Strategy
Liquidity Hunter | SMC System - Full SuiteA full-sequence Smart Money Concepts strategy that trades the way institutional order flow moves — liquidity sweep, displacement, structure break, and a confirmed retest.
This strategy chains them into the complete institutional sequence: a real liquidity pool gets taken, an impulsive displacement candle breaks structure, a correctly-identified order block gets frozen at that exact moment, and only a genuine retest with confirmation triggers the entry.
Features
The Full SMC Sequence
HTF Bias → Liquidity Pool Taken → Sweep → Displacement Candle → BOS/CHoCH → FVG → Return to OB → Confirmation → Entry — every stage gated on the one before it, so entries reflect genuine confluence rather than a single coincidental signal.
Real Liquidity Pool Tracking
Tracks multiple historical swing highs/lows simultaneously (not just the most recent one), so a sweep can trigger off any untaken pool — mirroring how liquidity actually accumulates at equal highs/lows and older structure.
Displacement Filter
Structure breaks only count as valid if the breaking candle's body exceeds a configurable ATR multiple — filters out slow grinds through a level that aren't genuine institutional impulses.
Frozen-Zone Retest Logic
Once an OB forms, its boundaries are locked/frozen at that moment. Entries reference this frozen snapshot, not a live, potentially-mutated box — with an overlap-based touch test (not a strict "price must sit inside the zone" test) for realistic retest detection.
Configurable Confirmation Filters
After a retest touch, choose from: no confirmation, rejection candle, engulfing candle, close back through the OB, or a break of the retest candle's high/low — tune entry strictness to your risk tolerance.
Higher Timeframe Bias
Optional HTF trend filter ensures you're only taking setups aligned with the dominant trend on a higher timeframe.
FVG Confluence Option
Optionally require that the structure break actually creates a fair value gap — an added imbalance-based confluence layer before a setup is even considered.
Liquidity-Target Take Profit
Choose a fixed R-multiple target, or let the strategy aim at the nearest untaken liquidity pool in the trade's direction — closer to how institutional targets are actually theorized to work.
Risk-Based Position Sizing
Size trades by % risk per trade (scaled to actual stop distance) or flat % of equity, with a hard position-size cap.
Realistic Cost Modeling
Commission and slippage built into the backtest engine from the start.
Notes
Start with requireOBRetest = true and confirmationMode = "None" to validate the base sequence produces trades before layering on stricter confirmation modes.
HTF Bias and FVG Confluence are off by default — each meaningfully reduces trade frequency in exchange for higher-conviction setups; enable incrementally and check trade count after each change.
Works on any intraday or swing timeframe — the sequence logic (sweep → displacement → BOS → retest) is timeframe-agnostic, though displacement thresholds and pool aging windows may need retuning per timeframe.
"Nearest Liquidity Pool" take-profit mode requires active, untaken pools in the trade's direction to function — falls back to the R-multiple target if none exist.
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WWPro Liquidity Sweep Ultimate v2 - Clean ChartWWPro Liquidity Sweep Ultimate is a multi-timeframe trading strategy designed to identify liquidity sweeps followed by market-structure confirmation, retracements into key areas, and bullish or bearish candlestick patterns.
The strategy combines higher-timeframe liquidity levels, market-structure breaks, Fair Value Gaps, Fibonacci retracement areas, and ATR-based risk management. Each trade includes a defined entry, Stop Loss, TP1 at a 1:1 risk-to-reward ratio, and TP2 at a 1:2 ratio.
The Clean Chart version displays only the entry, Stop Loss, and Take Profit levels, while all supporting calculations continue to run internally.
Note: The strategy has produced particularly strong backtesting results on Gold (XAU) at lower timeframes. I recommend testing and validating it independently using your own settings, market conditions, commissions, and risk-management rules before using it in live trading. Past performance does not guarantee future results. Strategy
RSI Varmetric Plus Sistema# RSI + Nube
*Inspirado en BITMAN COIN*
---
## ESPAÑOL
### Qué es
Un RSI acompañado de una nube que marca su tendencia, con tres señales independientes y un medidor de rentabilidad teórica que calcula, en el propio gráfico, cuánto habría ganado cada una de esas señales sobre el histórico visible.
No es un RSI de sobrecompra y sobreventa. Con longitudes largas el RSI deja de oscilar entre extremos y se convierte en un indicador de tendencia: es así como está pensado aquí.
### En qué se basa
**La nube.** Dos medias exponenciales del propio RSI. Cuando la rápida va por encima de la lenta, la nube es verde; cuando va por debajo, roja. El color no depende del precio sino de la aceleración del RSI.
