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Reading the Tape — Day Trading Visual Tutorial
A visual field guide, in seven parts

Reading the Tape

Day trading, from the plumbing up: what a candle actually records, what wicks mean, which patterns matter, why context decides everything, and how to test yourself before real money is involved. Every chart below is built to be poked at.

Read this before the fun part. Regulator and broker studies consistently find that roughly 70–90% of active day traders lose money over time. That is not a reason to skip learning — it is the reason Part 07 exists. Assume you have no edge until your own logged data proves otherwise. This page teaches mechanics; it is not financial advice.
Part 01 · The plumbing

You pay the spread before the chart moves

Every trade starts inside the order book. Buyers post bids below, sellers post asks above, and the gap between the best of each is the spread — a cost you pay instantly, on entry and again on exit.

Bid / Ask / Spread
The bid is the highest price buyers will pay; the ask is the lowest sellers will accept. Wide spread = expensive to trade.
Liquidity & volume
How easily you can get in and out at your price. Thin stocks fake you out constantly — stick to high-volume names early on.
Order types
Market fills now at whatever the book offers. Limit fills at your price or better, or not at all. Stop becomes a market order when triggered; stop-limit becomes a limit order. Learn these cold before risking money.
PDT rule (US)
Under $25,000 in a margin account you get 3 day trades per rolling 5 business days. Cash accounts avoid it, but you wait on settlement.
Leverage multiplies both directions and is the #1 account killer for beginners. Margin is a tool for sizing, not a way to “win more.”
Order book · XYZPrice · Size · Depth

Hover a row to see what resting orders at that price mean — or fire a simulated market order to see which side of the spread it lands on.

How to read it: asks (sellers) stack above, bids (buyers) below. The bars show how much size rests at each price. The amber band is the spread — a market buy fills at 25.05, a market sell at 25.03. Do both instantly and you're down the difference on a round trip. That's the toll booth.
Part 02 · Anatomy

A candle is four numbers — drag them

Every candle compresses one time window into Open, High, Low, Close. The body is the open-to-close move; the wicks are everywhere price went and failed to stay. The body is what got accepted. The wicks are what got rejected.

Open
High
Low
Close
Accepted (body)Rejected (wicks)
60%40%

Drag the O · H · L · C handles (or focus one and use ↑/↓). High and low stretch to contain the body automatically — a candle can't close outside its own range.

Timeframe matters: a 5-minute candle is five minutes of this fight; a daily candle is six and a half hours of it. Day traders typically execute on the 1m/5m while checking the 15m and daily for context — never the reverse.
Part 03 · Wicks

Wicks are the story of a fight

A long wick means price probed a level and got pushed back. Who pushed — and where the candle finally closed — is the information. Shaded amber below is the rejected ground.

Body position beats wick length alone: a close pinned near the high after a long lower wick is far stronger than the same wick with a mid-range close. Ask where did it close? before how long is the wick?

Part 04 · Patterns

The eight worth knowing

There are a hundred named patterns. These eight cover single-candle rejections, two-candle momentum shifts, and three-candle reversals — the rest add noise, not edge. The amber box marks the pattern inside its context.

Up candle (hollow — close above open) Down candle (filled — close below open) The pattern
Part 05 · Context

The same hammer, two different trades

This is the part most people skip. Patterns are only signals at locations. Below, the identical hammer — same open, high, low, close — appears twice. One is worth a plan; one is worth nothing.

Signal
  • Forms at a level price has respected three times (amber dashes)
  • Volume spikes to ~2.5× average — real interest at the low
  • Clear prior downtrend to reverse
Noise
  • Mid-range — nothing above or below for it to reject
  • Volume is average — nobody showed up
  • No trend to reverse; chop in both directions
  • Support / resistance — horizontal levels where price previously reversed. Intraday, the prior day's high/low, the premarket high/low, and round numbers matter most.
  • Trend — higher highs and higher lows, or the reverse. Trade with it until it clearly breaks.
  • Volume confirmation — a reversal candle on 5× average volume is real interest; on thin volume it's usually noise.
  • Higher timeframe first — daily → 15m → execute on the 5m/1m. Never the reverse.
Part 06 · Risk

Sizing is the actual job

Entries get the attention; sizing decides survival. The formula: shares = (account × risk%) ÷ (entry − stop). Widen the stop and the share count shrinks — the dollars you can lose stay pinned.

  • Fixed risk per trade — 0.5–1% of the account, maximum. That's per loss, not per position size.
  • Think in R — R is your risk unit. Risk $100, make $200: that's +2R. Track everything in R so trades of different sizes are comparable.
  • Minimum 2R targets — at 2:1 reward-to-risk you can be wrong 60% of the time and still profit.
  • Daily max loss — hard stop at 2–3R, then walk away. Revenge trading destroys more accounts than bad analysis.
Stops go where your idea is wrong, not where your pain threshold is — usually just beyond the wick of the signal candle.
Dollars at risk
pinned — this never moves
Shares
Position value
shares × entry
2R target
entry + 2 × stop distance

What to notice: drag the stop-distance slider. Shares and position value swing around — “dollars at risk” doesn't budge. That inversion is the entire discipline: the stop's distance sets the size, never the other way around.
Part 07 · Proof

Test it before you fund it

A tutorial can't give you an edge — only your own logged data can show whether you have one. Write a falsifiable rule, replay it 100 times, and do the arithmetic before a single real dollar moves.

Write the hypothesis like a spec: “Long a hammer that forms at the prior day's low, on volume above the 20-period average; entry above the hammer's high, stop below its low, target 2R, 9:45–11:00 ET only.” Vague ideas can't be falsified. This one has a pass/fail.

The trade log — one row per replay trade

DateTickerSetupEntryStopExitRRules followed?
The last column is the most valuable one. It separates “bad strategy” from “bad execution” — and they need opposite fixes. Note trade #6: the setup won anyway, but it still gets an ✗. Outcome doesn't launder process.

Expectancy — the only number that decides

Expectancy = (Win% × AvgWin) − (Loss% × AvgLoss), in R. Positive means the rule makes money over many trades. Move the sliders and watch 100 simulated trades of your system unfold.

Expectancy / trade
Final (100 trades)
Max losing streak
Max drawdown
Two things to sit with: even a positive-expectancy system spends long stretches underwater — the “max losing streak” number is the drawdown your psychology must survive. And at 45% / 2R / 1R the math works; drop the average win to 1R and watch the same win rate go broke.
100
Replay trades

TradingView Bar Replay or ThinkOrSwim OnDemand. Step forward candle by candle — no peeking at the future. Log every trade.

50
Live paper trades

Real time exposes hesitation, chasing, and fills worse than your backtest assumed. Replay lets you cheat unconsciously; live paper doesn't.

30
One-share real trades

Real money changes your decisions in ways paper can't simulate. Discover that at $2 of risk, not $200. Scale only after stats match paper.

If expectancy goes negative at any stage, go back a stage — never push forward to “win it back.”

Built as a mechanics tutorial, not financial advice. Candle colors are colorblind-checked in both themes, and direction is double-encoded — up-candles are hollow, down-candles are filled — so the chart never leans on green vs. red alone.