension of "price increases or decreases"—profits arise from price increases after a purchase, while losses arise from price decreases after a purchase. While both are related to price fluctuations, they lack strategic symmetry in two-way trading. Therefore, the concept of "profits and losses originate from the same source" appears abstract and lacks practical significance in this context, serving more as a generalization of the coexistence of market risks and returns.
Forex and futures, two-way trading instruments allow traders to simultaneously go long and short. Theoretically, it's possible to convert profits and losses by operating in opposite directions within the same market fluctuation. This provides a more concrete basis for the "same origin of profits and losses" concept. For example, if a currency pair begins an upward trend due to favorable macroeconomic policies, long traders profit while short sellers lose. Both profits and losses stem from this upward trend, seemingly conforming to the "same origin" logic. However, it's important to note that this "theoretical symmetry" quickly breaks down due to human weaknesses and cannot be directly translated into actual trading results. This is also the core reason why most traders have a misconception about the "same origin of profits and losses."
This can be further verified using specific trading scenarios: Suppose a forex trader suffers a huge loss due to blindly chasing long positions during an upward trend. Theoretically, if they can reverse the trend and go short, they can convert the loss into a profit. However, the reality is far from that simple. On the one hand, a trader's initial decision to "buy all the way" was likely driven by greed, blindly believing the trend would continue indefinitely and neglecting risk management. If they were to switch to shorting at this point, they would need to overcome cognitive inertia and fear (fear of further losses if the trend continues to rise after they short). Human weaknesses often make this rational shift difficult, and they may ultimately continue to increase their positions in the wrong direction. On the other hand, even if a trader realizes they are on the wrong track, they may stop out prematurely due to "unable to withstand floating losses." They are unable to withstand losses in their original direction or seize profit opportunities in the opposite direction, rendering the "theoretical conversion of gains and losses" meaningless.
Essentially, the establishment of "profit and loss from the same source" requires a key prerequisite: the trader has fully overcome human flaws and is able to withstand both floating losses and floating profits, effectively executing the strategy. If a trader can only withstand floating losses but prematurely cuts profits during periods of floating profits due to greed or anxiety, profits will not cover losses. If a trader can only withstand floating profits but refuses to stop losses during periods of floating losses due to "lucky luck," a single loss will eat up multiple profits. Both situations break the symmetry of "profits and losses stemming from the same strategy logic," undermining the principle of "profits and losses stemming from the same source."
More importantly, even if a trader correctly predicts the market direction, if they close their positions prematurely due to human weakness, they will not achieve significant profits and will naturally struggle to achieve the reward-risk balance required for "profits and losses stemming from the same source." For example, a trader may accurately predict a currency pair's downtrend and short it. However, if they close their position prematurely after a small profit due to fear of profit-taking, the subsequent profit from the sharp decline will be irrelevant. If, on the other hand, they misjudge and go long in another trade but hesitate to stop losses due to "unable to withstand floating losses," their eventual losses will be far greater than their previous profits, creating an unbalanced situation of "limited profits and unlimited losses." In this scenario, a trader's profits and losses stem from different decision-making logic (taking profits out of fear when making a profit, and holding onto a trade out of sheer luck when losing), completely contradicting the core concept of "profits and losses coming from the same source."
Therefore, the vast majority of traders who suffer persistent losses due to a flawed mindset are not truly qualified to discuss the concept of "profits and losses coming from the same source"—in their trading behavior, "losses on positive trades" and "still losses on negative trades" are the norm. Profits and losses do not stem from the same market principles or strategic logic, but rather from chaotic decision-making caused by human weaknesses. Only after traders undergo systematic training and achieve "rational response to floating profits and losses," "complete execution of trading strategies," and "strict control of risk exposure" can they truly understand the essence of "profits and losses coming from the same source"—that both profits and losses stem from understanding and applying market principles. In this case, the core of "same source" lies in "strategy consistency" rather than "directional symmetry." This is the true value of "profits and losses coming from the same source" in forex trading.
In summary, in forex trading, traders must abandon the idealized notion that "profits and losses come from the same source" and instead focus on overcoming human weaknesses and building a comprehensive trading system. Only by achieving a stable mindset and a closed-loop strategy can the concept of "profits and losses come from the same source" be transformed from a theoretical concept into practical logic. Otherwise, blindly applying this concept will only mask shortcomings in human nature management and strategy execution, ultimately leading to a vicious cycle of "cognitive misunderstanding → operational errors → continued losses."

