Table of Contents
This interview features Rolf Schlotmann—co-founder of Tradeciety and Edgewonk—sharing how he built a 15-year trading career and why he keeps his chartwork simple, objective, and repeatable. Filmed in Chiang Mai, it dives into the habits that matter: respecting rules, focusing on one approach at a time, and using higher timeframes when life is busy. You’ll also hear how Rolf blends price action with just enough structure to avoid analysis paralysis, and why journaling is the backbone of his consistency.
In this piece, you’ll learn Rolf’s actual trader strategy in plain English: how he filters trends with a higher-timeframe 50-SMA, times pullbacks using the central pivot point, and uses Bollinger Band spikes (2.5σ) for mean-reversion without fighting strong trends. We’ll cover his process discipline—three-to-six-month focus cycles on a single setup, risk sizing that tames equity swings, and weekly reviews that grade execution, not just outcomes. By the end, you’ll be able to copy his rule set, adapt it to your schedule, and start journaling like a pro so your edge compounds rather than fades.
Rolf Schlotmann Playbook & Strategy: How He Actually Trades
Core beliefs that drive every decision
Rolf keeps his edge simple, testable, and repeatable. He treats trading like running a small business: one product (setup), tight costs (risk), and clean records (journal). Everything below flows from those principles.
- Trade only clearly defined setups you can describe in one sentence.
- Favor structure over prediction: react to levels and trend, don’t forecast news.
- Judge yourself on process quality, not P&L for a single day.
- If the chart is messy or conflicted, pass—no trade is a position.
Chart layout & timeframes
Clarity beats complexity. Rolf builds a top-down view for context, then executes on a timeframe where the signal is clean and the stop makes sense.
- Higher timeframe (HTF) for bias: start at Daily, confirm on 4H; execute on 1H or 15m.
- Keep the chart minimal: candles + 50-SMA + pivots + Bollinger Bands; no indicator stack.
- Mark levels before London/NY sessions: HTF swing highs/lows, prior day high/low, weekly levels.
- If HTF and execution timeframe disagree on trend, stand aside.
Trend pullback play (50-SMA + pivot confluence)
This is the bread-and-butter “with-trend” setup: join momentum after a clean pullback. The 50-SMA defines bias; pivots anchor price memory where traders react.
- Trade only in the direction of the HTF and the local 50-SMA slope.
- Pullback must touch or approach the 50-SMA near a daily/weekly/central pivot level.
- Require a pause: at least 3–5 candles basing near the level; no V-bottoms.
- Entry: break of the base in trend direction or first higher-low (long) / lower-high (short).
- Initial stop: below/above the pullback base or last swing; never inside the base.
- First target: prior impulse swing high/low; partial at 1R; trail the rest beneath swing structure.
Mean-reversion play (Bollinger 2.5σ “exhaustion”)
When price stretches too far, too fast, Rolf looks for a snap-back into value—unless the HTF trend is raging. This is a lower-frequency, higher-selectivity play.
- Only consider mean-reversion when HTF is sideways or counter-trend risk is small.
- Signal: candle close outside 2.5 standard-deviation band plus immediate stall (wick/inside bar).
- Add a level: prior day high/low, pivot R2/S2, or HTF level to validate exhaustion.
- Entry: on reclaim back inside the band; avoid knife-catching.
- Stop: beyond the extreme wick + buffer; size small—volatility is high.
- Exit: scale at return to the midline; leave a runner to the opposite band only if momentum dies.
Clean entry triggers
Entries are about timing and risk containment. Rolf waits for the price to confirm intent at his level rather than guessing.
- Accept only two trigger types: (1) break/retest of the base; (2) reclaim after failed breakout.
- Candles that count: inside bar break, higher-low/lower-high, or strong close through level.
- No entry if spread widens abnormally, news is imminent (<15 minutes), or ATR spikes beyond plan.
- If price misses your limit by a tick, let it go—chasing kills R.
Risk, size, and R-multiples
Survival first, compounding second. Position sizing is formulaic, so emotions can’t negotiate with risk.
- Fixed fractional risk per trade: 0.25–0.75% when developing; cap at 1R max risk when consistent.
- Hard stop always in the book; never widen—exit and reframe instead.
