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This interview features trader Austin Semeniuk, recorded while traveling in Da Nang, Vietnam, where he breaks down how he went from electrical trades to full-time markets by building a personal edge around supply/demand and institutional order flow. He’s candid about mentorship, the grind, and why treating trading like a real business—not a weekend hobby—is the difference between surviving and getting steamrolled.
In this piece, you’ll learn Austin’s practical playbook: how to shape a strategy around what fits your strengths, measure results over months (not days), and use journaling, screen-record “film study,” and strict risk controls (like cutting risk after a losing streak) to stay in the game. You’ll also pick up his takes on filtering out scammers, keeping a routine across time zones, and why having additional income streams reduces pressure so you trade your plan—not your bills.
Austin Semeniuk Playbook & Strategy: How He Actually Trades
Core philosophy: read buyers vs. sellers, not just indicators
Trading works best for Austin when he sees the market as a live auction. He builds his edge around supply/demand imbalances and the way orders actually hit the tape, then wraps that with patience, discipline, and consistency.
- Map supply/demand zones first; only plan trades where the price left a level with speed (impulsive move) and low overlap.
- Favor fresh zones: if a level has been touched, require stronger confluence or skip it.
- If the story between buyers and sellers isn’t obvious in 30 seconds, pass and wait for clarity.
- Journal each trade’s “order-flow story” in one sentence before entry; if you can’t, don’t click.
Market selection & timeframes
He’s comfortable on FX and index majors where liquidity is deep, using higher timeframes for bias and lower timeframes to stalk entries—acknowledging that smaller charts offer more opportunity but also more noise.
- Build top-down: weekly → daily for bias; 4H/1H for levels; 15m/5m for triggers.
- Trade no more than two instruments concurrently; focus heightens pattern recognition.
- If the lower timeframe contradicts higher-timeframe bias at your level, stand down.
- Require the session context: only execute during your instrument’s most liquid hours.
Set up criteria: the A+ zone checklist
He waits for clean structures—drop-base-drop / rally-base-rally—then lets price return on thinning momentum before acting. The rules below filter B-setups fast, so you conserve risk for the best trades.
- Origin impulse: the departure candle must be wide-range and close away from the base.
- Freshness: 0 prior retests; if 1 retest occurred, demand extra confluence (HTF trend + decisive rejection wick).
- Location: the zone must align with the HTF swing point (not mid-range).
- Path of least resistance: the return leg should be overlapping candles or a channel—no strong momentum back into the zone.
- Trigger: enter on first lower-timeframe shift (engulfing against the pullback or break/retest of micro-structure).
- Invalidate the zone after 2 failed reactions or a full 50% candle close through it.
Risk sizing & drawdown control
Austin emphasizes staying power: small, repeatable risk keeps you in the game long enough for the edge to express. He warns against a large percentage risk that can nuke an account in a normal losing streak.
- Default risk ≤ 0.5% per trade; never exceed 1%.
- Equity curve brake: after 3 consecutive losses or −1.5% day, cut unit size by 50% until two wins.
- Weekly max loss: stop trading for the week at −3% and review; no “get-back” attempts.
- Correlation cap: if pairs/indices are highly correlated, all open risk across them ≤ 1%.
- News filter: no new positions within 5 minutes before tier-1 releases on your instrument.
Trade management: from entry to exit
He lets the market do the lifting: predefined targets at opposing zones, with stops tucked logically beyond structure, not arbitrary pips. The aim is to remove impulse and keep decisions mechanical.
- Initial stop: beyond the distal edge of your zone plus spread/volatility buffer (e.g., ATR(14) on the trigger timeframe × 0.25).
- First scale: take 1R at the first opposing micro-structure; move the stop to break-even only after that print.
- Full/partial: target the next HTF zone; if momentum stalls (two lower highs/higher lows against you), trail above/below swing highs/lows.
- Time stop: if price meanders for 3× your setup bar count without progress, scratch.
- Never widen stops; if invalidated, exit and re-plan.
Journaling & “film study”
He treats journaling as a performance lab: record screens, annotate decisions, and convert observations into rules. This builds confidence and shortens the feedback loop.
- Record entries/exits with screenshots and a 1-line hypothesis (“sellers defended fresh supply into HTF downtrend”).
- Tag each trade (A/B/C quality, trend/mean-revert, session) to spot win-rate clusters.
- Review weekly: extract two keepers (rules to keep) and one cut (rule to drop) from the data.
- Maintain a “playbook page” per setup with images of best and worst examples.
Building the edge: backtesting to confidence.
Confidence comes from seeing a strategy work across many samples, not from one lucky win. He stresses testing and adapting methods to your own strengths and weaknesses.
- Define rules in binary terms before testing (yes/no questions).
- Run at least 100 samples per setup and per pair/index before going live.
- Track expectancy (win% × avg win − loss% × avg loss); deploy capital only when > 0.2R per trade over the last 50 samples.
- If your natural style prefers fewer trades, demand higher R multiples; if higher frequency, accept lower R but maintain strict risk.
Routine, mindset, and professionalism
He treats trading like a business: routines, checklists, and personal accountability. Consistency and patience aren’t slogans—they’re daily behaviors.
- Pre-market: 20-minute bias/levels review; write the day’s two primary scenarios.
- During market: alarms at zones; no random chart surfing; follow execution checklist.
- Post-market: log results, rate discipline (1–5), and write one improvement for tomorrow.
- Weekly CEO hour: review metrics, costs (data/commissions), and process bottlenecks.
