Reference
Glossary
Every term used in The Blueprint — defined clearly, in plain language.
D
Delta
In footprint charts, delta is the difference between buying volume (contracts traded at the ask) and selling volume (contracts traded at the bid). Positive delta means more buying; negative delta means more selling. It reveals the aggression behind a move.
Footprint · Order Flow
Daily Max Loss (MLL)
The maximum amount you're allowed to lose in a single trading session. Once hit, you stop trading for the day — no exceptions. Protects your account from catastrophic drawdown on bad days.
Risk Management
E
EMA (Exponential Moving Average)
A moving average that gives more weight to recent price data, making it more responsive to current conditions than a simple moving average. The 9 EMA is the primary trend indicator in The Blueprint — it shows the immediate trend direction and acts as dynamic support/resistance.
Technical Analysis · Indicator
F
Footprint Chart
An advanced chart type that shows the volume traded at each price level within each candle, split into buying (bid) and selling (ask) volume. Reveals the actual order flow behind price movement — who is in control at any given level.
Order Flow · Advanced
FOMO (Fear of Missing Out)
The emotional urge to enter a trade because price is moving without you. One of the most destructive forces in trading — it leads to chasing moves, ignoring confirmation, and abandoning your rules. The Blueprint explicitly addresses FOMO in every setup's common mistakes.
Psychology
Futures
A financial contract to buy or sell an asset at a predetermined price at a specified time in the future. Futures trade on exchanges, are leveraged, and have no PDT rule restriction. MNQ is a micro futures contract tracking the Nasdaq-100 index.
Instrument
G
Gap
When today's opening price is different from yesterday's closing price, leaving an unfilled area on the chart. Gaps have a statistical tendency to fill — meaning price often returns to close the gap — forming the basis of the Gap Fill setup.
Price Action
Globex (Overnight Session)
The electronic trading session for futures that runs outside regular market hours. For MNQ, Globex runs nearly 23 hours a day. The overnight high (ON High) and low (ON Low) from Globex are key levels marked before each regular session.
Futures · Session
K
Kill Switch / Kill Condition
A specific price action signal that invalidates a trade idea and requires an immediate exit. Each setup in The Blueprint has defined kill conditions — non-negotiable rules for when the original thesis is dead and you must get out.
Risk Management · Setup Rules
L
Long / Going Long
Buying a contract or asset with the expectation that price will rise. You profit when price goes up. The opposite of short.
Basics
Limit Order
An order to buy or sell at a specific price or better. A buy limit order fills at or below your price; a sell limit fills at or above. You control the price but not whether the order fills.
Order Types
M
MNQ (Micro E-Mini Nasdaq-100)
A micro futures contract that tracks the Nasdaq-100 index at 1/10th the size of the standard NQ contract. Each point is worth $2. MNQ is ideal for small accounts because of its lower margin requirements and tight spreads. It is the primary instrument in The Blueprint.
Instrument
O
ORB (Opening Range Breakout)
A setup based on the price range established in the first 5 or 15 minutes of the regular session. A breakout of that range, followed by a successful retest with footprint confirmation, provides a directional entry in the breakout direction.
Setup
P
POC (Point of Control)
The price level with the highest traded volume in a given session or time period. The POC represents the "fairest price" where the most business was done — it acts as a magnet and key support/resistance level.
Volume Profile
PD High / PD Low (Prior Day High/Low)
The highest and lowest prices reached in yesterday's regular trading session. These are primary named levels — key reference points that frequently act as resistance (PDH) and support (PDL) the following day.
Key Levels
R
R (Risk Unit)
The dollar amount risked on a single trade, based on your stop loss. If your stop is 10 ticks away and each tick is $0.50, your R = $5. All targets in The Blueprint are expressed as multiples of R (e.g., 2R = two times your risk). This standardizes performance regardless of position size.
Risk Management
S
Short / Going Short
Selling a contract you don't own, with the expectation that price will fall, allowing you to buy it back cheaper. You profit when price goes down. In futures, shorting is as easy as going long — no borrowing required.
Basics
Stop Order / Stop Loss
An order that triggers when price reaches a specified level, converting to a market order at that point. Used as a stop loss to limit losses when a trade goes against you. Every trade in The Blueprint has a defined stop loss before entry.
Order Types · Risk Management
V
VAH / VAL (Value Area High/Low)
The upper and lower boundaries of the Value Area — the price range where approximately 70% of yesterday's volume was traded. VAH and VAL are primary named levels. Price inside the value area is "accepted"; price outside is testing new territory.
Volume Profile · Key Levels
VWAP (Volume Weighted Average Price)
The average price weighted by volume for the current session. Acts as a dynamic support/resistance and a measure of fair value intraday. Institutional traders use VWAP as a benchmark — price above VWAP is generally bullish; below is bearish.
Indicator · Key Level