**Las bolitas.** Un círculo cada vez que la nube cambia de color. Es la señal más directa y también la más frecuente.
**El nivel.** El RSI por encima de un umbral, 50 por defecto. Filtra la zona neutra, donde el indicador cambia de dirección sin que el mercado se mueva.
Las tres se pueden usar sueltas o combinadas. La combinación que mejor ha funcionado en las pruebas es exigir **nube verde y RSI por encima de 50** a la vez.
### Qué se puede configurar
- **Longitud del RSI** y fuente del precio.
- **Cuatro construcciones de nube:** el RSI contra su media, dos medias entre sí, máximo y mínimo del RSI, o una banda de desviaciones. Cambian el aspecto, no la señal.
- **Suavizado independiente** de la línea que se dibuja y de la base con la que se calcula la nube. Subir el suavizado de la base reduce el número de bolitas sin tocar la línea.
- **Zona muerta:** ignorar los giros que ocurren dentro de una banda central, para evitar vaivenes cuando el RSI ronda el 50.
- **Colores y transparencias** de todos los elementos.
### El medidor de rentabilidad
La tabla lleva dos capitales en paralelo, con su drawdown y su número de operaciones:
- El de las **bolitas**: entrar en el giro verde, salir en el rojo.
- El del **nivel**: dentro mientras el RSI supere el umbral.
Se calcula con comisión configurable. Cambias un parámetro y ves inmediatamente qué le pasa a cada regla, sin exportar datos ni montar un backtest aparte.
### Lo que se ha medido
Sobre Bitcoin, con comisión del 0,06% por operación:
| Configuración | Sharpe | Caída máxima |
|---|---|---|
| **4h · RSI(89), nube 9/21, nivel 50** | **1,37** | **−33%** |
| 4h · solo la nube, sin nivel | 1,11 | −55% |
| 1h · RSI(500), nube 36/84, nivel 50 | 1,23 | −39% |
| 1h · RSI(21), nube 5/13 | −0,63 | −95% |
**Los ajustes de fábrica solo funcionan en la temporalidad para la que se pensaron.** Al cambiar de marco hay que escalar las longitudes proporcionalmente, o deja de ser el mismo indicador. Es el error más común y el más caro.
### Advertencias
La ventaja frente a una media móvil simple no es estadísticamente distinguible: con ocho años de datos, el margen de error de una diferencia de Sharpe ronda ±0,3. Lo que sí se mide con fiabilidad es la caída máxima y el número de operaciones.
La regla clásica de sobrecompra y sobreventa (70/30) rindió peor que no hacer nada en todas las pruebas. Los umbrales están dibujados como referencia visual, no como señal.
Material educativo. No es asesoramiento de inversión. Los resultados provienen de datos históricos y no anticipan comportamientos futuros.
---
## ENGLISH
### What it is
An RSI paired with a cloud that marks its trend, with three independent signals and a built-in profitability meter that calculates, on the chart itself, how much each of those signals would have made over the visible history.
This is not an overbought/oversold RSI. With long lengths the RSI stops swinging between extremes and becomes a trend indicator — that is how it is meant to be used here.
### What it is based on
**The cloud.** Two exponential averages of the RSI itself. When the fast one is above the slow one the cloud is green; below, red. The colour depends on the RSI's acceleration, not on price.
**The dots.** A circle every time the cloud changes colour. The most direct signal, and also the most frequent.
**The level.** The RSI above a threshold, 50 by default. It filters out the neutral zone, where the indicator changes direction without the market actually moving.
The three can be used alone or combined. The combination that tested best is requiring **a green cloud and an RSI above 50** at the same time.
### What can be configured
- **RSI length** and price source.
- **Four cloud constructions:** the RSI against its average, two averages against each other, highest and lowest of the RSI, or a standard-deviation band. These change the look, not the signal.
- **Independent smoothing** for the plotted line and for the base used to compute the cloud. Raising the base smoothing reduces the number of dots without touching the line.
- **Dead zone:** ignore flips that occur inside a central band, to avoid churn when the RSI hovers around 50.
- **Colours and transparencies** for every element.
### The profitability meter
The table runs two capital curves in parallel, each with its drawdown and trade count:
- The **dots** rule: enter on the green flip, exit on the red one.
- The **level** rule: in the market while the RSI stays above the threshold.
Commission is configurable. Change a parameter and you immediately see what happens to each rule — no data export, no separate backtest.
