Strategies

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.

Downloads: 13Likes: 0Comments: 0

Free

London Liquidity / IFVG by Shujat

Roboquant

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The London session (an Eastern Time window) is tracked as a box of its high and low, and when it closes those two levels are drawn as lines. Inside a separate liquidity-sweep window, a close beyond the London high followed by a large-bodied candle (body over half its range) closing back inside marks a bearish sweep; the mirror move at the London low marks a bullish one. The strategy collects the fair value gaps that form during the session or after the sweep, and when price closes through one in the opposite direction, an inverse FVG that agrees with the sweep, it enters: short after a high sweep, long after a low sweep, with at most one setup per day. The stop is an ATR multiple or the recent swing, and the target is an ATR multiple, a Risk:Reward multiple or the opposite London level. Size is fixed contracts, a fixed dollar risk or a percentage of equity at the stop, and an optional filter limits trading to chosen weekdays. This showcase run uses the MNQ 5m preset: London box 03:30-09:25 ET, sweeps and entries between 09:25 and 13:15 ET, gaps up to 10 hours old, an ATR(14) stop at 2x and target at 0.2x, $1,000 risked per trade, and every weekday traded.

Downloads: 3Likes: 0Comments: 0

Free

T-Mean Reversion

Roboquant

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A long-only calendar strategy with no stop or target. It builds daily candles from the intraday bars on the UTC calendar and records whether each Friday closed red, below its open. At the chosen entry day and time it buys only if the last completed Friday was red, then holds through the weekend and closes the position at the chosen exit day and time. Only one position is held at a time, and an optional UTC market-hours filter ignores bars outside a set window. Size is either a fixed number of contracts or a fixed dollar amount divided by an assumed risk of 100 ticks. This showcase run uses the MNQ 1h preset: entry on Friday at 18:00 UTC (after a red Friday the week before), exit on Wednesday at 10:00 UTC, fixed-dollar sizing at $100 (2 MNQ contracts), and the market-hours filter off.

Downloads: 1Likes: 0Comments: 0

Free

Sigma Breakout

Roboquant

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Each regular-hours session (09:30-16:00 ET) is anchored to a reference: the RTH open by default, or the session VWAP as of the previous bar. For every clock-time slot of the session the strategy averages how far price had moved from the open at that same time over the last N sessions, then multiplies that average by a band multiplier to place an upper and a lower band around the reference. The bands use only prior sessions, so there is no lookahead, and trading starts once every slot has a full N-day history. A bar that closes above the upper band goes long and a close below the lower band goes short; a break of the opposite band flips the position, and anything still open is flattened at the 16:00 ET close. An optional percentage stop loss switches sizing from a fixed lot to a percentage of equity, or a fixed dollar amount, risked at that stop. This showcase run uses the MNQ 30m preset: a 2-day sigma window, a 1.5x band multiplier, the RTH open as reference, no stop loss, and 1 contract per trade.

Downloads: 3Likes: 0Comments: 0

Free

NQ Precision Bot

Roboquant

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An opening range breakout for the first hour of the US session. The strategy builds the range from 1-minute bars between 9:30 and 9:45 ET. With the entry trigger on, it takes a single snapshot at the trigger time: price above the range goes long, below goes short, and inside the range means no trade that day. With the trigger off, it takes the first breakout of the range from the range end until a cut-off time. Stop loss and take profit are both set as multiples of ATR from the entry, and an optional time-based close flattens the trade after a set number of minutes if neither has filled. Two filters skip breakouts that are too weak or too strong: relative volume and the ATR regime (short ATR divided by long ATR) must both sit inside their bands. Position size is either a fixed number of contracts or a fixed dollar risk per trade sized off the ATR stop distance. Entries and exits run on ticks, so backtest it with tick data. This showcase run uses the NQ 1m preset: 6 fixed contracts, a 9:59:55 ET entry trigger, stop at 2.2× and target at 0.3× the 14-bar ATR, a time close after 8 minutes, relative volume (14 bars) between 0.5 and 1.5, and the 14/50 ATR regime between 1.0 and 2.5.

