OPEN-SOURCE SCRIPT
NQ 9:45-10:15 ICT Strategy - Complete
NQ 9:45–10:15 ICT Strategy – High-Probability Nasdaq Scalper (ICT/Smart Money)
This open-source strategy is a complete, rules-based implementation of core Inner Circle Trader (ICT) / Smart Money concepts, specifically optimized for **Nasdaq futures (NQ)** during the high-volatility 9:45–10:15 AM New York time window (first 30 minutes after the 9:30 open liquidity grab phase).
Core Philosophy & Why This Combination?
ICT emphasizes that institutional order flow often creates **false moves** (liquidity sweeps of previous day high/low), followed by **market structure shifts (MSS / Break of Structure)** that reveal true directional intent, with entries taken from **mitigation of Order Blocks** (areas of institutional interest / imbalance).
This script enforces strict confluence:
- Daily bias filter (price or prev close vs daily EMA20)
- Liquidity sweep confirmation (PDH/PDL raid + reversal close)
- Bullish/Bearish Market Structure Shift (close beyond last swing high/low)
- Refined Order Block detection (last opposite candle before MSS, with defensive/aggressive mitigation logic inspired by popular ICT order block refinements)
- Tight time filter (only 9:45–10:15 NY) — captures post-open manipulation & directional resolve
- One trade per day rule — prevents overtrading in chop
The tight combination reduces false signals dramatically and aligns with ICT's focus on high-probability setups during specific market sessions.
Key Components & Logic
1. Daily Bias
- Bullish if current price > daily EMA20 (or prev daily close > EMA20 — user choice)
- Bearish otherwise
- Background tint + orange EMA line
2. Liquidity Sweep
- Low < PD Low but close > PD Low → bullish sweep (stops taken below)
- High > PD High but close < PD High → bearish sweep
- Resets daily
3. Market Structure Shift (MSS / BoS)
- Bullish MSS: close > last fractal swing high
- Bearish MSS: close < last fractal swing low
- Uses 5-bar fractal detection for swing points
- Resets daily
4. Order Block (OB) Detection & Refinement
- Bullish OB: last bearish candle (close < open) before bullish MSS
- Bearish OB: last bullish candle before bearish MSS
- Refinement options (On/Off):
- Defensive: tightens OB to body or wick depending on candle range vs ATR(55)
- Aggressive: uses full candle wick range
- OB box drawn until mitigated (price touches opposite side)
- Labeled "OB+" / "OB-"
5. Entry Window & Confluence
- Only allowed 9:45–10:15 NY time
- Long: bullish bias + low swept + bullish MSS + price mitigates bullish OB (touches high side, closes inside/above low side)
- Short: mirror logic
- One trade per day max
6. Risk & Exit
- SL = opposite side of Order Block
- TP = 2:1 RR (adjustable) from entry
- No trailing / partials — clean single target
Visuals
- Daily EMA (orange)
- Prev Day High/Low circles
- Bullish/Bearish background tint
- MSS triangles
- Order Block boxes + "OB+"/"OB-" labels
- Entry labels with price/SL/TP
Alerts
- "NQ Long: Bullish Bias + Sweep + MSS + OB"
- "NQ Short: Bearish Bias + Sweep + MSS + OB"
Realistic Backtesting & Usage Guidelines
To publish non-misleading results:
- Initial Capital: $10,000–$50,000 (realistic futures account)
- Position sizing: 1–3% of equity per trade (change default_qty_value from 100%!)
- Commission: $4–$8 round-turn per contract (typical NQ futures commission)
- Slippage: 1–4 ticks (NQ is liquid but fast-moving post-open)
- Dataset: ≥2–3 years of 1-minute or 5-minute NQ data (aim for 300–600+ trades)
- Risk per trade: 0.5–1.5% with defaults — never risk more than sustainable
The 30-minute window produces relatively few trades per year — perfect for statistical significance over long periods, but results vary heavily by market regime (trending vs. choppy opens).
How to Use
1. Apply to NQ1! or MNQ1! (continuous futures) on 1-minute or 5-minute chart.
2. Keep default NY timezone (America/New_York).
3. Start with 2:1 RR, Defensive refinement, show levels on.
4. Trade only during the window — best setups show clear sweep + MSS + OB mitigation.
5. Avoid major news overlapping the window (FOMC, CPI, etc.) or widen SL.
6. Forward-test on demo for several months — this is a high-confluence, low-frequency setup.
Publish Recommendation
- Use a clean chart: only this strategy, no extra indicators/drawings.
- Show realistic Strategy Tester view with commission/slippage applied.