In forex trading, strategies such as phased position building and light long-term holdings are not tied to capital size but rather focus on addressing the trader's mindset. Regardless of capital size, these strategies can help traders better manage risk and psychological pressure.

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Specifically, whether a small trader has $100,000 or a large investor has $10 million, the same principles apply to long-term investment: building positions in batches and maintaining a light position. This involves not only capital management but also mindset control. The size of your capital doesn't determine your trading strategy; it's your mindset and risk management skills that determine trading success or failure.
For example, if a trader with $100,000 chooses to go all in at once, this is definitely not the behavior of a professional. Even ordinary traders should build their positions in batches to avoid overweighting their positions. Overweighting can lead to an imbalance in one's psychological tolerance for stress, and traders may find themselves unable to maintain their positions due to excessive pressure, leading to premature exits. Building positions in batches is not only a means of psychological control and mindset management; it's also a tactical strategy, not simply a matter of capital size.
By building positions in batches, traders can gradually adjust their positions amid market fluctuations, reducing the risk of single decisions. This strategy helps traders maintain calm and rationality, avoiding overreactions to short-term market fluctuations. Furthermore, maintaining a light, long-term position allows traders more room for maneuver and adjustment when faced with market uncertainty.
In short, the strategies of phased position building and light, long-term position building are suitable for all forex traders, regardless of their capital size. The core of these strategies is to help traders better manage their mindset and avoid poor decisions caused by excessive psychological pressure. Through proper fund management and mindset control, traders can achieve more stable and sustainable investment returns in the forex market.

In the forex market's two-way trading strategy system, long-term traders engaging in short-term trading is essentially a "transitional operation during the skill-building phase" rather than a long-term strategic choice.