Downloads: 5Likes: 0Comments: 0

Free

M30 ORB + M5 Breakout

Roboquant

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The opening range is built on the 5-minute chart from a configurable New York start time and length (09:30-10:00 ET by default) and drawn as a box over that exact window, with every session's box kept on the chart. Once the range is complete, the first 5-minute candle that closes above the range high goes long and the first that closes below the range low goes short, up to a set number of trades per day. The stop is either a multiple of the 5-minute ATR or the breakout candle's own low (long) or high (short), and the target is a configurable multiple R of that stop distance. Position size is a fixed number of contracts or a fixed dollar risk at the stop. Two optional filters skip weak breakouts: a daily-ATR regime filter that requires the current daily ATR to reach a set fraction of its recent average (and, optionally, a minimum in points), and a relative-volume filter that requires the breakout candle's volume to be a set multiple of the trailing average. Longs and shorts can be switched on or off separately, and an optional end-of-day flatten closes any open position at a chosen New York time. This showcase run uses the MNQ 5m preset: a 09:30-10:00 ET range, one trade per day, $700 risked per trade, a 3x 14-period ATR stop with a 1.5R target, the daily-ATR filter on with no minimum, the relative-volume filter at 1.4x the 20-bar average, both directions, and a 15:00 ET flatten.

Downloads: 1Likes: 0Comments: 0

Free

NY ORB Retest - PDH/PDL Filter

Roboquant

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Trades the New York opening range on a retest of the broken level rather than on the breakout itself. The opening range is built from the start of the NY session and is only traded when it sits fully inside the previous session day's high and low; otherwise the day is skipped. A candle close above the range high arms a long, and a close below the range low arms a short, each with a resting limit order at the broken level. The order fills only if price trades back and touches the level within the retest window; if the window expires, the order is cancelled and there is no trade that day. At most one trade is taken per day, with the stop and target set as ATR multiples on the traded timeframe. Position size is either a fixed number of contracts or a fixed dollar risk at the stop. The chart draws the previous day's high and low, plus an opening-range box with its levels extended through the retest zone. This showcase run uses the NQ 15m preset: a 15-minute opening range from 09:30 ET, previous-day high/low taken from the full session day starting 18:00 ET, an 80-minute retest window measured from the breakout close, a 14-period ATR stop at 2.8× ATR and target at 2.2× ATR, $2,000 risked per trade, longs and shorts enabled, and a forced flatten at 15:55 ET.

Downloads: 1Likes: 0Comments: 0

Free

Giga ORB

Roboquant

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An opening range breakout on the New York session. The strategy records the high and low of the opening range (by default the first 15 minutes from 09:30 ET) and draws it as a box on the chart. Once the range is complete, a bar that closes above the range high goes long and a bar that closes below the range low goes short. The stop sits at the opposite side of the range, and the target is either a multiple of that stop distance (Reward:Risk) or a fixed number of points. An optional wick filter skips breakout candles whose opposing wick is too large a share of the candle. An optional daily bias gate reads price once per session against the previous day's high and low: a close below the previous day low blocks longs, and a close above the previous day high blocks shorts. Position size is either a fixed dollar risk at the stop or a fixed number of contracts. Trades per day are capped, no new entries are taken after a cutoff time, and open positions can optionally be flattened at that cutoff. This showcase run uses the MNQ 15m preset: a 09:30–09:45 ET opening range, longs and shorts, $500 risked per trade, 1:1 Reward:Risk, one trade per day, breakouts with an opposing wick above 13% of the candle skipped, the daily bias gate on, no new entries after 14:00 ET, and no forced flatten.

Downloads: 3Likes: 0Comments: 0

Free

NY Open Range Breakout

Roboquant

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Builds an opening range from the first 15-minute bars after the 09:30 ET New York open, then trades the first bar that closes beyond it: long above the range high, short below the range low. A breakout is taken only when two regime filters agree: relative volume, where the breakout bar's volume must reach a multiple of the recent average, and volatility, where ATR as a percentage of price must sit inside a floor and ceiling band. The stop is either the far side of the range or a multiple of ATR, with an optional cap in points, and the target is a multiple of the stop distance. Position size is a fixed dollar risk or a percentage of account equity risked at the stop. New entries stop at a cutoff time and any open position is flattened before the close. This showcase run uses the MNQ 15m preset: a one-bar (09:30–09:45 ET) opening range, a stop at 0.4× the 14-period ATR with no point cap, a target at 0.4× the stop distance, $3,000 fixed risk per trade, RVOL of at least 1.0× the 20-bar average, ATR between 0.10% and 0.60% of price, no new entries from 15:00 ET, a 15:55 ET flatten, both directions, and one trade per day.