### What has been measured
On Bitcoin, with 0.06% commission per trade:
| Setup | Sharpe | Max drawdown |
|---|---|---|
| **4h · RSI(89), cloud 9/21, level 50** | **1.37** | **−33%** |
| 4h · cloud only, no level | 1.11 | −55% |
| 1h · RSI(500), cloud 36/84, level 50 | 1.23 | −39% |
| 1h · RSI(21), cloud 5/13 | −0.63 | −95% |
**Factory settings only work on the timeframe they were designed for.** When you change timeframe you must scale the lengths proportionally, or it stops being the same indicator. This is the most common and most expensive mistake.
### Caveats
The edge over a plain moving average is not statistically distinguishable: with eight years of data, the margin of error on a Sharpe difference is around ±0.3. What *is* measured reliably is maximum drawdown and trade count.
The classic overbought/oversold rule (70/30) performed worse than doing nothing in every test. Those thresholds are drawn as a visual reference, not as a signal.
Educational material. Not investment advice. Results come from historical data and do not predict future behaviour. Strategy
RSI+MACD Trend StrategyStrategy description
Concept
A long-only swing strategy for US equities that is built around one idea: the exit should be driven by trend invalidation, not by distance from the price peak. Trailing stops cut large moves short and shake you out on ordinary pullbacks. This strategy replaces them entirely — it holds through drawdowns inside a healthy trend and lets go only when the weekly trend structure actually breaks.
The edge, if there is one, lives in the exit architecture, not in the choice of indicator. RSI and MACD are ordinary; the way they are combined across two timeframes is the point.
How it works
The strategy runs on two timeframes at once:
Weekly — permission and invalidation. MACD(12, 26, 9) on weekly closes decides whether trading is allowed at all, and it is the only thing that can close the remaining position.
Daily — timing and execution. RSI(14) picks the moment to enter inside an already-established weekly uptrend.
A trade unfolds in three stages:
Entry. While the weekly MACD line is above zero (trend is ON), a daily RSI(14) cross up through 45 triggers a buy at the next day's open. RSI 45 is deliberately not an oversold level — it marks a pullback inside a trend that has resumed, not a bottom-fishing attempt.
Scale-out. The first 2 × ATR(14) of profit takes 50 % off the table via a resting limit order. This banks part of the move and halves the exposure of what remains.
Runner exit. The rest is held — through pullbacks, through consolidations, with no trailing stop — until the weekly MACD line crosses below its signal line. That closes everything at the next day's open.
If the position is stopped out or shaken out and the weekly trend is still ON, the same entry rule fires again. Re-entry is a feature, not an accident — it is the designed answer to false breaks, and it is why no trailing stop is needed.
Risk model
There is no conventional stop-loss in the core design. Position risk is governed by three things instead:
Fixed cash per position (default $2 000). This is the real loss limiter — each ticker is an independent sleeve, so a $10 000 account can run five names.
The scale-out, which removes half the exposure once the trade is working.
An optional disaster stop (default ON, 4 × ATR below entry, fixed — not trailing). It is intentionally far away: it should stay silent in the vast majority of trades and only catch the tail, where the weekly MACD is too slow.
Execution model — no repainting
Every signal is computed on closed bars only:
The weekly MACD is read as the previous completed weekly bar, so a forming week never influences a decision — in history or in real time.
All entry/exit logic is gated behind barstate.isconfirmed, so nothing flickers inside an unfinished daily bar.
A signal on a bar's close is executed at the next bar's open, matching how the backtest is computed and how you would actually trade it.
This means the alerts are tradable: what you see on history is what you get live.
What to expect (honestly)
Trend-following gives back a meaningful part of the open profit at the end of every trend. That is the cost of capturing the full move, not a defect.
The weekly MACD exit is slow. Sharp bear legs produce the worst trades, and that is exactly what the disaster stop is there for.
The win rate is misleading. The scale-out is a separate closed trade that by construction only fires in profit, so it mechanically inflates win %. Judge the strategy by profit factor, max drawdown and worst trade instead.
One parameter set is meant to work across all tickers. Per-ticker tuning is overfitting and is explicitly out of scope. Strategy
Strategy
Aurum 2M BOSCHOCH First FVG Strategy # Aurum 2M BOS/CHOCH — First FVG Strategy
## Overview
**Aurum 2M BOS/CHOCH — First FVG Strategy** is a systematic market-structure strategy designed primarily for the **2-minute timeframe**.
The strategy combines:
* confirmed swing-point detection,
* Break of Structure (BOS),
* Change of Character (CHOCH),
* EMA-based directional filtering,
* momentum continuation confirmation,
* the first directional Fair Value Gap,
* limit entry at the 50% FVG level,
* predefined Stop Loss and Take Profit distances,
* visual Entry–SL–TP trade boxes,
* entry-fill alerts.
The objective is to identify structured continuation opportunities after a confirmed market-structure break while avoiding entries against the dominant EMA 200 direction.