Lifestyle fit: trading while traveling
He’s shown you can trade on the move if you reduce complexity, narrow your watchlist, and keep routines portable. Less pressure equals better decisions.
- Keep a “travel mode” plan: 1–2 instruments, one session, and only A-setups.
- Pre-download chart templates and alerts; use a single VPS/desktop layout everywhere.
- Protect sleep and bandwidth windows around your session; if either is compromised, skip the day.
- Maintain secondary income or savings buffer to remove “must win” energy from trades.
Personal metrics that matter
He focuses on numbers he can control and that reflect edge quality, not P&L vanity. This keeps the process objective and scalable.
- Set up quality mix: ≥ 70% A-setups per week.
- Rule adherence: ≥ 90% checklist compliance (measured from the journal).
- Risk efficiency: average loss ≤ 0.6R; average win ≥ 1.6R.
- Opportunity capture: took ≥ 80% of valid A-setups that triggered during your session.
The size risk is small, and cut faster after clusters of losing trades
Austin Semeniuk keeps his account alive by treating risk like oxygen—precious and limited. He caps position risk so a normal losing streak can’t wreck a week, much less a month. When losses cluster, he doesn’t “fight back”; he shrinks in size and slows down. That simple shift turns a bad day into a manageable speed bump instead of a crater.
He also predefines when to reduce risk, so it isn’t a game-time decision. After a set number of red trades in a row, Austin immediately halves the size and only restores it after clean, rule-based wins. This keeps emotions from sneaking into sizing and protects focus for the next A-setup. The goal, as Austin Semeniuk puts it, is to survive long enough for the edge to show up—because survival is the real edge.
Let volatility set targets, buffers, and session timing for entries.
Austin Semeniuk frames every trade around current volatility, so his levels aren’t wishful thinking. If the ATR doubles, he widens stops and targets proportionally; if it shrinks, he tightens everything and reduces expectations. He places a buffer beyond the structure based on a fraction of AT, R, so random wiggles don’t flick him out. When volatility is extreme, he’ll delay entries until the London–New York overlap or a clear compression forms.
He also lets volatility dictate when to scale out and when to hold. On quieter days, Austin Semeniuk is content banking 1–1.5R at the first opposing level; on fast days, he pushes for 2–3R and trails behind swing pivots. He sizes down during regime shifts—those awkward transitions from calm to storm—until the new rhythm proves itself. The result is a plan that breathes with the market instead of fighting it.
Diversify by instrument, setup, and timeframe to smooth equity swings
Austin Semeniuk doesn’t rely on one market or one pattern to carry his month. He spreads opportunity across a short watchlist of liquid instruments, then rotates focus toward the symbols showing the cleanest structure. When one pair or index goes choppy, another often trends, keeping its equity curve from living or dying on a single tape.
He also diversifies by setup and timeframe without turning the playbook into chaos. Austin Semeniuk keeps one trend-following and one mean-reversion entry, each with predefined rules, and applies them only when the higher timeframe context supports them. By staggering holds across intraday and swing horizons, he lets winners run where it makes sense while still booking consistent, smaller gains.
Trade mechanics over predictions; execute playbook rules with checklist discipline
Austin Semeniuk doesn’t try to outguess the next candle; he follows a sequence that either checks out or it doesn’t. He defines the level, the trigger, the stop, and the target before the price gets there, then lets the market vote. If the signal is missing, he passes without debate. That detachment keeps him from turning analysis into storytelling.
He runs a small, printed checklist and won’t click until every box is ticked. Austin Semeniuk logs any rule he broke—even on winners—so process grade matters as much as P&L. If he breaks a rule, the penalty is fewer trades or smaller size the next session. Over time, this habit makes execution automatic, freeing his attention to manage risk rather than defend a prediction.
Prefer defined-risk structures; avoid undefined tail risk during news.
Defined risk keeps you alive when spreads explode or liquidity vanishes. That means hard stops placed logically beyond structure, bracket orders set at entry, and no averaging down while hoping volatility calms. If a trade can theoretically spiral without a capped loss—like holding through surprise releases without a stop—you’ve built a time bomb. Ahead of major events, go flat or cut the size to a token probe so a freak print can’t rewrite your month.
Austin Semeniuk treats news like a separate regime with rules that remove guesswork. He tightens exposure when calendars cluster and refuses to widen stops after entry; the plan either survives the test or it’s out. If slippage pushes the executed stop beyond a predefined threshold, he halts new orders until spreads normalize and logs the incident for review. Over many weeks, this habit of preferring defined risk and sidestepping undefined tail risk is what lets Austin Semeniuk compound instead of rebuild.
Austin Semeniuk’s core message is simple: treat trading like a real, year-round business, not a hobby. He built his edge by focusing on institutional order flow and supply/demand, but the engine behind it is professionalism—showing up daily, cutting noise, and investing in skills the way a craftsperson would. He’s blunt about the early pitfalls: scams, fake track records, and unhelpful forums that warp expectations, which is why finding a mentor with a visible work ethic mattered more than any flashy promise. The consistent theme is survival first—keep risk small, accept that profitability arrives gradually, and let the data from your own execution guide improvements rather than chasing the next shiny tactic.
He also shows the lifestyle can work—trading from places like Da Nang—if you build portable routines, respect time-zone shifts, and avoid lifestyle pressure that forces trades. Volatility, session timing, and structure drive the plan; material status symbols don’t. Keep expenses lean, protect attention, and let compounding come from steady execution instead of oversized bets. When markets or life conditions change, slow down, reduce size, and wait for your A-setups to reappear. That’s the real secret sauce: discipline strong enough to outlast drawdowns and patient enough to let good process compound.
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