Downloads: 2Likes: 0Comments: 0

Free

PDH/PDL Sweep Fade

Roboquant

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A run through the previous day's high (PDH) or low (PDL) that fails to hold is treated as a liquidity sweep and faded. A short fires when a bearish bar trades above PDH but closes back below it; a long fires when a bullish bar trades below PDL but closes back above it, so the close, not just the wick, has to return inside the prior-day range. An optional engulfing filter requires the signal bar to engulf the previous candle, by body or by full range. Entries are market orders sent at the signal bar's close, so they fill at the next bar's open with no look-ahead. The prior-day range is the full ET calendar day by default or, optionally, only its 09:30-16:00 ET bars. Stops sit at the signal candle's extreme or at a multiple of the daily ATR (computed from completed daily bars); targets are the opposite prior-day level or a daily ATR multiple. Position size is a fixed number of contracts or a fixed dollar risk per trade, entries are limited to an ET time window and a daily trade cap, and either side can be switched off. This showcase run uses the MNQ 5m preset: both sides, no engulfing filter, entries between 09:45 and 13:00 ET, 1 trade per day, a fixed 25 contracts, a stop at 0.3x and a target at 0.1x the 14-day daily ATR.

Downloads: 1Likes: 0Comments: 0

Free

Daily Anchored VWAP Signal Strategy

Roboquant

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A volume-weighted average price is anchored at the start of each New York trading day, built from typical price (the bar's high, low and close averaged) or from closes, and compared with a fast EMA. Signals are read only inside a configurable session window. When the EMA sits above VWAP and a bar closes above the EMA, the strategy buys; when the EMA sits below VWAP and a bar closes below the EMA, it sells short. A close back across the EMA exits the trade. After an exit, if the EMA crosses to the other side of VWAP, the first close back through VWAP against the new direction is taken as a pullback entry. Each day the strategy stops after its first winning trade, and after a first loss it allows a set number of further attempts. An optional relative volatility filter skips entries when the short ATR is too large against a longer baseline ATR, and an optional ATR-based stop loss protects each entry; there is no time-based exit, so a position can be held past the session close. This showcase run uses the MES 3m preset: VWAP from typical price, a 09:30–16:00 ET session, an 11-period EMA, 3 contracts per trade, the volatility filter on (14-period ATR at most 1.1× its 50-period baseline), up to 2 further attempts after a first loss, and the ATR stop off.

Downloads: 4Likes: 0Comments: 0

Free

S/R Zones + Anchored VWAP

Roboquant

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A mean-reversion strategy that trades rejections from support and resistance zones, filtered by an anchored VWAP. Zones are built from confirmed swing pivots and only count once price has moved away from the level by a minimum multiple of ATR; a support zone spans from the pivot low up by a set ATR thickness, and a resistance zone spans down from the pivot high. Overlapping zones of the same type merge and add a touch, and a zone is removed when price closes through it or when its timespan in ET calendar days runs out. A long triggers when a bar dips into a support zone from above, closes back inside it on a bullish rejection candle, and price is below the anchored VWAP; shorts mirror this at resistance. Each zone takes at most one trade per ET day. Stops and targets are fixed distances in pips (one pip is ten ticks, 2.5 points on MNQ), and size is either a percentage of equity or a fixed dollar amount risked at the stop. Orders fill at the next bar's open. This showcase run uses the MNQ 1h preset: 10-bar left and 4-bar right swing pivots, a 1× ATR minimum rejection move, 0.05× ATR zone thickness on a 19-period ATR, zones kept only for the ET day they form, up to 20 active zones, a 2-pip (5-point) stop and 25-pip (62.5-point) target, 2% of equity risked per trade, a rejection candle required, and a weekly-anchored VWAP in mean-reversion mode with no sigma clip.

Downloads: 1Likes: 0Comments: 0

Free

DTR Range Breakout Return

Roboquant

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Builds a pre-market range from the highs and lows printed in a set New York time window, then waits for the US open. Breaks before the open are ignored: from 09:30 ET onward, a side only counts as broken when a candle closes fully beyond the range high or low. Once a side has broken, the strategy waits for a candle to close back inside the range and trades the failed breakout: a close back inside after breaking below the range goes long, and a close back inside after breaking above goes short. A set-up expires if price does not return within a set number of bars, and no new entries are taken after the entry cutoff. The stop sits beyond the most extreme price printed since the open (plus an optional tick buffer) or at an ATR multiple from entry; the target is the opposite side of the range or an ATR multiple from entry. Position size is either a fixed number of contracts or a fixed dollar risk per trade at the stop, and any open position is flattened at a set time before the close. This showcase run uses the MNQ 1m preset: an 08:12–09:12 ET range, entries from 09:30 until 10:45 ET, set-ups valid for 50 bars, one trade per day, the stop at the post-open extreme with no buffer, the target at 1× ATR(14), $700 risked per trade, and a 15:50 ET flatten.