This strategy is intended for systematic research, backtesting, alert generation, and disciplined execution. It does not guarantee profitability.
---
## Recommended Timeframe
The strategy was designed for the:
**2-minute chart**
By default, new entries are blocked on other timeframes.
This restriction can be disabled in the settings, but changing the timeframe significantly alters:
* market-structure sensitivity,
* pivot confirmation delay,
* FVG frequency,
* trade duration,
* Stop Loss relevance,
* overall backtest results.
For meaningful testing, each instrument and timeframe should be evaluated separately.
---
## Supported Instrument Profiles
The strategy includes automatic or manual parameter profiles for:
* Gold: GC, MGC, XAU and similar symbols
* Nasdaq: NQ, MNQ, NAS100, US100, USTEC and similar symbols
* S&P 500: ES, MES, SP500, US500 and similar symbols
* Dow Jones: YM, MYM, US30 and similar symbols
* Custom instruments
When the **Auto** profile is selected, the strategy attempts to identify the instrument from its root symbol or ticker.
If the instrument is not recognized, the strategy uses the Custom profile.
### Default Stop Loss and Take Profit distances
* Gold: 10-point Stop Loss and 10-point Take Profit
* Nasdaq: 50-point Stop Loss and 50-point Take Profit
* S&P 500: 100-point Stop Loss and 100-point Take Profit
* Dow Jones: 100-point Stop Loss and 100-point Take Profit
* Custom: 10-point Stop Loss and 10-point Take Profit
These values are starting parameters only. They should not be treated as universally optimal settings.
---
# Strategy Logic
## 1. Confirmed swing points
The strategy identifies market structure using confirmed pivot highs and pivot lows.
A pivot is only accepted after the required number of candles on its right side has closed. Therefore, the strategy does not retroactively create a tradable signal on the historical pivot candle.
Default pivot configuration:
* 3 candles on the left
* 3 candles on the right
Higher pivot values produce fewer but more significant structural levels.
Lower pivot values produce more signals but may increase market noise and false structure breaks.
---
## 2. BOS and CHOCH detection
A bullish structural break occurs when price breaks the latest confirmed swing high.
A bearish structural break occurs when price breaks the latest confirmed swing low.
The strategy classifies the event as:
### Break of Structure — BOS
A break that continues the previously recognized structural direction.
### Change of Character — CHOCH
A break occurring against the previously recognized structural direction, potentially indicating a change in market behavior.
The user can choose to accept:
* BOS and CHOCH,
* BOS only,
* CHOCH only.
---
## 3. Structure-break confirmation
The strategy provides two confirmation methods:
### Candle close
A bullish break requires the candle to close above the confirmed swing high.
A bearish break requires the candle to close below the confirmed swing low.
This is the more conservative setting and is generally recommended for reducing false breaks.
### Wick violation
A bullish break requires the candle high to trade above the confirmed swing high.
A bearish break requires the candle low to trade below the confirmed swing low.
The wick-based condition is still evaluated only after the candle has closed, but it usually produces more signals and may be more sensitive to liquidity sweeps.
---
## 4. EMA 200 directional filter
The EMA 200 defines the primary directional bias.
### Long setups
Long setups are allowed only when the closing price is above the EMA 200.
### Short setups
Short setups are allowed only when the closing price is below the EMA 200.
This prevents the strategy from opening trades directly against its defined long-term directional filter.
---
## 5. Optional EMA 50 alignment
An additional EMA alignment filter can be enabled.
When enabled, the strategy requires:
### Long
Price above EMA 50, with EMA 50 above EMA 200.
### Short
Price below EMA 50, with EMA 50 below EMA 200.
This filter can reduce the number of trades and may remove some countertrend or early-reversal entries.
However, stronger filtering does not automatically produce better results. It may also cause the strategy to enter later or miss the beginning of a new trend.
---
## 6. Continuation candle
A structure break alone is not sufficient to create an entry.
The candle immediately following the BOS or CHOCH candle must confirm continuation in the same direction.
For a bullish setup, the continuation candle must have a bullish body.
For a bearish setup, the continuation candle must have a bearish body.
The strategy provides two continuation modes:
### Close beyond the BOS/CHOCH candle close
The continuation candle must close further in the direction of the break than the closing price of the structure-break candle.
### Close beyond the BOS/CHOCH candle extreme
The continuation candle must close beyond the high or low of the structure-break candle.
The second option is more restrictive and may reduce weaker continuation setups.
If the immediately following candle does not confirm continuation, the setup is cancelled.
---
## 7. First Fair Value Gap
After a valid structure break and continuation confirmation, the strategy identifies the first directional three-candle Fair Value Gap.
