Table of Contents
In this interview, Italian trader Andrea Cimitan sits down to unpack how he evolved from intraday order-flow scalper to macro-aware swing trader. We talk auction market theory on higher timeframes, why inflation and employment data drive central-bank policy, and how “trend-setting” news can be the spark for multi-week moves. If you’ve seen Andrea’s work, you know he blends clean market structure with a simple, logical lens on why price moves—and he keeps it practical for retail traders who don’t live on a Bloomberg terminal.
You’ll learn how Andrea builds a directional bias from the top down (central banks → macro regime → asset behavior), then times entries with volume and daily/4H structure. We cover when to ride momentum on high-impact releases, when to fade non-confirming data, and how to convert macro context into clear risk parameters—without bloating your process. If you want a trader-tested strategy you can actually execute—day trading or swing—this piece gives you the distilled rules, the narrative cues to watch, and the discipline frameworks to avoid revenge trades and overthinking.
Andrea Cimitan Playbook & Strategy: How He Actually Trades
The Core Lens: Macro Narrative First, Execution Second
Before hunting for entries, he builds a directional bias from the top down. The big idea is simple: understand what central banks, inflation, and growth mean for risk assets, then line that up with clean structure and volume. This section spells out how to form a view that stops you from fighting the tape and keeps you aligned with the market that actually exists.
- Start weekly → daily → 4H: define trend, key swing highs/lows, and value areas you don’t want to trade against.
- Map the macro regime: policy bias (tightening/loosening), inflation trend (rising/falling), and growth pulse (accelerating/slowing).
- Assign a bias only if macro + structure agree; otherwise, label the day “neutral” and reduce risk.
- Track the dominant narrative (e.g., “disinflation + soft landing”); fade setups that contradict it without confirmation.
- If the regime is unclear, cut size by 50% and favor mean-reversion scalps over swings.
Daily Prep: From Calendar to Game Plan
The edge comes from showing up prepared. He builds a daily plan around catalysts and levels so execution is mechanical, not emotional. Use this to make your morning prep fast and consistent.
- Check the economic calendar first; highlight prints that affect your market (rates, jobs, CPI, PMIs).
- Decide “trend-setting” vs “noise” events; risk-up only for trend-setters.
- Pre-mark two scenarios (continuation vs. fade) and the invalidation for each.
- Write the opening auction plan: where you’ll do nothing, where you’ll probe, where you’ll add.
- Cap the day’s maximum loss (e.g., 1R–1.5R) before the session starts.
Structure + Order Flow: The Actual Setup
He combines a higher-timeframe structure with real-time order flow/volume to time entries. Think of structure as the “where” and order flow as the “when.” These rules turn that into a repeatable setup.
- Trade away from obvious liquidity: look for sweeps of prior highs/lows followed by failure to continue.
- Confirmation = absorption + shift: large prints absorbed near your level, followed by a lower high (short) or higher low (long).
- Entry triggers: break-and-retest of the decision candle, or first pullback after the absorption wick.
- If delta/volume doesn’t confirm the break, treat it as a fakeout and either exit or flip with tight risk.
- Avoid mid-range chop; only execute at pre-defined extremes or value boundaries.
Risk Sizing That Survives Regime Changes
Good sizing lets you stay in the game when narratives flip. He scales risk by clarity of regime and quality of signal. Use these constraints to stop one bad day from ruining a good month.
- Base risk per trade = 0.5R–1R; raise to 1.25R only when macro + structure + flow fully align.
- Hard daily stop: 1.5R max; weekly loss cap: 3R–4R. When hit, stop trading and switch to review.
- First, add only after partials taken or after higher-timeframe level breaks and holds.
- Never widen stops; re-enter only if the original thesis reappears at a better price.
- If three consecutive trades fail for the same reason, ban that setup for 48 hours and review.
Timing News Without Getting Wrecked
Catalysts move markets, but timing matters. He respects the first impulse, then looks for the real trade once liquidity normalizes. These rules help you avoid chasing the wrong candle.
- For major releases: no entries during the first 1–3 minutes; let spread and volatility normalize.
- If news confirms the dominant narrative, buy pullbacks (or sell rallies) into structure with reduced size, then scale.
- If news conflicts with the narrative, demand stronger confirmation (absorption + failed retest) before fading.
- Use bracket orders only if tested in sim; otherwise, execute manually at pre-marked zones.
- After a surprise print, half-size for the first trade; restore size only after the first winner.
Trade Management: From First Partial to Trailer
Execution is more than entries. He systemizes partials, break-even moves, and trailers so that one strong move pays for multiple small scratches. Follow this sequence to make winners count.