Downloads: 1Likes: 0Comments: 0

Free

The Double Helix

Roboquant

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Three exponential moving averages drive the strategy: a high EMA (of the bar highs by default), a low EMA (of the bar lows) and a slower trend EMA (of the closes). A long entry needs a close above both the trend EMA and the high EMA; a short needs a close below both the trend EMA and the low EMA. Only one position is held at a time. There is no fixed target: the stop starts at the opposite band (the low EMA for a long, the high EMA for a short) and is moved to that EMA on every bar, so it trails the trend until price closes back through it. Longs and shorts can be switched on or off individually, and an optional Eastern Time session filter limits when new entries are taken, while an open trade is held until its stop. Position size is a fixed dollar risk at the stop, a fixed number of contracts, or a percentage of equity. This showcase run uses the MNQ 1h preset: 44-period high and low EMAs, a 200-period trend EMA on closes, longs and shorts, 1 contract per trade, and entries only between 11:30 and 14:00 ET.

Downloads: 1Likes: 0Comments: 0

Free

Continuation Havoc

Roboquant

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A continuation candle triggers each trade: a bullish candle that closes above the previous candle's high goes long, and a bearish candle that closes below the previous candle's low goes short. Signals are only taken inside a configurable Eastern Time session window, and only when no position is open, so several trades can occur in one session one after another. The stop sits at the signal candle's opposite extreme (its low for a long, its high for a short). The target is either the signal candle's own high or low, which gives a close target and a high win rate, or a configurable Risk:Reward multiple of the stop distance. Position size is a percentage of equity divided by the stop distance in points (the Pine Script formula, which does not apply the contract multiplier, so on MNQ the dollar risk is about twice the percentage), a fixed number of contracts, or a fixed dollar risk per trade. Open trades are not flattened at the session end; they exit only at the stop or target. This showcase run uses the MNQ 15m preset: a 9:30–10:30 ET session, the signal-candle target, and 1% of equity per trade in the Pine sizing mode.

Downloads: 1Likes: 0Comments: 0

Free

Charles Monger Investment Strategy by Shujat

Roboquant

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Two exponential moving averages of the same length form a band: the top line averages a chosen price source (high by default) and the bottom line another (close by default). Each closed bar is classified as green when it closes above the top line, red when it closes below the bottom line, and gray when it closes inside the band. The strategy acts only on the exact bar of a flip to the opposite color, with no confirmation delay: a red-to-green flip closes any short and goes long, a green-to-red flip closes any long and goes short, and bars inside the gray band hold whatever position is already open. A direction filter can restrict trading to longs or shorts only, in which case the opposite flip simply exits. An optional stop loss is placed a set percentage of price away from the entry, and after a stop-out the strategy waits for the next full color flip before re-entering. Position size is either a fixed number of contracts or a percentage of account balance risked at that stop, and an optional trailing stop tightens the exit once the trade is a set number of points in profit. This showcase run uses the ES 1h preset: a 200-period band built from highs (top) and closes (bottom), long only, 1% of balance risked per trade against a 1% stop loss, and the trailing stop off.

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Free

4H FU Retest

Roboquant

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Compares the completed 06:00–10:00 ET range with the preceding 02:00–06:00 ET range. A bullish setup sweeps below the earlier low and closes above its high; a bearish setup sweeps above the earlier high and closes below its low. The retest zone is the lower half of the signal range for longs and the upper half for shorts. Entry options include the signal close, a zone retest, or confirmation after a retest, with ATR-based stops and a target set as a multiple of stop distance. This showcase run uses the MES 15m preset: entry on the first zone retest without breakout confirmation, a 14:00 ET cutoff for new entries, 20 contracts, at most one trade per day, a 14-period ATR stop at 4× ATR with no extra buffer, and a target at 0.5× the stop distance. Entry at the signal close and the optional 16:55 ET flatten are disabled.

