From Zero to Structured Market Thinking
Learn to trade like an engineer.
Data, discipline, system.
A complete course — from market fundamentals to advanced strategies, real backtesting, and prop firm capitalisation. Built by a full-time trader who proves his edge with profitable algorithms, not opinions.
- 14 structured modules — 15+ hours of dense, no-filler content
- 550+ downloadable slides — the most complete reference library in any trading course
- Indicators and tools included — ready to use in TradingView and MetaTrader
- Data-driven approach — backtested on real tick data, not guessed
- Course in Spanish — Italian & English on request
- Lifetime access on tradingengineeringlab.com
If accepted: €3,877.98 €2,499 · Save €1,378.98 · Bonuses worth €378.98 included
A private session with me — strategy review, trade feedback, your questions answered.
The exact journal I use to track every trade — sold separately, free with the course.
The discipline layer between your plan and your execution — full access included.
Three degrees. Five years. Two profitable algorithms. One course.
Three engineering degrees — all with maximum marks. All three in Materials Engineering. At UC3M I worked as a university lecturer and researcher — contributing to scientific research on solid-state batteries before leaving academia for markets.
Before trading, I built a website from zero to over one million visits. That taught me what it actually takes to build something real: process, data, and relentless iteration. The same principles drive everything I do in the markets.
I write the algorithms I trade. Not as a side project — as a direct extension of my research. Both are profitable, both run live, and both are verifiable. In November 2025, I reached position #19 out of more than 9,000 traders on Darwinex Zero.
This matters for one reason: everything I teach in this course is the same framework that powers those algorithms and that ranking. I am not teaching theory. I am teaching what I built, tested, and trade every single day.
Anyone can sell a trading course. Most do. Very few have a solid technical background — and almost none have the data to prove their strategy actually works over time.
Here is what most people will never tell you: if you program the most popular retail strategies — the ones sold in every course, on every YouTube channel — and run them through a proper backtest on real tick data, they do not work. The edge is zero or negative. The strategies look convincing in theory, and fail systematically in practice.
I know this because I ran the tests. That is what engineers do.
What I teach in this course is not borrowed from popular content. It is the result of years of research, programming, and live execution. The RebalX strategy alone has been backtested on 1,755 trades using real Dukascopy tick data — with documented results you can verify. The algorithms I run live are profitable. The ranking on Darwinex Zero is independently recorded.
That is the difference between a course built on process and one built on marketing.
Passed. Verified. On record.
Different firms, different rules — same result. Each firm imposes its own drawdown limits, daily loss caps, and consistency constraints. Passing all four means the methodology holds under independent pressure.
A consistent track record, not a lucky streak. Challenges cleared across multiple firms and multiple years — different rules, different conditions, same outcome. Repeatable execution is exactly what this course is built to develop.
Covered in full. The complete prop firm capitalisation workflow: challenge selection, risk sizing, rule compliance, and transition to funded live trading.
The strategies I teach are validated by numbers.
Almost no trader truly knows their own strategy. Most gurus change something every single day — a filter here, a rule there — until the “method” becomes so discretionary it is just noise: impossible to replicate, impossible to prove. I do the opposite. Every strategy in this course has a 5–6 year in-sample backtest on real tick data — thousands of trades — showing a documented, repeatable edge. Below are three of them.

Three high-probability windows per day, entering on Fair Value Gaps left by institutional order flow. 1,840+ trades at 0.75% risk — a slow, boring, repeatable edge.

Measures how far price has stretched from its volatility-adjusted mean and trades only extreme deviations. 1,755 trades, Sharpe 6.83 — the exact ruleset taught in Module 10.

Waits for the manipulation leg that clears resting stops, then positions for the reversal the crowd never sees. 980 trades, the highest profit factor of the three.
Not every month is green — no strategy is, and I would never claim otherwise. But across 5–6 years and thousands of trades the edge is documented, not asserted. See the full out-of-sample validation →
In-sample figures: simulated · real tick data · €100k base per system. Past performance is not indicative of future results.
From idea to live algorithm.
Nine steps. Zero shortcuts.
Very few people in this industry can teach concepts that went through this level of rigour. This is not theory — it is engineering.
Strategy Idea
Years of market knowledge distilled into a testable hypothesis
Backtest
Real tick data. Not simulated, not cherry-picked.
Filter Engine
Custom program testing thousands of filter combinations
Anti-Overfitting
Strict validation criteria to reject false positives
Live Indicator
Custom tool to enforce quantitative filters in real time
Live Testing
Real capital. Real conditions. Real slippage.