- Minimum reward: seek setups that reasonably offer ≥1.8R to the first target.
- Daily loss circuit breaker: stop trading for the day after −2R (or three process errors).
Trade management rules
Managing winners is about letting structure do the talking. Manage losers mechanically so they don’t grow.
- Move stop to breakeven only after structure supports it (new swing in your favor).
- Scale partials at objective points: prior swing, session levels, or VWAP/midline tags.
- Trail beneath/above swings in trend trades; flat exits on momentum failure bars.
- If HTF flips against your position, reduce risk quickly—halve size or exit on next bounce.
Sessions, instruments, and filters
Edge improves when you specialize. Rolf narrows instruments and time windows to when liquidity is best.
- Focus instruments: 2–4 liquid majors/indices (e.g., EURUSD, GBPUSD, XAUUSD, NAS100).
- Trade main sessions only: London and New York overlap preferred.
- Avoid the first 5 minutes after major data; avoid the last 15 minutes of a session for new entries.
- Skip days with central-bank decisions unless your setup is post-event.
Pre-market routine
Consistent preparation lowers impulsive trades. The goal is a simple plan you can execute quickly.
- Mark HTF bias, key levels, and “if-then” scenarios before the bell.
- Pre-define A-setups for the day; two is enough—everything else is a pass.
- Set alerts at levels; remove all other distractions (no social feeds while in a trade).
Post-market review & journaling
Your journal is the engine of improvement. Rolf tracks behavior, not just charts, to close the loop between intention and execution.
- Log every trade with screenshots: HTF context, entry bar, stop/target, and rationale.
- Tag each trade: setup type, market condition (trend/range), session, error types.
- Grade process (A/B/C) separately from outcome; only A-process setups can scale in size.
- Weekly: export stats by tag to spot drift (e.g., worse results in NY open → reduce risk then).
Focus cycles & strategy iteration
Edges grow when you give them room. Rolf works in multi-month sprints to cement one play before adding complexity.
- Commit to one primary setup for 12–24 weeks; ignore others unless they are variants.
- Define a change log: tweak only one rule at a time; require 30–40 trade samples per tweak.
- Archive losing variants with notes; don’t resurrect them without a fresh sample and reason.
Psychology, you can operationalize
Discipline isn’t a mood—it’s built into rules. These guardrails reduce decision load and keep you aligned with the plan.
- First red rule: if you break a rule, the next action is flatten and journal—no exceptions.
- Energy check: no trading when sleep <6h or after two consecutive red days.
- Use visual friction: keep a written checklist on screen; no checklist, no trade.
- Celebrate process wins: record “perfect passes” where you deliberately skipped low-quality setups.
Playbook quick checks (before you click buy/sell)
A final 10-second sanity pass prevents most errors. Run this micro-checklist every time.
- HTF bias aligned with execution timeframe?
- At a meaningful level (pivot/HTF swing/PDH/PDL) with a clean trigger?
- Minimum 1.8R to first target with stop beyond structure?
- News, spread, and session conditions acceptable?
- Checklist ticked and screenshot template ready? If not, don’t take it.
Size Risk First: Fixed R, daily loss cap, never widen stops
Rolf Schlotmann starts with risk, not entries. He talks about choosing a fixed R per trade so your account curve isn’t held hostage by one bad candle. That means deciding the dollar amount you’re willing to lose first, then letting the stop distance dictate position size. Widening the stop after entry is off-limits because it destroys the math.
He also caps the day: once the account hits a predetermined red line, he’s done, even if the next setup is flawless. Rolf Schlotmann treats that cap like a circuit breaker to protect psychology and preserve tomorrow’s firepower. The focus is on stacking many small, controlled bets that can compound, not swinging for home runs. If the plan says out, he’s out—no negotiation with the market.
Trade the pullback, not prediction: 50-SMA, pivots, clean trigger.s
Rolf Schlotmann waits fothe r price to come to him instead of guessing tops or bottoms. He lets the 50-SMA define the directional bias, then marks central pivots and prior session levels where other traders are likely to react. When price pulls back into that confluence and starts to pause, he pays attention; when it rips straight through, he skips. The goal is to trade the second effort after a pullback, not the first impulse that usually fakes out late chasers.