Downloads: 1Likes: 0Comments: 0

Free

Friday Range Revisit - Monday Short

Roboquant

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The setup is situational: if Thursday's regular-hours high is never broken on Friday, Friday's regular-hours low tends to get revisited on Monday. Every level is regular trading hours only (09:30-16:00 New York), and each session's high/low box is drawn on the chart as it forms. On Monday the strategy requires the RTH open to sit between Friday's high and Friday's low - a gap above Friday's high or below Friday's low stands it aside - and then shorts, either immediately at the open or on a limit order into the upper fraction of Friday's range. The stop sits above Thursday's RTH high or at an ATR multiple from entry, and the target is Friday's RTH low or an ATR multiple below entry. One trade per day, and everything is flat by the configured end-of-day hour. This showcase run uses the NQ 5m preset: entry at the RTH open, an upper zone of 10% of Friday's range, an ATR(14) stop at 0.1x with an ATR target at 1x, $1,000 risk per trade at fixed sizing, and a 16:00 ET flatten.

Downloads: 0Likes: 0Comments: 0

Free

Previous Day Extreme

Roboquant

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The previous CME session's high and low are marked on whatever intraday timeframe the backtest runs on, with the outer band of that range drawn as shaded zones (25% by default); the session roll happens at the 18:00 ET Globex open, not at calendar midnight. Once price trades into an extreme band the setup arms, and an entry only fires when a bar CLOSES fully beyond the previous bar's wick: a close above the prior bar's high goes long out of the lower band, a close below the prior bar's low goes short out of the upper band. Stops and targets come from a dropdown - either the prior-day range edges or ATR multiples - with position size as a fixed number of contracts or a fixed dollar risk per trade. Entries are capped per 18:00 ET session, direction can be restricted to longs or shorts, and the prior-day levels and zones are drawn and then frozen so they never bleed into the next session. This showcase run uses the NQ 15m preset: a 25% band, ATR mode with a 2.5x stop and a 2.7x target, fixed 1 contract, both directions and 1 trade per session.

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Free

MNQ Range Breakout

Roboquant

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A single targeted 15-minute window per day - chosen by a local hour and minute with a user-set UTC offset and converted to UTC internally - is tracked from the underlying 1-minute bars and drawn as a growing range box. When that window closes the range is confirmed and frozen, and the box is capped so it never extends more than five bars past confirmation. From then on the strategy waits for a 1-minute candle to CLOSE above the range high (long) or below the range low (short): the stop sits on the opposite side of the range and the target is a configurable Risk:Reward multiple of the range height, with only one trade per range. An optional stop-loss filter skips the whole range when its height exceeds a set percentage of price. Reverse trade mode is opt-in: if the first trade is stopped out, the strategy waits for a fresh close on the stop side and takes one reverse trade with its own Risk:Reward and quantity. Everything resets with the next day's window. This showcase run uses the MNQ 15m preset: a 01:00 local target window at UTC offset -4, 3.9:1 Risk:Reward, 1 contract, reverse mode on at 2.9:1, and the stop-loss filter set to 0.2%.

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Free

The Flash Trigger ORB

Roboquant

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A single targeted candle - selected by timeframe and a local hour and minute in a user-adjustable UTC offset - defines the range: its high is drawn as a green line and its low as a red line, extending a few bars to the right and kept on the chart so previous sessions' ranges stay visible. Once that candle closes the range is confirmed, and the entries are close-based: a candle closing above the range high goes long with the stop at the range low, a close below the range low goes short with the stop at the range high, and the target is a configurable Risk:Reward multiple of that stop distance. Only one trade is allowed per confirmed range. Position size is a fixed lot, a fixed dollar risk per trade, or a percentage of account equity risked at the stop; an optional trailing stop tightens the exit once the trade is a set number of points in profit, trailing at a fixed buffer distance. An optional weekday filter skips the range on disabled days, and an end-of-day flatten closes any open position at a configurable UTC time. This showcase run uses the MNQ 15m preset: a 14:30 UTC targeted candle, 3:1 Risk:Reward, 1% of account risked per trade, trailing on (70 points to activate, 25-point buffer), and a 23:59 UTC flatten.

Downloads: 2Likes: 0Comments: 0

Free

Williams %R Long

Roboquant

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Long only. Williams %R is used as a mean-reversion trigger: a long fires when the indicator closes below the entry level (default -90) while flat, and after any exit no new long is taken until %R first reaches the entry level again, so a bounce to -80 does not re-enter. The exit is a dropdown with three modes: a body close above the FULL previous candle high (wick included), Williams %R closing at or above the exit level, or both. Sizing is a fixed number of contracts. Optional drawing layers mark the prior candle high, the entry and exit markers, and shade oversold bars. This showcase run uses the ES 3m preset: Period 20, entry level -90, exit level -30, Exit Mode Both, fixed 1 contract.