### Bullish FVG
A bullish FVG exists when the current candle’s low is above the high from two candles earlier.
### Bearish FVG
A bearish FVG exists when the current candle’s high is below the low from two candles earlier.
The FVG must meet the configured minimum size in ticks.
The strategy can use the first valid directional FVG formed:
* on the structure-break candle,
* on the continuation candle,
* after the continuation candle within the configured search limit.
It does not continuously replace the first FVG with later gaps.
---
## 8. Entry at the FVG midpoint
The strategy calculates the midpoint of the selected FVG and places a limit order at the 50% level.
### Long entry
A buy limit order is placed at the midpoint of the bullish FVG.
### Short entry
A sell limit order is placed at the midpoint of the bearish FVG.
The existence of a pending limit order does not mean that a trade has been opened.
A position is recognized only after the TradingView broker emulator fills the order.
If the selected FVG midpoint was already touched before the required continuation was confirmed, the setup is rejected. This prevents the strategy from placing a historical or retroactive entry.
---
## 9. Pending-order cancellation
An unfilled limit order may be cancelled when:
* the directional EMA bias is lost,
* an opposite structure break occurs,
* the allowed session ends,
* the backtest range ends,
* the pending-order validity period expires,
* the setup becomes structurally invalid.
The default pending validity is 30 candles.
This parameter should be adapted to the normal retracement behavior of the selected market.
A very long validity period may allow entries after the original setup has lost relevance.
A very short validity period may cancel valid retracements before price returns to the FVG.
---
# Position Management
## Stop Loss
The Stop Loss is calculated from the actual filled entry price, not only from the originally planned limit price.
For long positions, the Stop Loss is placed below the filled entry.
For short positions, the Stop Loss is placed above the filled entry.
The distance is determined by the selected instrument profile.
## Take Profit
The Take Profit is also calculated from the actual filled entry price.
For long positions, the target is placed above the entry.
For short positions, the target is placed below the entry.
The default configuration uses a 1:1 reward-to-risk ratio, but the Stop Loss and Take Profit values can be configured independently.
## Pyramiding
Pyramiding is disabled.
Only one position or one pending entry setup can be active at a time.
## End of backtest
The strategy can automatically close an open position when the selected backtest end date is reached.
---
# Visual Trade Presentation
The strategy can display:
* EMA 50,
* EMA 200,
* directional EMA background,
* active FVG boundaries,
* pending midpoint entry,
* Entry–Take Profit reward box,
* Entry–Stop Loss risk box,
* Entry line,
* Stop Loss line,
* Take Profit line,
* entry labels,
* closed-trade result in points and R,
* strategy status panel,
* optional diagnostic markers.
The position boxes are generated from the actual simulated fill price.
This is important because a pending limit price and the final broker-emulator fill are not always equivalent under every market and backtesting configuration.
---
# Alerts
The strategy is designed to generate alerts only when an entry order is actually filled.
It does not intentionally generate alerts for:
* setup detection,
* BOS or CHOCH detection,
* FVG formation,
* pending limit-order creation,
* Stop Loss execution,
* Take Profit execution,
* backtest-end position closure.
## Recommended TradingView alert configuration
When creating an alert, select:
**Order fills only**
The entry message may contain:
* trade direction,
* planned entry price,
* planned Stop Loss,
* planned Take Profit,
* Stop Loss distance,
* Take Profit distance,
* reward-to-risk ratio,
* BOS or CHOCH classification,
* selected instrument profile,
* actual fill price,
* ticker,
* timeframe,
* order ID.
Always verify alert behavior in simulation before connecting alerts to external execution software.
---
# Non-Repainting Design
The main structural logic is evaluated on confirmed candles.
The strategy:
* uses confirmed pivot points,
* does not backdate entries to historical pivot candles,
* evaluates BOS and CHOCH after candle confirmation,
* requires the next completed candle to confirm continuation,
* rejects an FVG entry if its midpoint was already reached before confirmation,
* calculates active trade levels from the actual simulated fill,
* does not use future-looking security calls.
However, confirmed pivots naturally introduce a delay because a pivot requires candles on its right side before it becomes known.
This delay is not repainting. It is part of the confirmation methodology.
---
# How to Potentially Improve Strategy Effectiveness
There is no single setting that will improve every market and every period. Increasing the number of filters may improve historical win rate while reducing trade frequency, increasing entry delay, or creating overfitted results.
The following modifications should be tested independently.
## 1. Use session filtering
The strategy may perform differently during low-liquidity and high-liquidity periods.
Potentially useful windows include:
* London open,
* New York open,
* London–New York overlap,
* the first hours of the main futures session.