Once the confluence holds, Rolf Schlotmann looks for a clean trigger that keeps risk small relative to structure. He’ll act on a break and retest of the pullback base, or a reclaim after a failed push that traps the other side. Stops sit beyond the base, and the first target is the prior swing, so partials can bank without imagination. By letting the average, the level, and the trigger line up, he turns “maybe” into a defined risk bet instead of a prediction.
Let volatility guide position size and targets every single session.n
Rolf Schlotmann treats volatility as the dial for both size and expectations. If ATR or session range is elevated, he shrinks position size to keep the same fixed R while allowing a wider, structure-based stop. When range contracts, he does the opposite—tighter stops and slightly larger size—so each trade still risks the same R. Targets flex with the environment: bigger swings demand further profit objectives; sleepy markets call for modest, bankable first targets.
To keep it practical, Rolf Schlotmann checks a recent ATR/ADR window and tags the day’s regime in his notes before placing orders. He won’t force 2R in a market that’s only offering 0.8R of average movement; he scales earlier and lets a runner trail only if momentum expands. In hot conditions, he assumes mean-reversion snaps and news whips are more likely, so he gives trades more room and takes partials decisively. The net effect is smoother equity: same risk per trade, but expectations and management tuned to what the market can realistically pay today.
Diversify by setup, timeframe, and hold time—not by random tickers.
Rolf Schlotmann doesn’t diversify by collecting symbols; he diversifies by behavior. He wants a couple of distinct plays that win for different reasons—like a trend pullback and a mean-reversion fade—so they don’t peak and slump together. He then separates execution across timeframes (4H/1H vs. 15m) to stagger opportunity and reduce correlation. Holding periods vary by design, too: quick partials intraday, swing runners only when the higher timeframe is aligned.
Rolf Schlotmann also caps simultaneous exposure when setups rhyme, even if the tickers differ. If two charts are the same trade wearing different tickers, he treats them as one risk unit. Journal tags make this obvious: setup type, timeframe, and expected duration get logged, so clustering is visible before it hurts. This way, the equity curve is driven by edges that complement each other, not by a basket of look-alike trades.
Build journaled edge: tag mistakes, grade process, iterate in cycles
Rolf Schlotmann treats his journal like a lab, not a diary. Every trade gets tagged for setup, market condition, session, and error type, so patterns pop without guesswork. He grades the process separately from the outcome to reward good decisions even when a trade loses. That keeps him repeating what’s controllable and ditching what’s not.
Rolf Schlotmann then runs iteration cycles: pick one rule to tweak, collect 30–40 samples, and only then decide to keep or scrap it. He tracks the effect of each tweak on expectancy, win rate, and drawdown depth so improvement is data-backed. Weekly reviews surface drift—like sloppier entries in the New York open—so he preemptively cuts risk there until execution tightens. Over time, this turns the journal from a scrapbook into a compounding edge machine.
In the end, Rolf Schlotmann’s message is disarmingly simple: protect the downside with fixed-R risk, a hard daily stop, and zero tolerance for widening stops. Put structure ahead of stories—use a higher-timeframe bias, a 50-SMA to anchor direction, and objective levels like pivots and prior highs/lows so decisions aren’t left to mood. When the pullback forms a base at your level, take the clean trigger; when it doesn’t, let it go. That clarity turns “maybe” into a defined bet you can repeat.
He backs every decision with volatility awareness and position sizing that adapts to the day’s range. Bigger ranges earn wider stops and a smaller size; tight sessions demand modest expectations and faster scales. Rolf diversifies by behavior and time, not ticker symbols—pairing a trend pullback with a selective mean-reversion play, splitting execution across 4H/1H/15m, and staggering hold times so edges don’t slump together. The result is steadier equity built on complementary plays rather than a crowded watchlist.
Most importantly, he treats improvement as a system. Journal every trade with screenshots, tag the conditions, and grade process independently of P&L so you know what to repeat when a loss is still an “A.” Then iterate in cycles: change one rule, collect 30–40 samples, and keep only what lifts expectancy without bloating drawdowns. If you adopt just these habits—risk first, structure before prediction, volatility-tuned sizing, behavior-based diversification, and ruthless journaling—you’ll trade closer to how Rolf actually trades: simple, disciplined, and scalable.