- Target 1 at 1R or first opposing micro-structure; move stop to break-even after T1.
- Target 2 at the HTF level or measured move (range height or impulse leg).
- If the price accepts beyond the HTF level (close + retest), trail behind the last confirmed swing and let it run.
- If momentum dies (delta divergence + failure to push), close 50% and tighten the trailer.
- Never let a +1R winner turn into a loss—BE is the floor after T1.
Timeframes and Markets He Actually Trades
His edge shows best when the timeframe and instrument match the regime. This keeps you playing the right game instead of forcing setups where they don’t belong.
- Build bias on weekly/daily; execute on 4H/1H; refine triggers on 15m–5m only at key levels.
- In high-vol regimes, prefer 1H–15m continuation; in low-vol regimes, emphasize daily/4H break-and-hold swings.
- Focus on the markets you can explain in one sentence (e.g., FX majors with clear central-bank divergence, indices with strong macro trend).
- Avoid thin sessions; if liquidity is poor, reduce size or stand aside.
- One market “A setup” is better than five “B setups.” Specialize until the stats prove otherwise.
Level Selection: How to Mark the Chart
No magic indicators—just levels that actually matter. He marks only the zones that attract real volume and stop-hunts. Keep this minimal so signals stand out.
- Weekly/daily highs/lows, prior week’s value areas, and untested break levels only.
- A level is valid if the price reacted with initiative flow previously; ignore levels formed by drift.
- Stack confluence: HTF level + liquidity sweep + volume/footprint signal.
- Invalidation = two closes beyond the level on your execution timeframe.
- Delete clutter weekly; if a level hasn’t “done work,” it’s gone.
Journal Like a Pro (Without Overcomplicating)
Journaling isn’t poetry—it’s pattern detection. He logs just enough to improve the next trade, not to write a novel. Use this template to tighten your loop.
- Record: regime tag (risk-on/off), narrative tag (e.g., “disinflation”), setup tag (e.g., “sweep + absorption”), R risked, R realized.
- Screenshot three frames: HTF context, entry trigger, exit rationale.
- Weekly: sort by setup tag and compute win rate, avg R, time-of-day edge.
- Kill or fix: anything <0.3R expectancy after 30 samples is removed or redesigned.
- Add a “narrative accuracy” note: Did price behave as your story implied? Adjust bias rules accordingly.
Behavior Rules That Protect the Edge
Discipline is the guardrail. These behavior rules keep you from giving back hard-earned R when conditions change or emotions spike.
- Two-strikes rule: after two idea-quality violations (e.g., chasing mid-range), stop for the day.
- One-screen rule during execution: close social feeds; open them only in review.
- Pre-commit to a max of two adds per winner; never martingale losers.
- If volatility explodes beyond your tested range, cut size in half or move to replay.
- End each week with a 30-minute “narrative check”—if the story changed, your playbook changes with it.
Building Your Version of the Setup
He didn’t get here by copying; he iterated one setup until it paid the bills. These rules help you turn his principles into something that fits your market, hours, and temperament.
- Choose one market and one setup; collect 30–50 trades before judging it.
- Lock risk constants (per-trade R, daily stop) for the entire sample; don’t tweak mid-run.
- Add complexity only after profitability: start with structure + one flow signal, then add a second trigger if expectancy rises.
- Backtest the entry/exit logic on your timeframe; forward-test with half size for two weeks.
- When your stats match the target (e.g., 40–55% win rate, 1.6–2.2R avg winner), scale size—not the number of setups.
Size Risk First: Protect R, Then Let Winners Compound
Andrea Cimitan starts every trade by sizing risk, not hunting profit. He defines a fixed R per idea and caps the daily drawdown before the session even opens. That constraint turns randomness into manageable noise and stops big losers from hijacking the week. Only after R is protected does he think about how to scale a winner.
In practice, Andrea Cimitan sets the stop at the invalidation level, back-calculates position size, and reduces size when volatility spikes. He takes first partials around 1R to pay risk, moves to break-even, then lets a trailing exit capture trend legs. Adds happen only after strength confirms and never on the way down—no martingale, no averaging losers. The result is simple math: small controlled losses, occasional outsized runs, and a smooth equity curve that grows because R stayed sacred.
Trade Mechanics Over Predictions: Execute Setup, Ignore Narratives Mid-Trade
Andrea Cimitan treats the setup as the boss and the narrative as background music. Once he’s in a trade, he won’t rewrite the plan because a headline sounds persuasive or Twitter spins a new story. He commits to the trigger, invalidation, and take-profit logic that were defined pre-trade, letting the mechanics carry the weight. That discipline prevents the most expensive error in trading—moving stops or targets to fit a fresh opinion.
