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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

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

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

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

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.

Downloads: 1Likes: 0Comments: 0

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

Crazy ORB

Roboquant

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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

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.

Downloads: 3Likes: 0Comments: 0

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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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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