CNPS22-BASTION
CNPS22 BASTION V4 COST-AWARE
CNPS22 BASTION V4 is a market-structure continuation strategy designed around Break of Structure, controlled retests and trend confirmation.
The strategy deliberately avoids entering immediately when a structural breakout occurs.
Instead, the breakout creates a setup that must be retested and confirmed before execution.
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1. STRATEGY CONCEPT
━━━━━━━━━━━━━━━━━━
The primary sequence is:
Trend Regime
→ Strong Break of Structure
→ Do Not Chase
→ Wait for Retest
→ BOS Level Holds
→ Continuation Confirmation
→ Entry
The purpose is to avoid paying for late breakout entries after price has already expanded away from the structural level.
━━━━━━━━━━━━━━━━━━
2. TREND REGIME
━━━━━━━━━━━━━━━━━━
The strategy uses a fast and slow EMA structure.
Default:
Fast EMA: 20
Slow EMA: 50
Fast EMA slope is also evaluated.
An optional VWAP filter is enabled by default.
LONG environments generally require:
• Bullish EMA structure
• Positive fast-EMA slope
• Price on the correct side of VWAP
SHORT environments use the mirrored conditions.
━━━━━━━━━━━━━━━━━━
3. BREAK OF STRUCTURE
━━━━━━━━━━━━━━━━━━
CNPS22 tracks recent swing structure.
Default Swing Lookback:
4 bars
A BOS is only accepted when price closes sufficiently beyond the previous structural level.
The breakout must therefore have measurable displacement rather than simply touching the swing.
Default minimum close beyond swing:
0.10 ATR
━━━━━━━━━━━━━━━━━━
4. BOS QUALITY
━━━━━━━━━━━━━━━━━━
The breakout candle must meet quality requirements.
Default conditions include:
Minimum Body / Range: 60%
Minimum Range / ATR: 0.80
Volume Expansion: ON
Volume Average Length: 20
Volume Multiplier: 1.15
The purpose is to distinguish meaningful structural displacement from weak marginal breaks.
━━━━━━━━━━━━━━━━━━
5. RETEST LOGIC
━━━━━━━━━━━━━━━━━━
After a valid BOS, the strategy does not immediately enter.
The broken structural level becomes a retest reference.
The setup remains active for a limited number of bars.
Default:
Maximum Retest Window: 12 bars
Price must return toward the BOS level without invalidating the structure.
A tolerance based on ATR allows price to interact with the level without requiring an exact tick-perfect touch.
━━━━━━━━━━━━━━━━━━
6. CONTINUATION CONFIRMATION
━━━━━━━━━━━━━━━━━━
After the retest, continuation must be confirmed.
Default confirmation requirements include:
• Directional candle
• Minimum body quality
• Previous candle High / Low break
• Close back beyond Fast EMA
• RSI confirmation
Default RSI parameters:
RSI Length: 14
Long Minimum: 52
Short Maximum: 48
The strategy therefore requires both structure and renewed directional momentum.
━━━━━━━━━━━━━━━━━━
7. ONE ATTEMPT PER BOS
━━━━━━━━━━━━━━━━━━
Each Break of Structure is treated as a specific setup event.
The cost-aware version allows only one trading attempt per BOS.
This helps prevent repeated entries around the same failed or noisy structural level.
━━━━━━━━━━━━━━━━━━
8. RISK MANAGEMENT
━━━━━━━━━━━━━━━━━━
CNPS22 uses structure-based stops.
Default accepted stop range:
Minimum Stop: 3 points
Maximum Stop: 6 points
If the required structural stop is wider than the maximum accepted risk, the setup is rejected.
Default Reward / Risk:
2.5R
The strategy therefore prioritizes fewer trades with a wider expected payoff rather than frequent low-R exits.
Break-even is intentionally disabled in this version.
━━━━━━━━━━━━━━━━━━
9. COST-AWARE DESIGN
━━━━━━━━━━━━━━━━━━
CNPS22 V4 includes several changes intended to reduce unnecessary trading friction.