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The core value of this type of trading lies in providing "foundational practical support" for building long-term trading capabilities. Once the initial phase is achieved, traders must return to their core role—swing trading and trend trading. Short-term trading serves only as a temporary tool in the process of building a long-term trading system and lacks strategic sustainability.
From the perspective of long-term traders' growth, the transitional value of short-term trading lies primarily in systematic familiarity with the trading process. For traders whose ultimate goal is long-term trading, the key objective of initially engaging in short-term trading is to fully master the fundamental operational chain of forex trading through frequent practical exercises. This includes precise order execution (such as the differentiated application of market and limit orders), the rational setting of pending order strategies (such as calibrating stop-loss and take-profit order levels), dynamic control of the pace of position expansion (such as adjusting the interval and position size based on market fluctuations), and real-time monitoring of the position holding process (such as adjusting the mindset to cope with short-term fluctuations). This process is like "field practice" during driving training. Through repetitive operations, muscle memory is formed, unfamiliarity with the trading system is eliminated, and the foundation for subsequent swing and trend trading, which involves longer cycles and more complex decisions, is laid. Once a trader has mastered the entire process and has developed reflexes for responding to different market scenarios, the transition from short-term trading is complete, and a return to swing and trend trading becomes inevitable. These strategies better meet the core needs of long-term traders for optimizing risk-return ratios and capturing trend dividends, and are highly consistent with the underlying logic of long-term trading.
In terms of the practical aspects of short-term trading, another core goal of long-term traders in this type of operation is to cultivate initial market acumen for beginners. This market acumen must be based on the integration of short-term and long-term analysis, not isolated short-term operations. In terms of trading cycle selection, long-term traders often focus their short-term trading practice on a 15-minute candlestick chart cycle for opening and closing positions. This cycle provides sufficient trading signal density to cultivate market acumen while avoiding the excessive noise that can interfere with judgment in ultra-short timeframes (such as 1-minute and 5-minute charts). However, it's important to note that short-term trading decisions based on the 15-minute chart cycle aren't isolated; they must be anchored by daily chart pattern analysis. The daily chart cycle, serving as a higher-level basis for trend analysis, can provide "trend direction guidance" and "key support and resistance level references" for 15-minute short-term trading. For example, when the daily chart pattern demonstrates a clear upward trend (such as a bullish alignment of moving averages and price movement within an upward channel), 15-minute short-term trading should prioritize long positions, and stop-loss orders should reference key support levels on the daily chart (such as previous lows or the daily moving average). If the daily chart pattern is in a state of consolidation, 15-minute short-term trading should adjust profit expectations and strictly control position size. This logic of "short-term operations relying on long-term analysis" aligns with the thinking habits of long-term traders while ensuring that short-term operations stay within the framework of long-term trends, avoiding the pitfalls of frequent trading and directional confusion caused by isolated short-term decisions.
From a profit perspective, long-term traders often struggle to achieve sustained profitability through short-term trading. This result stems from a mismatch between strategic logic and capabilities. On the one hand, the profit logic of short-term trading relies on "accumulating small profits at high frequency" and "accurately capturing short-term fluctuations," requiring traders to possess strong short-term market forecasting, quick decision-making, and high-frequency operational discipline. Long-term traders, on the other hand, focus on "macro-trend judgment," "long-term value assessment," and "long-term risk management." Their mindset is more inclined to "ignore short-term noise and grasp the core trend." This naturally conflicts with the sensitivity to micro-volatility required by short-term trading. Furthermore, the cost structure of short-term trading significantly constrains profitability. Costs such as spreads and commissions in forex trading are significantly magnified in high-frequency, short-term trading. The "low-frequency, large-position" profit model favored by long-term traders doesn't align with the cost tolerance of short-term trading's "high-frequency, small-position" approach, ultimately leading to a situation where profits don't cover trading costs. Furthermore, the risk preferences of long-term traders conflict with the risk profile of short-term trading: short-term trading carries the risk of "severe short-term volatility and frequent false breakouts," while long-term traders are more suited to a risk environment characterized by "clear long-term trends and extended risk mitigation cycles." This mismatch in risk preferences further reduces the probability of profitability in short-term trading.
In summary, in two-way forex trading, long-term traders' short-term operations must clearly define their "transitional" nature and "limited value boundaries." The core purpose of short-term trading is to familiarize oneself with operational procedures and develop a basic sense of the market. It relies on long-term analysis, but it is not a profitable method for long-term traders, nor can it replace the core role of swing trading and trend trading. Traders must clearly understand this logic, avoid overinvesting resources in short-term operations, and ensure that their practice is always focused on building long-term trading capabilities, ultimately achieving a smooth transition from "transitional short-term trading" to "mature long-term trading."

In the field of forex investment, two-way trading provides investors with flexible and diverse profit channels.

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On the one hand, many traders profit by quickly capturing market fluctuations through short-term trading strategies. They exploit short-term market fluctuations by frequently entering and exiting the market to obtain small but stable returns. On the other hand, some investors prefer a long-term investment approach, holding positions for extended periods to achieve greater returns. These long-term investors typically maintain a small position size to reduce risk while patiently waiting for market trends to confirm and continue.
In addition, some traders adopt a short-term approach, concentrating their funds to achieve high returns in the short term. However, this strategy carries a high risk and requires traders to possess keen market insight and strict risk management. Regardless of the trading method chosen, the key is to find a model that matches your personality. Forex traders should incorporate their personality traits into their unique investment and trading system, thereby constructing an investment strategy that suits their personal style and adapts to market fluctuations. This personalized investment system can help traders better navigate market uncertainties and improve the accuracy and effectiveness of their investment decisions.

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13711580480@139.com

+86 137 1158 0480

+86 137 1158 0480

+86 137 1158 0480

z.x.n@139.com

Mr. Z-X-N

China · Guangzhou

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