Table of Contents
In this interview, Manraj—“Manny” from his weekly Manny’s Monday Motivations—sits down to share how he went from a curious beginner in October 2018 to trading a funded account, all while staying grounded in risk management and self-accountability. He talks candidly about starting with YouTube, finding structure through education, and why community matters when trading can feel lonely. If you’re new, his story hits home: simple charts, clean rules, and the courage to start before you feel “ready.”
You’ll learn the core of Manraj’s approach: why keeping charts simple (think support/resistance over indicator overload) speeds up real progress, how to scale mindset when moving from a £500 account to a £25k funded account, and how public accountability sharpens discipline. Expect takeaways you can use today—practical risk management, structured entries/exits, and a focus on reviewing your own trades before looking for external answers—so your trading gets cleaner, calmer, and more consistent.
Manraj Jandu Playbook & Strategy: How He Actually Trades
Big-Picture Framework (what he’s trying to do each week)
This section lays out the simple logic behind the approach: define a directional bias, pick clean levels, and only trade when the price is doing something meaningful at those levels. It keeps you out of random chops and focuses you on A+ moments.
- Start each week with a bias: bullish, bearish, or neutral—decide it from the higher timeframes (D1/H4) and write one sentence explaining why.
- Map two key HTF zones above/below the current price: the nearest supply and demand (prior swing high/low or consolidation base).
- Only plan trades that align with the weekly bias—counter-bias trades require 2:1 better R and hard caps (see risk section).
- Mark a “no-trade” range if the price is between zones with no clear structure; stand down until the price tags a level.
- Predefine invalidation for the weekly idea (e.g., if D1 closes through zone by >0.3×ATR, drop that bias).
Chart Setup (keep it clean and consistent)
Clarity beats complexity. This setup is minimal, so you can make decisions fast and repeat them daily without second-guessing.
- Use two timeframes on screen: H1 for structure, M15/M5 for execution.
- Indicators: ATR(14) for volatility, session/time, and a 20/50 EMA combo only for slope context—no oscillator clutter.
- Draw levels, not lines everywhere: previous day high/low, session high/low, HTF swing high/low, and one anchor VWAP from the week’s open if available.
- Color-code: HTF zones one color, intraday levels another; delete anything not touched in 48 hours.
- Save a template and never deviate mid-session (changing templates = changing rules).
A+ Trade Setup Criteria (when you’re allowed to click)
Here’s the exact moment you’re hunting: price into a level, rejection/acceptance confirmed, and a clean path to target. If it’s not A+, you don’t trade it.
- Price must be at a pre-marked HTF zone or previous day/session high/low—no trades “in the middle.”
- Wait for confirmation:
- Reversal idea: M15 shows a sweep or failed breakout (wick through level) plus a close back inside; M5 prints a lower high (short) or higher low (long).
- Continuation idea: pullback to broken structure + M5/M15 holds above/below with two closes.
- ATR filter: projected stop ≤ 0.35×ATR(14) H1; if wider, pass.
- Room to first target ≥ 1.5× stop; to main target ≥ 2× stop.
- News filter: no fresh entries within 15 minutes before/after tier-1 releases on the instrument.
Risk & Money Management (protect the account first)
Consistency is impossible without fixed risk. These rules make drawdowns shallow and keep you in the game when the market gets weird.
- Risk per trade: 0.5% standard; max 1% only if weekly bias and A+ confirmation align.
- Daily loss cap: 2R or 1.5%—hit it and you’re done for the day.
- Weekly drawdown cap: 4%—pause trading, run a review, and reduce size by 50% for the next five trades.
- Position size from stop distance, never feelings: size = (account_risk) / (stop_pips × pip_value).
- Reduce size by 30–50% on counter-bias trades; never add size intraday after a loss.
Entries: Exact Triggers (no guesswork)
You’ll commit to mechanical triggers so entries are repeatable. That removes emotion and helps you track which triggers actually work.
- Reversal: enter on the first M5 close back inside the level after a sweep + M5/M15 structure shift (break of last minor swing).
- Continuation: enter on retest of broken structure with M5 rejection wick and close in trend direction.
- If entry forms more than 3 candles after the signal, skip—it’s late.
- Limit orders only if the level touched once already and the retest happens within the next 30 minutes; otherwise, use market/stop orders on the close.
- No third attempts: if a level fails you twice, it’s “dead” for the session.
Stop Loss & Targets (predefined math)
Stops go where the idea is wrong, not where it “feels” safe. Targets are planned using structure and volatility so you avoid random exits.
- Stop goes beyond the structure that defined the trade:
- Reversal: just beyond the sweep high/low + spread.
- Continuation: beyond the retest wick + spread.
- Time stop: if price moves <0.5R after 30 minutes in active sessions, close 50% and trail under/over M5 swing; full exit at breakeven if momentum dies.