In real terms, Andrea Cimitan waits for confirmation, executes, and then manages via rules: partial at 1R, stop to break-even, and trail behind structure. If delta, volume, or structure stop confirming, he exits—no debate, no narrative rescue mission. He never adds to losers; he only adds when the market proves him right. By separating idea generation from execution, he gets clean data, repeatable behavior, and results driven by edge, not impulse.
Allocate by Volatility: Scale Position and Targets to Regime
Andrea Cimitan tailors risk and expectations to the market’s current pace. When volatility expands, he shrinks position size, widens stops appropriately, and aims for larger target multiples to respect bigger swings. When volatility contracts, he does the opposite—slightly larger size, tighter stops, and modest targets—so trades still make sense in calmer tape. This keeps each idea normalized to conditions instead of forcing one static template every day.
Practically, Andrea Cimitan measures recent range, compares it to a rolling baseline, and tags the session as high-, medium-, or low-vol. From there, he applies pre-defined brackets for size and stop distance, and he adjusts trade management—faster partials in chop, slower hands in trend. He avoids trading at all when volatility is erratic but directionless, preserving mental capital for cleaner regimes. By letting volatility set the rhythm, he reduces random stop-outs, improves average R per winner, and keeps his edge consistent across cycles.
Diversify Smartly: Underlying, Strategy, and Timeframe, Not Just Tickers
Andrea Cimitan spreads risk where it actually matters—by mixing underlyings, strategies, and holding periods instead of stuffing a watchlist with correlated names. He’ll pair an index swing with a currency mean-reversion and a commodity breakout, so one narrative or session doesn’t control the whole P&L. The goal is to diversify edge expression, not just symbols, and to avoid being 100% exposed to the same catalyst in disguise.
In practice, Andrea Cimitan limits overlap: if two markets move off the same driver, he counts them as one bet and sizes accordingly. He rotates between continuation and fade setups based on regime, and he staggers timeframes so a 4H swing isn’t canceled out by a reactive 5m scalp. He caps active strategies to what he can execute cleanly and retires any combination that tanks expectancy. The result is smoother equity, fewer cluster losses, and more ways to get paid when conditions shift.
Process Discipline: Predefine Rules, Journal Results, Review Weekly Stats
Andrea Cimitan treats trading like running a tight shop—rules written before the bell, executed without negotiation. He starts with a checklist: bias, levels, trigger conditions, invalidation, targets, and max daily loss, all defined in plain language he can follow under stress. If an item isn’t checked, the trade doesn’t fire, and if the plan is breached mid-trade, he exits—no “one more minute” exceptions. That pre-commitment strips out improvisation and keeps performance tied to process, not mood.
After the session, Andrea Cimitan journals with intent: screenshots of context, entry, and exit; tags for setup type and regime; and a quick note on what he’d do again versus cut. Each weekend, he rolls the data up—win rate by setup, average R, time-of-day stats, and the hit rate of his bias—then promotes or retires plays based on expectancy. He sets a single improvement target for the coming week (e.g., “no mid-range entries”), posts it where he can see it, and measures compliance daily. The payoff is a cleaner feedback loop: fewer repeat mistakes, more focus on what pays, and steady month-over-month growth that comes from executing a boring, elite process.
Andrea Cimitan’s core lesson is to anchor every trade in the macro narrative, then execute with clean structure and volume on higher timeframes. He frames regimes through inflation and employment—the twin levers of central-bank policy—and lets that context shape directional bias before looking for entries on the daily/4H, having evolved from intraday scalping to swing execution with volume timing. Cycles are long, policy is the driver, and your job is to align with the prevailing story rather than fight it.
He’s pragmatic about news: treat releases as volatility engines that either confirm or deny the dominant narrative—when they do so decisively, there’s an exploitable window after the initial impulse. Intermarket awareness matters here, especially the bond market’s role and how central banks use rates and balance-sheet tools to steer conditions. In short, understand where you are in the cycle, what the policy path implies, and trade the confirmation/denial with predefined levels and risk.
Cimitan also underscores the practical realities retail traders face: macroeconomic data are broadly fair to access—inefficiency windows exist but are brief—so preparation and process beat chasing speed. Keep your edge by reading central-bank communications directionally (not literally), accepting their political dimension, and focusing on how markets price those signals. Above all, protect traders from industry pitfalls, pursue real education, and hold yourself to audited standards of discipline and execution.