Downloads: 2Likes: 0Comments: 0

Free

Crazy ORB

Roboquant

No reviews yet

The opening range is marked between the range start and end times (09:15-09:30 ET by default) and drawn as a growing box with high and low reference lines that stay live for the rest of the session. When the window closes the range locks, and the entry is close-confirmed: a candle must CLOSE above the range high or below the range low, so a wick or spike through an edge does nothing. On that confirming close the order goes in at market in the break direction, with a stop at ATR times a multiplier measured from the confirming close, a take profit at a configurable R multiple of that stop distance, and size computed from a fixed dollar risk per trade (contract-multiplier aware, floored so it never risks more than the budget). Each side gets one shot per day, so an upside break and a later downside break are two separate trades, and a per-day cap limits the session. Everything is flattened at a set time so nothing carries overnight, and the optional drawing layer shows the range, the live risk/reward boxes and every fill. This showcase run uses the NQ 15m preset: a 09:15-09:30 ET opening range, ATR(14) stop at 1x, 0.35R target, $2,001 risk per trade, 2 trades per day, entries from 09:30 to 15:45 and a 15:55 ET flatten.

Downloads: 4Likes: 0Comments: 0

Free

S&R Sweep

Roboquant

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Support and resistance levels are taken from pivot highs and lows (left/right bars), and each level stays valid until a candle closes through it. Only the first candle whose wick pokes through a still-valid level can signal: a long fires when price sweeps below support, closes back above it as a green candle and above the EMA, and a short mirrors that at resistance below the EMA. The market order is sent at the signal close and fills at the next bar's open, with the stop at the signal candle's low or high (plus an optional tick buffer) and the target at Reward:Risk times the stop distance. Position size is either a fixed dollar risk per trade or a fixed number of contracts. This showcase run uses the NQ 5m preset: fixed 1 contract, 3/3 pivot bars, EMA 30, 1:1 R:R.

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Free

IVB - Initial Volatility Breakout

Roboquant

No reviews yet

The initial balance is the high/low of the first minutes of the cash session (09:30 to 10:00 ET by default), drawn as a growing zone and frozen when the window closes. From the IB close until the entry window ends, a signal needs two filters on the same bar: today's IB range divided by the average IB range of the last N trading days must fall between the min and max contraction ratios (a compressed opening), and the bar's volume must be at least the surge multiplier times the average of recent regular-hours bars. On such a bar a close above the IB high goes long and a close below the IB low goes short (direction can be restricted), with the stop and target placed at ATR multiples from the entry close and the size computed from a percentage of equity at risk. Attempts are capped per day, and an optional end-of-day flatten closes any open position at a set time. This showcase run uses the MNQ 5m preset: 09:30-10:00 IB, contraction below 0.9x the 10-day average, 1.1x volume surge, 2% risk, ATR(14) stop at 3x and target at 4x, 2 attempts per day, no EOD flatten.

Downloads: 3Likes: 0Comments: 0

Free

Scarface ORB

Roboquant

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The opening range is built from 09:30 ET for a configurable number of minutes and drawn as a box; when it closes, the range is bullish if the last bar closed above the first bar's open, otherwise bearish. Inside a bullish range the strategy marks the highest bearish candle (the lowest bullish candle for a bearish range) and draws its high and low as the breakout and invalidation lines. A breakout dot fires on a same-direction close beyond that candle, a second dot fires when price returns to retest the line, and the entry is a momentum candle: a same-direction close beyond the line whose rejection wick is at least Wick/Body times the body and at least Wick Ratio times the opposite wick. The stop sits at the momentum candle's low or high plus a quarter tick or, in ATR mode, ATR times a multiplier below or above the close; the target is Risk/Reward times the stop distance, size is fixed contracts or a dollar risk per trade, and a counter-directional close through the far line invalidates the setup, with at most one trade per day. This showcase run uses the MNQ 1m preset: 5-minute range, wick/body 0.09, wick ratio 1.5, ATR(14) stop at 1.4x, 2:1 R:R, fixed 10 contracts.

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Simulated past performance: not actual trading. Expand

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Listing reviews and ratings. Expand

Reviewed for policy compliance, not for performance or suitability

Ratings are users' opinions of the listing as software, may not be representative of other users' experience, and are no guarantee of future performance or success. Not investment advice.

How ranking works How reviews work