Do The Markets Change Direction As Soon As I Enter A Trade?

Yep.

What can you do?

The charts may go in one direction over time, but zoom in to the smaller time frames. You will see that there is a constant battle to control the price. The Bears want to drive price lower. The Bulls want to drive it higher. That tug of war is what helps you determine your Entry price, and Exit price. If you are wise, it will also help determine your Stop price. Figure out how long you want to be in the trade. Watch how far the price fluctuates in that time frame. Now the tricky part. Set you bracket order, and move on. Take a walk. Play a video game. Work. Let your process do its thing.

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