PineScript Re-test
Full automation to re-validate every filter programmatically
Quantitative Refinement
Historical data analysis to sharpen filter precision
Final Strategy
The proven strategy I trade live — and the one I teach you in this course
What this course actually builds
Not theory for its own sake. Every module ends with something operational — a tool, a framework, a habit, or a decision rule you can apply at your next session.
Read market structure with institutional precision
Order blocks, FVGs, liquidity zones, session behaviour, AMD cycles — build the vocabulary that separates professional analysis from retail noise.
Build and execute a repeatable trading system
From top-down BIAS to LTF entry triggers — a full operational framework that converts market context into a clear, rule-based decision process.
Manage risk like a business, not a gamble
Position sizing, daily loss limits, drawdown protocols, trailing stop logic — treat every trade as a repeatable unit of risk, not a lottery ticket.
Understand and overcome psychological self-sabotage
FOMO, revenge trading, premature exits, ego bias — identify your specific failure modes and install concrete behavioural rules to prevent them.
Validate strategies with real data, not intuition
Backtesting methodology, OHLC statistical analysis, parameter sensitivity — learn to think like a quant without needing a programming degree.
Capitalize via prop firms and Darwinex Zero
Navigate challenges, manage funded accounts, understand futures vs CFDs — trade significant capital without putting your own savings on the line.
From your first candle to a funded account
14 modules that build a complete, measurable, repeatable trading system. Every concept shown on live charts, backtested on real data, and verified in live market conditions.
14 modules. One complete system.
Each module builds on the previous. The sequence is not arbitrary — by Module 14 you have a full operational framework, not a collection of isolated techniques.
What trading actually is (and isn't). Why 75–95% of traders lose money and how to avoid the most common failure patterns. Trader types, timeframes, and how to define goals that are realistic given your capital, time, and risk tolerance.
Order types, liquidity mechanics, Market Auction Theory, candlestick anatomy. AMD cycles (accumulation–manipulation–distribution), market structure, MSS, FVGs, iFVGs, Order Blocks, timeframe alignment, and liquidity types (equal highs/lows, PDH/PDL, PWH/PWL).
Sessions (Asia, London, New York) and killzones. Previous session behaviour patterns — when to look for reversals vs continuations. ERL/IRL model, MMXM, SMT divergence, and how to react to price in real time rather than predict it.
Volume profiles (weekly and daily), POC, VAH/VAL. Futures vs CFDs/spot — why the underlying future matters even when you trade CFDs. CISD model and advanced BIAS construction based on candlestick closes. How to prepare each week and each day with a concrete, repeatable plan.
From theory to daily practice. Maximum drawdown derivation, daily loss limits, risk per trade across market conditions. Trade management systems (trailing stops, manual exits). Trading journal setup. Discipline tracker, pre-market and post-session routines. Position sizing tools. Editable trading plan access.
Professional trader mindset — separating identity from results. The mechanics of FOMO, overtrading, revenge trading, moving stops, premature exits. Why discipline is not willpower but systems and rules. Concrete protocols for managing drawdown streaks without spiralling.
Advanced W/D/4H BIAS analysis using ERL/IRL, CRT, and candlestick closes. Continuation vs reversal BIAS — how to update your view without ego. Second section: long-term investing principles — DCA, economic cycles, ETF construction, the compound interest reality, and how to combine systematic trading with a long-term portfolio.
Liquidity Raid (Turtle Soup), CISD confirmation, iFVG strategy, Silver Bullet model, Next Candle & Next Day model. Run vs manipulation differentiation. Volume profile (POC, HVN/LVN, CVD) as entry confluence. IRL→ERL continuation strategies for swing and intraday. Unicorn Model introduction.
4H PO3 as the primary intraday confluence. “Enter the wick, trade the body” rule. Friday Reversal Strategy (T.G.I.F.). Professional news trading — FOMC, CPI, NFP: when to act and when to stay flat. Statistical NQ hourly data for reversal timing within PO3 windows.
RebalX strategy (Equilibrium Range Engine) — complete ruleset with CISD M2 trigger, dynamic trailing, BIAS modulation. 1,755-trade backtesting case study using real tick data. OHLC statistical analysis across 3,100 days / multiple instruments. No-wick candle patterns with 99% return probability. Statistical trading windows with genuine edge.
When not to trade — the real edge of selective execution. HTF always first: how LTF timeframe addiction destroys edge. “Failure to displace” as a directional signal. Re-entry models after missed entries. Range trading with manipulation awareness. Switching BIAS without ego. OHLC candle anatomy for intraday anticipation.