- Screenshot during NY morning session with visible OB & signal.
Test thoroughly and trade responsibly.
This open-source strategy is a complete, rules-based implementation of core Inner Circle Trader (ICT) / Smart Money concepts, specifically optimized for **Nasdaq futures (NQ)** during the high-volatility 9:45–10:15 AM New York time window (first 30 minutes after the 9:30 open liquidity grab phase).
Core Philosophy & Why This Combination?
ICT emphasizes that institutional order flow often creates **false moves** (liquidity sweeps of previous day high/low), followed by **market structure shifts (MSS / Break of Structure)** that reveal true directional intent, with entries taken from **mitigation of Order Blocks** (areas of institutional interest / imbalance).
This script enforces strict confluence:
- Daily bias filter (price or prev close vs daily EMA20)
- Liquidity sweep confirmation (PDH/PDL raid + reversal close)
- Bullish/Bearish Market Structure Shift (close beyond last swing high/low)
- Refined Order Block detection (last opposite candle before MSS, with defensive/aggressive mitigation logic inspired by popular ICT order block refinements)
- Tight time filter (only 9:45–10:15 NY) — captures post-open manipulation & directional resolve
- One trade per day rule — prevents overtrading in chop
The tight combination reduces false signals dramatically and aligns with ICT's focus on high-probability setups during specific market sessions.
Key Components & Logic
1. Daily Bias
- Bullish if current price > daily EMA20 (or prev daily close > EMA20 — user choice)
- Bearish otherwise
- Background tint + orange EMA line
2. Liquidity Sweep
- Low < PD Low but close > PD Low → bullish sweep (stops taken below)
- High > PD High but close < PD High → bearish sweep
- Resets daily
3. Market Structure Shift (MSS / BoS)
- Bullish MSS: close > last fractal swing high
- Bearish MSS: close < last fractal swing low
- Uses 5-bar fractal detection for swing points
- Resets daily
4. Order Block (OB) Detection & Refinement
- Bullish OB: last bearish candle (close < open) before bullish MSS
- Bearish OB: last bullish candle before bearish MSS
- Refinement options (On/Off):
- Defensive: tightens OB to body or wick depending on candle range vs ATR(55)
- Aggressive: uses full candle wick range
- OB box drawn until mitigated (price touches opposite side)
- Labeled "OB+" / "OB-"
5. Entry Window & Confluence
- Only allowed 9:45–10:15 NY time
- Long: bullish bias + low swept + bullish MSS + price mitigates bullish OB (touches high side, closes inside/above low side)
- Short: mirror logic
- One trade per day max
6. Risk & Exit
- SL = opposite side of Order Block
- TP = 2:1 RR (adjustable) from entry
- No trailing / partials — clean single target
Visuals
- Daily EMA (orange)
- Prev Day High/Low circles
- Bullish/Bearish background tint
- MSS triangles
- Order Block boxes + "OB+"/"OB-" labels
- Entry labels with price/SL/TP
Alerts
- "NQ Long: Bullish Bias + Sweep + MSS + OB"
- "NQ Short: Bearish Bias + Sweep + MSS + OB"
Realistic Backtesting & Usage Guidelines
To publish non-misleading results:
- Initial Capital: $10,000–$50,000 (realistic futures account)
- Position sizing: 1–3% of equity per trade (change default_qty_value from 100%!)
- Commission: $4–$8 round-turn per contract (typical NQ futures commission)
- Slippage: 1–4 ticks (NQ is liquid but fast-moving post-open)
- Dataset: ≥2–3 years of 1-minute or 5-minute NQ data (aim for 300–600+ trades)
- Risk per trade: 0.5–1.5% with defaults — never risk more than sustainable
The 30-minute window produces relatively few trades per year — perfect for statistical significance over long periods, but results vary heavily by market regime (trending vs. choppy opens).
How to Use
1. Apply to NQ1! or MNQ1! (continuous futures) on 1-minute or 5-minute chart.
2. Keep default NY timezone (America/New_York).
3. Start with 2:1 RR, Defensive refinement, show levels on.
4. Trade only during the window — best setups show clear sweep + MSS + OB mitigation.
5. Avoid major news overlapping the window (FOMC, CPI, etc.) or widen SL.
6. Forward-test on demo for several months — this is a high-confluence, low-frequency setup.
Publish Recommendation
- Use a clean chart: only this strategy, no extra indicators/drawings.
- Show realistic Strategy Tester view with commission/slippage applied.
- Screenshot during NY morning session with visible OB & signal.
Test thoroughly and trade responsibly.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.