Trend Day Pullback (MNQ 5m)
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A trend-day pullback strategy for Micro Nasdaq futures (MNQ) on the 5-minute chart, built around the risk rules of a 50K futures evaluation account. How it trades - From 10:30 New York time it judges the session trend on every bar: which side of the session VWAP price is on, and where price sits in the day's range. - It waits for a pullback toward VWAP, then enters on a continuation candle in the direction of the trend. Longs and shorts are both allowed. - Stop: 1x the 5-minute ATR. Target: 2R. - One trade per day. No new entries after 12:30. Everything is flat by 15:50. Risk layer - Fixed dollar risk per trade (default $400, net of costs); position size is calculated from the stop distance, with a contract cap. - Daily loss stop (default $800) and daily profit cap (default $1,000). - Limits on trades and losses per day. - Skips holidays, early closes and Good Friday. Settings Every value above is a parameter: trend time, pullback reference (VWAP or EMA) and tolerance, stop mode (ATR or swing), target multiple, risk per trade, contract cap, daily limits and session times. Long and short can be switched off separately. Good to know - Built and tested on MNQ 5m. Other symbols or timeframes need their own testing. - The showcase backtest on this page uses the default settings. Past results do not predict future results. - Open source: read the code, change it, and build on it with attribution.
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