Structured backtesting methodology — how to replay markets, log results, and extract statistically valid conclusions. Practice session format: how to analyse charts without live risk. Common backtesting mistakes (overfitting, selection bias, ignoring costs). Building a backtesting log that produces actionable data.
Prop firm challenge mechanics and how to approach them with a systematic edge. Futures contracts vs CFDs: roll dates, volume, institutional data. Darwinex Zero structure — how it works, profit splits, risk rules, and why it removes personal capital risk while maintaining institutional-grade conditions.
Consolidation of the complete framework. How to continue improving after the course: where to focus, how to track progress, when to add complexity vs when to simplify. Includes access to the Trading Engineering Lab Market Engine — an AI assistant trained on the full course content for ongoing support. Strategic facilitator questions to guide your next steps.
Everything included at enrollment
No recurring fees. No upsells. Everything you need to work through every module and implement it in your own trading environment.
550+ Downloadable Slides
A structured slide deck for every module — 550+ slides total. Annotate them, print them, use them as your operational reference during live sessions.
14 In-Depth Video Modules
15+ hours of structured content across 14 modules — from foundations to advanced execution. Every concept shown on live charts, not theory boards.
8 Custom TradingView Indicators
HTF PO3, FVG detector, session indicator, Asia standard deviation, checklist, price limits, futures volume, and more — all built for this course's methodology.
Trading Journal Template
Excel / Sheets journal for tracking trades, win rate, average R, max drawdown, and emotional state — built to the exact format covered in Module 5.
Editable Trading Plan
A fully editable trading plan document — entry conditions, filters, FOMO rules, HRLR management, news handling. Adapt it to your own style without building from scratch.
Position Sizer Tool
MetaTrader-connected position sizer for instant risk-adjusted sizing without mental arithmetic. Eliminates one of the most common execution errors in live trading.
Discipline Tracker & Planner
Daily discipline scoring tool and a structured planner for pre-market and post-session routines. Behavioural edge is built by consistent measurement, not willpower.
Private Lab Community
Access to the private Trading Engineering Lab student community. Post analysis, ask questions, share backtesting results — reviewed and engaged by the instructor.
Spanish — IT/EN on request
The course is in Spanish. Italian and English versions are available on request. All slide decks and written materials are provided in the language of your version.
AI Support: TEL Market Engine
An AI assistant trained on the full course content. Ask questions, review concepts, get strategic guidance — available after completing Module 14.
This course is not for everyone
The methodology is systematic, the standards are professional, and the honest answer is: if you want shortcuts, this is the wrong place. Read carefully before enrolling.
- You are tired of signals, indicators, and hype — and want to understand why the market moves
- You are willing to think in hundreds of trades, not individual outcomes
- You want a system behind every decision — not a feeling, a pattern-match, or a tip
- You are a complete beginner who wants to start with correct foundations instead of unlearning bad habits
- You already trade but lack consistency and suspect it's a process problem, not a talent problem
- You want to eventually trade significant capital via prop firms or Darwinex Zero
- You are prepared to put in the work — backtesting, journaling, reviewing your own mistakes
- You are looking for a signal service, a copy-trading solution, or someone to tell you when to buy and sell
- You expect guaranteed profits or a fixed monthly return
- You are not willing to record, review, and learn from your own trades
- You want results in 2–4 weeks without building the underlying skills
- You are looking for someone to blame if your results are not what you expected
- You are not prepared to trade demo before going live with real capital
The course is in Spanish. Italian and English versions are available on request.
What students say.
Four real students. Four different backgrounds. One consistent result: a real shift in how they see and trade the market.
Common questions
If your question isn't answered here, contact us directly at info@tradingengineeringlab.com.
The discovery call is free and unfiltered. Worst case, you spend 45 minutes with a full-time trader and leave with clarity. Best case, you join.
Book the free call →A selective program. Apply with a free call.
LabDegree is not for everyone. To make sure it's the right fit — for you and for me — enrollment starts with a free 45-minute call. We walk through the content together. If it's a match, you join. If not, you've learned something valuable for free.
Stop being
easy liquidity.
The market is not going to become fairer. But you can become better structured — and structure is the only edge that compounds across thousands of trades without burning you out or wiping you out. Worst case: you spend 45 minutes with me and learn something for free. Best case: you join LabDegree.
If accepted: €2,499 · Save €1,378.98 · €378.98 of bonuses included · Lifetime access