Instead of trading from 09:00 to 22:00 continuously, compare individual session windows.
For Nasdaq and US indices, the New York session may produce more meaningful displacement but also greater volatility.
For Gold, London and New York activity should be evaluated separately.
Do not assume that the session producing the highest win rate will also produce the highest net profit.
---
## 2. Compare BOS-only and CHOCH-only performance
BOS and CHOCH represent different market conditions.
BOS setups may perform better during established trends.
CHOCH setups may capture earlier reversals, but they can also produce more false directional changes.
Test separate reports for:
* BOS only,
* CHOCH only,
* BOS and CHOCH combined.
The most effective setup type may differ between Gold, Nasdaq, S&P 500, and Dow Jones.
---
## 3. Test candle-close structure confirmation
Using candle closes instead of wick violations can reduce false breakouts caused by liquidity sweeps.
This may improve signal quality but will usually produce fewer and later setups.
Compare:
* net profit,
* profit factor,
* maximum drawdown,
* average trade,
* number of trades,
* consecutive losses,
rather than judging the change only by win rate.
---
## 4. Increase the minimum FVG size
Very small FVGs may represent market noise rather than meaningful displacement.
Increasing the minimum FVG size can remove weaker imbalances.
A more robust approach is to relate the required FVG size to current volatility instead of using only a fixed number of ticks.
For example, a future version could require the FVG to represent a minimum percentage of ATR.
This would allow the filter to adapt to changing volatility.
---
## 5. Add a displacement filter
Not every structure break represents strong institutional-style displacement.
A possible improvement is to require the BOS/CHOCH or continuation candle to meet conditions such as:
* body size greater than a percentage of ATR,
* body larger than the recent average candle body,
* limited opposite wick,
* candle close near its directional extreme,
* increased volume relative to a moving average.
This may help remove weak breaks but must be tested carefully because strict displacement rules can eliminate valid early entries.
---
## 6. Test stricter EMA alignment
Enabling the EMA 50 and EMA 200 alignment may improve performance during directional markets.
Potential long condition:
Price above EMA 50, EMA 50 above EMA 200, and both averages rising.
Potential short condition:
Price below EMA 50, EMA 50 below EMA 200, and both averages falling.
The disadvantage is that moving averages are lagging. A strict filter may enter after a significant portion of the move has already occurred.
---
## 7. Add a higher-timeframe bias
A 2-minute setup can be filtered using a higher timeframe such as:
* 5-minute,
* 15-minute,
* 1-hour.
Possible filters include:
* higher-timeframe EMA 200 direction,
* higher-timeframe market structure,
* previous-day high and low,
* current-day open,
* session opening range,
* premium and discount zones.
A higher-timeframe filter can reduce trades against broader market direction, but using too many conditions may create a highly selective and overfitted system.
---
## 8. Optimize Stop Loss and Take Profit separately
A fixed 1:1 reward-to-risk ratio is not automatically optimal.
Compare multiple configurations, for example:
* 1:0.75,
* 1:1,
* 1:1.25,
* 1:1.5,
* 1:2.
A lower win rate can still produce better results when the average winning trade is sufficiently larger than the average losing trade.
Similarly, a higher win rate may still be unprofitable if losses are larger than winners after costs.
The best configuration should be selected using out-of-sample results, not only the highest historical net profit.
---
## 9. Consider volatility-based risk levels
Fixed point distances behave differently in quiet and highly volatile conditions.
A future version could calculate Stop Loss and Take Profit using:
* ATR,
* recent swing distance,
* FVG size,
* structure-break candle range,
* session volatility.
For example, an ATR-based Stop Loss may prevent the strategy from using an unrealistically tight stop during high volatility.
The disadvantage is that wider volatility-adjusted stops can increase monetary risk unless position size is reduced accordingly.
---
## 10. Add liquidity-context filters
The strategy may be improved by requiring a meaningful liquidity event before BOS or CHOCH.
Possible examples include:
* sweep of a confirmed swing high or low,
* sweep of the Asian session high or low,
* sweep of the previous-day high or low,
* equal highs or equal lows,
* failed breakout followed by structural displacement.
This could reduce entries occurring in the middle of an unstructured range.
However, liquidity-sweep definitions must be objective. Visually attractive historical examples can be difficult to translate into consistent, non-repainting rules.
---
## 11. Reduce stale limit-order entries
An FVG entry may become less relevant as time passes.
Possible improvements include:
* reducing pending-order validity,
* cancelling after a new same-direction structure break,
* cancelling after price moves too far from the entry,
* cancelling when the FVG is partially or fully mitigated,
* cancelling after a fixed number of session minutes.
This can prevent late fills, but overly aggressive cancellation may remove profitable deep retracements.
