Multi-Timeframe Intensive
A six-session cohort that builds a full reading sequence from weekly structure through daily bias to intraday confirmation.
Who this is for
Discretionary traders who already place orders but find weekly, daily, and intraday charts arguing with each other. You should be comfortable with candlesticks and basic support/resistance; we do not cover broker setup or order types.
Result you work toward
By the final session you can mark higher-timeframe structure, state a bias in one sentence, list confluence conditions for an entry zone, and record why a lower-timeframe trigger was taken or passed.
Scope
Included: swing and structure marking on weekly and daily charts; bias rules; confluence checklists; lower-timeframe confirmation patterns we use in class; journaling fields that match the reading sequence.
Excluded: automated signal services, portfolio construction, options strategies, tax advice, and guaranteed trade outcomes. Markets move; the method is a reading discipline, not a forecast product.
How sessions run
- Session 1–2 — Mark weekly swings and ranges on prepared index and FX charts; define what “structure shift” means in our house rules.
- Session 3–4 — Translate weekly context into daily bias; practice writing bias statements before looking at the hour chart.
- Session 5 — Lower-timeframe confirmation: when to wait, when a zone is invalid, how we treat conflicting closes.
- Session 6 — Live walk-through of participant homework charts; journal review against the confluence checklist.
Homework is required between sessions. Expect roughly two hours of chart work per week outside class.
Provider and setting
Instruction is led by the Software Optimizers teaching desk in Suncheon. Cohorts meet in the Jangcheon-dong studio; a limited number of remote seats may open when travel is impractical. Korean and English materials are available; spoken instruction for this offering is in English.
Preparation
Bring three months of charts for one market you actually trade (equities index, FX pair, or futures). Export or print weekly, daily, and 1-hour (or 15-minute if that is your execution timeframe). No proprietary platform is required — any charting package that shows those intervals works.
Constraints
Cohorts cap at eight so every homework chart gets airtime. If you cannot attend two or more sessions, wait for the next intake or consider a Private Chart Review first.
Pricing and next step
The cohort fee starts at ₩1,850,000 per participant. Exact dates and any materials surcharge appear in the confirmation email. Request a place and tell us which market you trade and how long you have been active.