Default rules include:
Maximum Trades Per Day: 2
Cooldown: 8 bars
One Attempt Per BOS
No Break-Even
No Time Stop
No Regime Market Exit
No Synthetic CVD Gate
No SMI Gate
The objective is to reduce over-management and excessive turnover on lower timeframes.
━━━━━━━━━━━━━━━━━━
10. SESSION MANAGEMENT
━━━━━━━━━━━━━━━━━━
Default timezone:
Asia/Ho_Chi_Minh
Primary entry windows are separated into morning and afternoon trading periods.
The strategy operates on the current chart timeframe.
Positions are force-closed according to the configured end-of-session setting.
━━━━━━━━━━━━━━━━━━
11. BACKTEST ASSUMPTIONS
━━━━━━━━━━━━━━━━━━
Initial Capital: 100,000,000
Position Size: 3 contracts
Commission: 10,000 VND per contract
Slippage: 3 ticks
Pyramiding: 0
Trading friction is included directly in the Strategy Tester configuration.
━━━━━━━━━━━━━━━━━━
12. HOW TO EVALUATE THE STRATEGY
━━━━━━━━━━━━━━━━━━
CNPS22 is best evaluated as a BOS-retest continuation system.
Useful variables include:
• BOS quality
• Retest tolerance
• Setup lifetime
• EMA regime
• VWAP alignment
• RSI confirmation
• Accepted structural stop range
• Reward / Risk
Important metrics include:
• Profit Factor
• Maximum Drawdown
• Average Trade
• Number of BOS setups
• Number of executed retests
• Long / Short performance
• Cost per completed trade
━━━━━━━━━━━━━━━━━━
DISCLAIMER
━━━━━━━━━━━━━━━━━━
This strategy is intended for educational, analytical and backtesting purposes only.
It does not constitute financial advice.
Past performance does not guarantee future results.
Trading futures and leveraged financial products involves substantial risk. Users are responsible for their own execution, position sizing and risk management.
CNPS22 BASTION V4 is a market-structure continuation strategy designed around Break of Structure, controlled retests and trend confirmation.
The strategy deliberately avoids entering immediately when a structural breakout occurs.
Instead, the breakout creates a setup that must be retested and confirmed before execution.
━━━━━━━━━━━━━━━━━━
1. STRATEGY CONCEPT
━━━━━━━━━━━━━━━━━━
The primary sequence is:
Trend Regime
→ Strong Break of Structure
→ Do Not Chase
→ Wait for Retest
→ BOS Level Holds
→ Continuation Confirmation
→ Entry
The purpose is to avoid paying for late breakout entries after price has already expanded away from the structural level.
━━━━━━━━━━━━━━━━━━
2. TREND REGIME
━━━━━━━━━━━━━━━━━━
The strategy uses a fast and slow EMA structure.
Default:
Fast EMA: 20
Slow EMA: 50
Fast EMA slope is also evaluated.
An optional VWAP filter is enabled by default.
LONG environments generally require:
• Bullish EMA structure
• Positive fast-EMA slope
• Price on the correct side of VWAP
SHORT environments use the mirrored conditions.
━━━━━━━━━━━━━━━━━━
3. BREAK OF STRUCTURE
━━━━━━━━━━━━━━━━━━
CNPS22 tracks recent swing structure.
Default Swing Lookback:
4 bars
A BOS is only accepted when price closes sufficiently beyond the previous structural level.
The breakout must therefore have measurable displacement rather than simply touching the swing.
Default minimum close beyond swing:
0.10 ATR
━━━━━━━━━━━━━━━━━━
4. BOS QUALITY
━━━━━━━━━━━━━━━━━━
The breakout candle must meet quality requirements.
Default conditions include:
Minimum Body / Range: 60%
Minimum Range / ATR: 0.80
Volume Expansion: ON
Volume Average Length: 20
Volume Multiplier: 1.15
The purpose is to distinguish meaningful structural displacement from weak marginal breaks.
