Strategies

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.

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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.

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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.

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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.

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Free

IVB - Initial Volatility Breakout

Roboquant

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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.

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Free

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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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