- First target: nearest logical liquidity (prior intraday high/low or session open).
- Main target: 1.8–2.5R or next HTF zone—whichever comes first.
- Trail only after +1R: move stop to breakeven; after +1.5R, lock +0.5R; let final 25–33% run to main target.
Trade Management (how to behave after entry)
Good management turns decent entries into solid outcomes. This section keeps you from tinkering and turning winners into breakeven scratches.
- No adding to losers—ever.
- Scale out in two steps: 50% at 1R, 25% at the next structure, 25% runner (or your chosen 60/20/20).
- If a strong opposite signal prints at your level (M15 engulf against you), exit the remainder immediately.
- If spread widens or volatility spikes outside ATR bands post-news, flatten and re-assess—capital first.
- Maximum open trades: 2; if two are open, no new setups until one is flat.
Session Timing & Instruments (where the edge lives)
Edge is session-dependent. Trade when your instrument truly moves; sit out when it doesn’t. This eliminates boredom trades.
- Pick 1–2 instruments you know best (e.g., a major FX pair or a liquid index/stock future).
- Primary windows: first 90 minutes of your market’s active session and the first 60 minutes after the next major session opens; avoid the dead middle.
- If the day’s range hits 1.2× ATR by mid-session, expect chop—tighten rules or stop for the day.
- Maximum trades per day: 3 attempts total (including partials).
- If you miss the first clean setup, don’t chase; wait for the next level retest or stand down.
Playbook Checklists (before, during, after)
Checklists keep performance stable. Run them the same way daily so your stats mean something.
- Pre-market (5–8 minutes):
- Mark HTF bias, two zones, prior day/session high/low.
- Note news times; set alerts 20 minutes prior.
- Visualize one A+ long and one A+ short scenario; write triggers and invalidation.
- Pre-trade (60 seconds):
- Confirm at-level? Confirmation pattern? R multiple ≥ 2? stop ≤ 0.35× ATR?
- Size correct? Daily/weekly DD caps intact?
- Post-trade (2–3 minutes):
- Screenshot entry, stop, target; tag “reversal” or “continuation,” “with-bias” or “counter-bias.”
- Note emotions (FOMO, hesitation) in one line max.
Journal & Review (turn signals into stats)
You improve what you measure. This quick journal format turns your logs into decisions you can trust next week.
- Log columns: Date, Instrument, Bias, Setup Type, Entry Trigger, Stop (pips), Target (pips), R planned, R realized, Time in Trade, Session, Mistake? (Y/N), Note.
- Weekly review: sort by Setup Type—drop the lowest-win setup for 2 weeks; scale focus to the best two.
- Tag “rule breaks”; if >10% of trades involve a break, cut size by 50% until it’s <5% for two weeks.
- Export screenshots to a folder structure by setup; build a 10-slide recap each weekend (5 winners, 5 losers).
- Update your written playbook monthly—one change at a time, tested for 20 trades before adopting.
Psychology & Accountability (how to stay consistent)
Discipline is easier with simple triggers and public accountability. These rules keep your head clear and your actions visible to your future self.
- Daily intention: write one sentence pre-session (“I only take trades at pre-marked levels with confirmation”).
- Commit to a two-loss stop: if you take two consecutive full-R losses, you’re done for the day.
- Micro-breaks: stand up for 2 minutes after each trade outcome before scanning again.
- Share a one-image recap (before/after) with a buddy/community at the end of the week.
- If you feel tilt (racing heart, urge to “make it back”), set a 20-minute timer and leave the desk—non-negotiable.
Scaling & Funding Path (grow without blowing up)
Growing size is earned by clean stats, not vibes. These steps scale your risk methodically so you keep the same edge at a bigger size.
- Baseline: 0.5% risk until 40 trades show win-rate ≥ 45% and PF ≥ 1.4; then consider 0.75% on A+ setups only.
- Add-size cadence: increase risk by 0.25% after every 20 trades that meet your metrics; if metrics slip, revert for the next 20.
- Max open account risk at any time: 1.5% across positions.
- Payout discipline (if using prop/funding): withdraw 30–50% of profits monthly; keep buffers for drawdowns.
- One new variable at a time: if you add an instrument, do not increase risk that month.
Size Risk First: Position Using ATR, Not Hope or Bias
Manraj Jandu starts with risk, not the chart pattern. He sizes every trade off the instrument’s current ATR so the stop distance dictates the position, not emotion. That means a wider stop in volatile conditions gets a smaller size, while a tighter, cleaner setup earns a touch more. By anchoring risk to volatility, Manraj Jandu keeps outcomes consistent across calm and wild days.
He also ties risk to a fixed R per trade, so he’s never improvising mid-click. If the math says the stop is too wide to fit his max risk, he skips—no “maybe it’ll work” exceptions. When the trade moves, he manages in R multiples, not dollars, which keeps decisions clean and repeatable.
