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.

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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.

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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.

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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.

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