---
## 12. Use realistic execution costs
The default strategy configuration uses zero commission and zero slippage.
Before evaluating performance, configure realistic:
* commission per contract,
* exchange and clearing fees,
* spread,
* slippage,
* data-feed differences,
* contract specifications.
This is especially important on a 2-minute strategy, where transaction costs can materially change the final result.
A strategy that is profitable before costs may become unprofitable after realistic execution assumptions.
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# Recommended Validation Process
A reliable evaluation should include:
1. In-sample optimization on one historical period.
2. Out-of-sample testing on a later untouched period.
3. Walk-forward testing across multiple market regimes.
4. Separate testing for each instrument.
5. Separate testing for long and short positions.
6. Testing with realistic commission and slippage.
7. Analysis of results by session and time of day.
8. Analysis of BOS and CHOCH separately.
9. Testing during trending, ranging, and high-volatility periods.
10. Forward testing on a simulated account.
Do not select settings solely because they generate the highest historical profit.
More robust settings usually produce acceptable results across several neighboring parameter values rather than one isolated “perfect” combination.
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# Important Backtesting Notes
TradingView backtests are simulations.
Historical results may be affected by:
* broker-emulator assumptions,
* intrabar price-path assumptions,
* historical data quality,
* contract rollovers,
* spread,
* slippage,
* commission,
* instrument-specific tick size,
* differences between futures, CFDs, and spot symbols.
The strategy uses Bar Magnifier when supported, but this does not make simulated fills identical to live execution.
Results obtained on one data provider or symbol should not automatically be expected on another.
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# Risk Disclaimer
This strategy is provided for educational, research, and analytical purposes only.
It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument.
Past performance does not guarantee future results.
Trading futures, CFDs, indices, commodities, and leveraged instruments involves substantial risk. Losses may exceed the amount expected from a historical backtest.
Before using the strategy with real capital:
* verify all settings,
* confirm contract and point values,
* configure realistic trading costs,
* test alerts,
* perform forward testing,
* define maximum daily and total risk,
* use position sizing appropriate to your account.
The user remains fully responsible for every trading and risk-management decision.
Strategy
Strategy
ORB Pro | Session Breakout ScalperA precision-filtered Opening Range Breakout strategy built for intraday scalping — with multi-layer confirmation designed to cut false breakouts and size risk intelligently.
This strategy trades breakouts of a configurable opening range, but only when volume, volatility, VWAP trend, and price confirmation all line up — reducing whipsaw entries.
Features
Flexible Opening Range
Fully configurable range length, session start/end times, and timezone
Works across regular trading hours and overnight/futures sessions that cross midnight
Multi-Layer Entry Filters (each toggleable independently)
Range-size filter — only trades when the OR is a healthy size relative to ATR (avoids both dead-quiet and blown-out ranges)
Volume confirmation — requires breakout volume to exceed a multiple of average volume
VWAP directional filter — longs only above session VWAP, shorts only below
False-breakout confirmation — requires price to hold beyond the range for N bars before entering
Built-In Risk Management
Choice of stop-loss method: range-based or ATR-based
Configurable risk-reward target with partial profit-taking at a separate R-multiple
Optional breakeven stop after partial exit
Daily trade cap to prevent overtrading
Automatic flatten at session end — no overnight scalp exposure
Smart Position Sizing
Risk-based sizing (% of equity per trade, scaled to stop distance) or flat % of equity
Hard position-size cap to prevent excessive leverage on tight stops
Clean, Toggleable Visuals
Gradient-shaded opening range box (color intensity reflects range size vs. ATR)
Session VWAP line
OR high/low levels plotted for the remainder of the session
Session separators and failed-breakout markers
One-time OR size label (as an ATR multiple) for quick read on range quality
Realistic Cost Modelling
Commission and slippage assumptions built into the backtest engine, so results reflect real-world friction rather than frictionless fills
Notes
Intraday timeframes only. This strategy requires multiple bars within the opening range window to function (e.g. 1–15 min charts). Loading it on Daily+ charts will throw an explicit error rather than silently doing nothing.
Commission/slippage defaults are generic starting points (0.05% commission, 2 ticks slippage) — tune these to match your actual broker/instrument before trusting backtest P&L numbers.
All filters can be disabled individually if you want to isolate and test the raw breakout logic, or strip it down to a simpler ORB system.
Strategy
Dynamic Trend Overlay (Original Recreation)DTO-Recreation combines an adaptive EMA/ATR trend trail with multi-timeframe confirmation, StochRSI-validated re-entries, and configurable stop-loss/take-profit handling in a single strategy framework. It's built for traders who want a trend-following core that filters out counter-trend noise using higher-timeframe agreement, rather than trading every flip on the chart's own timeframe in isolation.