━━━━━━━━━━━━━━━━━━
5. RETEST LOGIC
━━━━━━━━━━━━━━━━━━
After a valid BOS, the strategy does not immediately enter.
The broken structural level becomes a retest reference.
The setup remains active for a limited number of bars.
Default:
Maximum Retest Window: 12 bars
Price must return toward the BOS level without invalidating the structure.
A tolerance based on ATR allows price to interact with the level without requiring an exact tick-perfect touch.
━━━━━━━━━━━━━━━━━━
6. CONTINUATION CONFIRMATION
━━━━━━━━━━━━━━━━━━
After the retest, continuation must be confirmed.
Default confirmation requirements include:
• Directional candle
• Minimum body quality
• Previous candle High / Low break
• Close back beyond Fast EMA
• RSI confirmation
Default RSI parameters:
RSI Length: 14
Long Minimum: 52
Short Maximum: 48
The strategy therefore requires both structure and renewed directional momentum.
━━━━━━━━━━━━━━━━━━
7. ONE ATTEMPT PER BOS
━━━━━━━━━━━━━━━━━━
Each Break of Structure is treated as a specific setup event.
The cost-aware version allows only one trading attempt per BOS.
This helps prevent repeated entries around the same failed or noisy structural level.
━━━━━━━━━━━━━━━━━━
8. RISK MANAGEMENT
━━━━━━━━━━━━━━━━━━
CNPS22 uses structure-based stops.
Default accepted stop range:
Minimum Stop: 3 points
Maximum Stop: 6 points
If the required structural stop is wider than the maximum accepted risk, the setup is rejected.
Default Reward / Risk:
2.5R
The strategy therefore prioritizes fewer trades with a wider expected payoff rather than frequent low-R exits.
Break-even is intentionally disabled in this version.
━━━━━━━━━━━━━━━━━━
9. COST-AWARE DESIGN
━━━━━━━━━━━━━━━━━━
CNPS22 V4 includes several changes intended to reduce unnecessary trading friction.
Default rules include:
Maximum Trades Per Day: 2
Cooldown: 8 bars
One Attempt Per BOS
No Break-Even
No Time Stop
No Regime Market Exit
No Synthetic CVD Gate
No SMI Gate
The objective is to reduce over-management and excessive turnover on lower timeframes.
━━━━━━━━━━━━━━━━━━
10. SESSION MANAGEMENT
━━━━━━━━━━━━━━━━━━
Default timezone:
Asia/Ho_Chi_Minh
Primary entry windows are separated into morning and afternoon trading periods.
The strategy operates on the current chart timeframe.
Positions are force-closed according to the configured end-of-session setting.
━━━━━━━━━━━━━━━━━━
11. BACKTEST ASSUMPTIONS
━━━━━━━━━━━━━━━━━━
Initial Capital: 100,000,000
Position Size: 3 contracts
Commission: 10,000 VND per contract
Slippage: 3 ticks
Pyramiding: 0
Trading friction is included directly in the Strategy Tester configuration.
━━━━━━━━━━━━━━━━━━
12. HOW TO EVALUATE THE STRATEGY
━━━━━━━━━━━━━━━━━━
CNPS22 is best evaluated as a BOS-retest continuation system.
Useful variables include:
• BOS quality
• Retest tolerance
• Setup lifetime
• EMA regime
• VWAP alignment
• RSI confirmation
• Accepted structural stop range
• Reward / Risk
Important metrics include:
• Profit Factor
• Maximum Drawdown
• Average Trade
• Number of BOS setups
• Number of executed retests
• Long / Short performance
• Cost per completed trade
━━━━━━━━━━━━━━━━━━
DISCLAIMER
━━━━━━━━━━━━━━━━━━
This strategy is intended for educational, analytical and backtesting purposes only.
It does not constitute financial advice.
Past performance does not guarantee future results.
Trading futures and leveraged financial products involves substantial risk. Users are responsible for their own execution, position sizing and risk management.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.