Let Volatility Guide Allocation—Scale In Calm, Cut Fast In Chaos
Manraj Jandu treats volatility like a traffic light for position sizing. When ranges compress and ATR cools, he scales in gradually—small starter, confirm the level, then add only if structure holds. If volatility spikes, he flips defensive: smaller initial size, wider stops only if the R still fits, and zero tolerance for hesitation. This keeps his equity curve from yo-yoing when markets get jumpy. Manraj Jandu’s core idea is simple: trade bigger when noise is low and targets are reachable; trade lighter when candles are erratic and slippage risk rises.
He also adjusts the management pace to volatility. In quiet sessions, he gives the setup more time to develop, taking partials at planned structure and letting runners breathe. In a chaotic session, she cuts quickly at invalidation, refuses second chances on the same level, and moves to breakeven earlier once price prints +1R. If spreads widen or news hits, he prioritizes capital over opinion and flattens. That way, Manraj Jandu lets the market’s “speed” set his aggression, not his mood.
Diversify By Underlying, Strategy, And Trade Duration To Smooth Equity
Manraj Jandu doesn’t rely on one market or one play; he spreads risk across uncorrelated underlyings, strategy types, and timeframes. If EURUSD and GBPUSD are moving off the same USD driver, he treats them as a single theme and picks the cleaner one, not both. He’ll pair a trend-continuation idea on an index future with a mean-reversion scalp on a calm FX cross, so a dull patch in one place doesn’t stall the whole day. By mixing durations—quick scalps alongside intraday swings—Manraj Jandu keeps cash flow coming while waiting for larger moves to mature.
He organizes risk into buckets: per-theme, per-strategy, and per-day, so one losing cluster can’t snowball. If two setups rhyme too closely, he halves the size or drops one entirely, preserving independence between bets. News risk gets the same treatment—no stacking multiple positions that all hinge on the same data release. The result is a steadier equity curve, fewer emotional drawdowns, and more chances to let the best idea of the day actually work.
Trade Mechanics Over Predictions: Rules, Triggers, And Repeatable Execution Every Day
Manraj Jandu keeps the crystal ball on the shelf and leans on mechanics that don’t care about opinions. He pre-marks levels, waits for a specific trigger (sweep and close back in, or clean retest with structure hold), and only clicks when the checklist says green. Stops live where the idea is objectively wrong, not where the loss “feels” okay. If the setup takes too long or morphs into something else, Manraj Jandu cancels it—no forcing trades to fit a story.
Execution is the same lap every day: confirm bias on higher timeframes, align with session volatility, enter on the signal candle close, and manage in R multiples. He uses a time stop to avoid slow bleeders, takes partials at predefined structure, and trails only after momentum proves itself. If news or spreads ruin the mechanics, he flattens first and asks questions later. This way, Manraj Jandu’s edge comes from doing the same small, correct actions repeatedly—not from guessing where price “should” go.
Prefer Defined Risk Setups; Limit Undefined Exposure And Cap Daily Drawdown
Manraj Jandu builds around defined risk first, so every trade starts with a clear invalidation and a fixed R. He avoids open-ended exposure—no averaging down, no naked adds into momentum, and no holding through unrehearsed event risk. If a setup can’t fit his pre-set stop and position size math, Manraj Jandu passes and waits for the next clean opportunity.
He caps the day before it caps him: two full-R losses or a 1.5–2% drawdown, and he’s done, screens off. Winners are scaled out by plan, not feeling; losers are closed exactly at the stop with zero “just a few more ticks” drift. If spreads jump or volatility explodes beyond ATR thresholds, he flattens and re-evaluates rather than “powering through.” This discipline lets Manraj Jandu survive the weird days so he can fully capitalize on the good ones.
In the end, Manraj Jandu keeps it disarmingly simple: clean charts, pre-marked levels, and risk first—always. He learned the basics, stuck with support and resistance, and turned inconsistency into progress by writing a clear weekly bias, waiting for the price to interact with a level, and only taking the trade when structure actually confirms. The shift from “trying to predict” to “executing mechanics” shows up everywhere—defined stops where the idea is wrong, planned targets at logical liquidity, and the discipline to skip anything that doesn’t meet his rules.
Just as important is how he manages himself. Manraj Jandu used accountability—showing up publicly, sharing his journey, and building routine—to remove the noise and keep decisions honest. He sizes positions to the environment, trades fewer ideas when volatility is wild, and caps daily damage so a bad session never becomes a bad week. The real lesson isn’t a secret indicator; it’s the repeatable loop: prepare, wait, execute, review. Do that with defined risk, and you give yourself the best chance to grow from small accounts to bigger ones without blowing up the path in between.
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