FEATURES
Adaptive Trend Trail — Supertrend-style flip mechanism built on an EMA basis (rather than hl2) with ATR bands. Five sensitivity presets — Reactive, Filtered, Balale EMA length, ATR length, and ATR multipliertogether, from fast scalping flips to slow macro confirmation.
Multi-Timeframe Confirmation — The same trail runs independently on the chart timeframe (CTF), a higher timeframe (HTF), and an optional higher-higher timeframe (HHTF)F agreement, cutting low-quality trades takenagainst the larger trend.
Dynamic Zones & Equilibrium Band — Each timeframe's ATR bands plot as a filled zone (blue bullish / red bearish). An equilibrium band marks the midpoint between CTersion reference.
Trend Flip & Re-Entry Signals — Confirmed CTF rigger entries. Pullback re-entries arevalidated by a StochRSI cross out of oversold/overbought, gated by a per-direction cooldown, and blocked if price already
tagged the HTF zone since the last flip (possi pullback).
Risk Management — Stop-loss: fixed % or structprofit: fixed % or ATR trailing. A secondsame-direction (pyramided) entry is only allowed if the existing position is already profitable — no averaging into
losers.
BEST FOR
- Trend traders who want higher-timeframe agreement enforced before entry
- Traders who want at-a-glance visual confirmament
- Anyone using pullback re-entries who wants them filtered by momentum and cooldown-protected
NOTES
Original, independently written, open-source sed). Built to explore the same general category of multi-timeframe trend-overlay tools on TradingView — not copied or reverse-engineered from any closed-source script. All inputs are user-configurable. Backtest resimeframe/setting-dependent, and not a forecastor investment advice. Strategy
Dynamic Trend Overlay (Original Recreation)DTO-Recreation combines an adaptive EMA/ATR trend trail with multi-timeframe confirmation, StochRSI-validated re-entries, and configurable stop-loss/take-profit handling in a single strategy framework. It is built for traders who want a trend-following core that filters out counter-trend noise using higher-timeframe agreement, rather than trading every flip on the chart's own timeframe in isolation.
FEATURES
Adaptive Trend Trail
The core trail is a Supertrend-style flip mechanism built on an EMA basis (rather than hl2) with ATR-based bands. Five sensitivity presets — Reactive, Filtered, Balanced, Structured, Macro — scale the EMA length, ATR length, and ATR multiplier together, from fast scalping flips to slow macro-trend confirmation.
Multi-Timeframe Confirmation
The same trail logic runs independently on the chart timeframe (CTF), a higher timeframe (HTF), and an optional higher-higher timeframe (HHTF) via request.security. Entries can be required to align with HTF and/or HHTF direction, which is what separates this from a plain single-timeframe flip system — it exists specifically to cut low-quality trades taken against the larger trend.
Dynamic Zones and Equilibrium Band
Each timeframe's ATR bands are plotted as a filled zone (blue for bullish structure, red for bearish), giving a visual read on trend strength and alignment across timeframes at a glance. An equilibrium band — the midpoint between the CTF and HTF EMA basis — marks a mean-reversion reference level.
Trend Flip and Re-Entry Signals
A confirmed CTF trend flip plots a flip marker and can trigger an entry. Re-entries on pullbacks into the CTF zone are validated by a StochRSI cross out of oversold/overbought, gated by a per-direction cooldown counter, and blocked if price has already tagged the HTF zone since the last flip (treated as a sign of possible exhaustion rather than a healthy pullback).
Risk Management
Stop-loss can be a fixed percentage or the current structure level (the trail itself); take-profit can be a fixed percentage or an ATR-based trailing exit. Pyramided (second) entries in the same direction are only permitted when the existing position is already profitable, so averaging into a loser is not possible.
BEST FOR
- Trend traders who want higher-timeframe agreement enforced before an entry is taken
- Traders who want visual, at-a-glance confirmation of trend alignment across timeframes rather than reading multiple separate indicators
- Anyone using pullback re-entries who wants those re-entries filtered by momentum (StochRSI) and protected from firing during choppy, cooldown periods
NOTES
This is an original script, independently written and open-source. It was built to explore the same general category of tool as other multi-timeframe trend-overlay strategies on TradingView, not copied or reverse-engineered from any closed-source script. All inputs (sensitivity, timeframes, alignment toggles, SL/TP mode, re-entry settings) are user-configurable in the Settings panel.
Backtest results shown on any chart depend heavily on symbol, timeframe, and settings — they are historical performance, not a forecast, and should not be treated as investment advice. Strategy
