OPEN-SOURCE SCRIPT
已更新 FCPO Session-Based Momentum Scalper with ATR Volatility Filter
This strategy is a precision intraday momentum scalping system explicitly designed for futures markets with defined trading sessions (such as FCPO), but it can easily be adapted for any session-based asset like indices or commodities. The core philosophy of this script is to avoid low-probability zones and only capitalize on high-conviction momentum thrusts.
Core Logic & Technical Mechanics:
Price Action Momentum: The strategy relies heavily on candlestick anatomy rather than lagging indicators. It calculates the minimum body-to-range ratio and raw body size. An entry is triggered only when a candle closes with a highly dominant body, confirming directional institutional momentum.
ATR Volatility Window: A 14-period Average True Range (ATR) is utilized not for trailing stops, but as a Volatility Filter. The script requires the ATR to be within a specific "Floor" and "Ceiling". This prevents the system from entering trades during dead/flat markets (avoiding theta burn) and extreme whipsaw events.
Macro Context: A standard 200 Simple Moving Average (SMA) is plotted to provide the user with macro-trend context, while the strategy executes on micro-momentum.
Advanced Risk & Session Management:
Precision Time Exclusions: The script features highly customizable time filters. It blocks new entries during mathematically proven volatile periods, such as the final hour of trading on Fridays (profit-taking whipsaws) and the last 30 minutes of the daily session.
Smart EOD Liquidation: To eliminate overnight gap exposure, the strategy includes an automated End-Of-Day (EOD) force-exit mechanism that flattens all active positions 5 minutes before the daily session closes.
Dynamic Circuit Breakers: It includes an advanced money management module that automatically halts trading if a daily maximum trade limit is reached, or if the user hits their monthly profit/loss target threshold.
How to Use:
Designed optimally for the 5-minute and 15-minute timeframes.
Customize your specific market's Morning and Afternoon session hours in the settings.
Adjust the ATR limits depending on your asset's average daily range.
Disclaimer: This script is for educational and backtesting purposes. Past performance is not indicative of future results. Always practice proper risk management.
Tips Tambahan:
Core Logic & Technical Mechanics:
Price Action Momentum: The strategy relies heavily on candlestick anatomy rather than lagging indicators. It calculates the minimum body-to-range ratio and raw body size. An entry is triggered only when a candle closes with a highly dominant body, confirming directional institutional momentum.
ATR Volatility Window: A 14-period Average True Range (ATR) is utilized not for trailing stops, but as a Volatility Filter. The script requires the ATR to be within a specific "Floor" and "Ceiling". This prevents the system from entering trades during dead/flat markets (avoiding theta burn) and extreme whipsaw events.
Macro Context: A standard 200 Simple Moving Average (SMA) is plotted to provide the user with macro-trend context, while the strategy executes on micro-momentum.
Advanced Risk & Session Management:
Precision Time Exclusions: The script features highly customizable time filters. It blocks new entries during mathematically proven volatile periods, such as the final hour of trading on Fridays (profit-taking whipsaws) and the last 30 minutes of the daily session.
Smart EOD Liquidation: To eliminate overnight gap exposure, the strategy includes an automated End-Of-Day (EOD) force-exit mechanism that flattens all active positions 5 minutes before the daily session closes.
Dynamic Circuit Breakers: It includes an advanced money management module that automatically halts trading if a daily maximum trade limit is reached, or if the user hits their monthly profit/loss target threshold.
How to Use:
Designed optimally for the 5-minute and 15-minute timeframes.
Customize your specific market's Morning and Afternoon session hours in the settings.
Adjust the ATR limits depending on your asset's average daily range.
Disclaimer: This script is for educational and backtesting purposes. Past performance is not indicative of future results. Always practice proper risk management.
Tips Tambahan:
發行說明
ADD TRENDLINE開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。